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 Yes 3569.91 >2 Yr <= 3 Yr 128.20 30-90 Days L-6 676.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 13253.67 >2 Yr <= 3 Yr 963.27 <30 Days L-7 2062.23 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8573.51 >2 Yr <= 3 Yr 255.49 <30 Days L-8 290.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4296.40 >2 Yr <= 3 Yr 59.07 <30 Days L-9 802.08 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 12019.59 >2 Yr <= 3 Yr 344.93 <30 Days LC-1 1866.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12755.13 >2 Yr <= 3 Yr 237.16 30-90 Days LC-2 1352.80 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 1692.37 >2 Yr <= 3 Yr 40.06 91-180 Days N-1 109.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 9817.28 >2 Yr <= 3 Yr 414.13 Open N-2 886.05 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12911.79 >2 Yr <= 3 Yr 716.46 Open N-3 1629.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8563.54 >2 Yr <= 3 Yr 80.37 <30 Days N-4 1444.40 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 13728.27 >2 Yr <= 3 Yr 961.62 91-180 Days N-5 2063.77 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 1882.69 >2 Yr <= 3 Yr 277.63 Open N-6 24.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 5167.58 >2 Yr <= 3 Yr 611.43 <30 Days N-7 347.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 10543.78 >2 Yr <= 3 Yr 831.57 Open P-1 781.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 212.26 >2 Yr <= 3 Yr 27.45 91-180 Days P-2 22.24 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 3187.34 >2 Yr <= 3 Yr 289.67 30-90 Days S-8 327.98 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 7277.96 >2 Yr <= 3 Yr 472.04 30-90 Days Y-1 1260.05 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 912.18 >2 Yr <= 3 Yr 2.89 30-90 Days Y-2 103.29 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 429.75 >2 Yr <= 3 Yr 50.81 <30 Days Y-3 16.05 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 9975.21 >2 Yr <= 3 Yr 898.58 Open Y-4 879.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 16998.63 >2 Yr <= 3 Yr 2051.51 Open Z-1 1381.46 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 14600.85 >2 Yr <= 3 Yr 1669.51 91-180 Days A-2 2893.06 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 12874.81 >2 Yr <= 3 Yr 1337.28 <30 Days A-3 2125.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 15703.71 >2 Yr <= 3 Yr 771.94 <30 Days A-4 385.97 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2017.95 >2 Yr <= 3 Yr 74.38 91-180 Days A-5 237.65 Yes Liberty Capital Markets Inc. Legal