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 597.89 271 - 364 Days 73.57 30-90 Days N-4 17.04 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12858.37 271 - 364 Days 805.65 30-90 Days N-5 1897.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 8218.93 271 - 364 Days 475.11 <30 Days N-6 149.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2076.16 271 - 364 Days 58.33 91-180 Days N-7 217.40 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 15456.60 271 - 364 Days 416.43 <30 Days P-1 2873.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 11369.11 271 - 364 Days 1356.71 <30 Days P-2 1396.07 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 9005.08 271 - 364 Days 1303.74 91-180 Days S-8 1319.38 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12221.79 271 - 364 Days 411.84 30-90 Days Y-1 1126.35 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 15901.27 271 - 364 Days 1874.07 <30 Days Y-2 1855.01 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 15070.54 271 - 364 Days 746.02 Open Y-3 1522.73 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 10817.16 271 - 364 Days 645.29 91-180 Days Y-4 1615.62 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5214.03 271 - 364 Days 527.53 <30 Days Z-1 997.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 14690.44 271 - 364 Days 469.32 Open A-2 1892.79 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 10190.30 271 - 364 Days 779.14 91-180 Days A-3 246.93 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5412.92 271 - 364 Days 765.07 <30 Days A-4 12.10 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6751.09 271 - 364 Days 761.58 <30 Days A-5 177.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 11606.53 271 - 364 Days 661.97 30-90 Days CB-1 2024.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 2352.90 271 - 364 Days 138.06 <30 Days CB-2 133.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 16746.15 271 - 364 Days 1589.87 <30 Days CB-3 2754.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6406.21 271 - 364 Days 767.29 30-90 Days E-1 349.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10553.30 271 - 364 Days 597.47 <30 Days E-2 328.04 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 7794.54 271 - 364 Days 83.21 30-90 Days G-1 337.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 11290.76 271 - 364 Days 773.59 Open G-2 2020.39 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2694.03 271 - 364 Days 46.53 Open G-3 142.37 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 1662.76 271 - 364 Days 182.22 30-90 Days IG-1 64.09 Yes Liberty Capital Markets Inc. Risk Management