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 6699.40 180 - 270 Days 432.36 <30 Days A-4 1222.61 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12975.37 180 - 270 Days 1237.42 30-90 Days A-5 2377.30 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 469.01 180 - 270 Days 51.21 <30 Days CB-1 53.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 10475.89 180 - 270 Days 157.03 <30 Days CB-2 781.76 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 7285.28 180 - 270 Days 235.77 <30 Days CB-3 345.54 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6492.93 180 - 270 Days 197.57 91-180 Days E-1 572.79 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 13213.14 180 - 270 Days 130.21 91-180 Days E-2 2307.33 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 17025.22 180 - 270 Days 2197.39 91-180 Days G-1 159.85 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 16597.94 180 - 270 Days 989.77 <30 Days G-2 2481.42 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 10366.43 180 - 270 Days 15.18 Open G-3 104.21 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3109.34 180 - 270 Days 72.56 Open IG-1 171.70 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6557.76 180 - 270 Days 507.49 Open IG-2 21.03 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 13058.94 180 - 270 Days 1540.43 91-180 Days S-1 1872.06 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 454.59 180 - 270 Days 19.28 <30 Days S-2 78.88 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12892.25 180 - 270 Days 1665.21 91-180 Days S-3 838.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12182.21 180 - 270 Days 1320.12 <30 Days S-4 1147.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 9824.60 180 - 270 Days 681.17 91-180 Days S-5 1179.09 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2431.15 180 - 270 Days 331.00 Open S-6 141.54 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 7067.52 180 - 270 Days 66.68 30-90 Days S-7 161.58 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 76.82 271 - 364 Days 0.17 <30 Days A-0-Q 7.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12871.93 271 - 364 Days 1088.60 Open A-1-Q 1768.86 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5578.94 271 - 364 Days 528.96 <30 Days A-2-Q 800.75 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1026.70 271 - 364 Days 5.17 Open A-3-Q 191.05 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3861.48 271 - 364 Days 327.95 <30 Days A-4-Q 548.30 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 9054.73 271 - 364 Days 582.32 91-180 Days A-5-Q 963.08 No Risk Management