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 15581.53 61 - 67 Days 554.17 91-180 Days S-8 1964.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 14212.19 61 - 67 Days 1784.79 Open Y-1 2073.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 16979.90 61 - 67 Days 25.61 30-90 Days Y-2 1898.37 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 10894.92 61 - 67 Days 1057.49 Open Y-3 1187.39 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 17078.98 61 - 67 Days 1832.52 91-180 Days Y-4 1908.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4074.64 61 - 67 Days 98.01 91-180 Days Z-1 573.75 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8975.54 61 - 67 Days 19.37 Open A-2 1442.04 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 10271.64 61 - 67 Days 1449.76 91-180 Days A-3 1254.76 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 13446.28 61 - 67 Days 1183.63 Open A-4 659.73 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 7306.91 61 - 67 Days 345.26 30-90 Days A-5 295.74 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 7541.28 61 - 67 Days 573.30 <30 Days CB-1 964.24 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 1827.60 61 - 67 Days 134.09 30-90 Days CB-2 7.67 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4324.91 61 - 67 Days 524.44 <30 Days CB-3 1.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 11623.08 61 - 67 Days 83.64 30-90 Days E-1 1612.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 1573.72 61 - 67 Days 6.31 30-90 Days E-2 259.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 12284.50 61 - 67 Days 789.30 30-90 Days G-1 1626.40 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 14879.21 61 - 67 Days 1487.99 91-180 Days G-2 472.24 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5991.34 61 - 67 Days 157.28 <30 Days G-3 742.30 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 14035.93 61 - 67 Days 40.97 30-90 Days IG-1 83.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 17126.32 61 - 67 Days 959.28 Open IG-2 2417.63 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 13476.34 61 - 67 Days 1007.16 30-90 Days S-1 150.40 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4230.43 61 - 67 Days 502.52 91-180 Days S-2 164.83 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 7982.89 61 - 67 Days 948.69 30-90 Days S-3 904.28 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8595.61 61 - 67 Days 822.36 Open S-4 600.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 271.07 61 - 67 Days 15.64 <30 Days S-5 23.80 Yes Liberty National Bank Finance