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 No 2013.09 Day 51 232.85 30-90 Days N-6 128.73 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3321.08 Day 51 260.76 <30 Days N-7 550.22 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 183.71 Day 51 9.14 <30 Days P-1 19.81 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 13104.69 Day 51 1354.85 Open P-2 1121.54 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 8928.34 Day 51 511.45 Open S-8 92.62 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6606.38 Day 51 925.33 <30 Days Y-1 1048.87 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 13285.19 Day 51 1069.55 <30 Days Y-2 752.37 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 13445.48 Day 51 1453.50 <30 Days Y-3 2364.13 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10699.33 Day 51 907.81 30-90 Days Y-4 204.40 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 7489.88 Day 51 339.41 30-90 Days Z-1 109.42 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 7110.95 Day 51 488.91 30-90 Days A-2 907.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1180.21 Day 51 19.62 91-180 Days A-3 45.63 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 7044.00 Day 51 524.51 Open A-4 833.04 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1887.12 Day 51 163.23 <30 Days A-5 212.17 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 143.35 Day 51 12.04 <30 Days CB-1 2.86 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5328.28 Day 51 265.21 <30 Days CB-2 960.28 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 2921.71 Day 51 406.80 30-90 Days CB-3 252.30 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 2072.62 Day 51 69.16 <30 Days E-1 321.75 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 15607.89 Day 51 1938.28 Open E-2 137.90 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 8163.09 Day 51 327.89 30-90 Days G-1 1022.39 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12808.23 Day 51 604.07 <30 Days G-2 1491.63 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3638.03 Day 51 164.90 30-90 Days G-3 726.74 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1324.40 Day 51 6.21 <30 Days IG-1 159.43 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10842.61 Day 51 42.05 <30 Days IG-2 1445.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 4016.18 Day 51 123.69 30-90 Days S-1 53.61 Yes Liberty Wealth Management LLC Finance