Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.3: TBA Purchases

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 11706.21 Day 60 963.82 91-180 Days E-2 157.95 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 12590.93 Day 60 888.41 91-180 Days G-1 1847.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4579.40 Day 60 675.38 Open G-2 150.78 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9535.29 Day 60 667.03 30-90 Days G-3 1709.16 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11961.62 Day 60 1714.06 Open IG-1 1471.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4066.79 Day 60 519.57 <30 Days IG-2 338.35 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2292.17 Day 60 58.88 <30 Days S-1 261.77 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4750.38 Day 60 557.15 <30 Days S-2 193.93 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 5991.47 Day 60 861.51 91-180 Days S-3 1000.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2212.95 Day 60 78.33 Open S-4 214.73 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 17105.04 Day 60 1763.88 Open S-5 165.91 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9028.84 Day 60 1216.59 <30 Days S-6 99.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11539.78 Day 60 1439.68 Open S-7 932.60 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 7215.46 61 - 67 Days 1.26 91-180 Days A-0-Q 594.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2044.69 61 - 67 Days 141.19 Open A-1-Q 236.83 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 1904.42 61 - 67 Days 259.01 91-180 Days A-2-Q 210.03 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11916.89 61 - 67 Days 1025.75 <30 Days A-3-Q 1075.67 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 10035.46 61 - 67 Days 1108.18 Open A-4-Q 41.79 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2187.06 61 - 67 Days 143.35 <30 Days A-5-Q 175.17 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8681.18 61 - 67 Days 1239.86 Open CB-1-Q 818.96 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 332.28 61 - 67 Days 1.69 30-90 Days CB-2-Q 33.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2715.55 61 - 67 Days 27.75 Open S-1-Q 94.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 6564.63 61 - 67 Days 651.16 30-90 Days S-2-Q 5.41 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2308.04 61 - 67 Days 334.14 Open S-3-Q 301.75 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 1812.93 61 - 67 Days 88.27 <30 Days S-4-Q 349.02 Yes Liberty Capital Markets Inc. Legal