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 Investment Company or Advisor Yes 5071.17 Day 47 209.46 Open Y-2 312.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 8709.25 Day 47 499.27 <30 Days Y-3 1562.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 7199.30 Day 47 1035.40 91-180 Days Y-4 1299.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 9002.24 Day 47 660.14 91-180 Days Z-1 681.73 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 11154.35 Day 47 371.91 <30 Days A-2 1161.58 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 11238.39 Day 47 586.32 91-180 Days A-3 410.19 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3333.89 Day 47 374.90 Open A-4 304.52 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4741.43 Day 47 578.04 Open A-5 6.76 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 230.39 Day 47 2.84 30-90 Days CB-1 21.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5204.69 Day 47 373.84 91-180 Days CB-2 733.56 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 9853.42 Day 47 232.21 30-90 Days CB-3 187.61 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 1638.46 Day 47 227.74 Open E-1 130.88 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 9294.84 Day 47 25.70 <30 Days E-2 672.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 15103.57 Day 47 1700.90 <30 Days G-1 1622.94 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10885.66 Day 47 161.25 <30 Days G-2 251.40 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12430.60 Day 47 313.96 91-180 Days G-3 762.85 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 8996.91 Day 47 676.13 91-180 Days IG-1 1435.52 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12783.43 Day 47 1871.08 30-90 Days IG-2 43.82 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 930.28 Day 47 31.51 30-90 Days S-1 13.93 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 16115.82 Day 47 1650.92 30-90 Days S-2 2457.24 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 8541.46 Day 47 589.84 91-180 Days S-3 1204.01 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12368.40 Day 47 1325.99 91-180 Days S-4 58.48 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6897.73 Day 47 797.67 91-180 Days S-5 518.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5700.39 Day 47 477.73 <30 Days S-6 472.90 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 14489.65 Day 47 1607.59 30-90 Days S-7 2865.49 Yes Liberty Wealth Management LLC Risk Management