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 14239.38 >= 1 Yr <= 2 Yr 1735.34 <30 Days Z-1 2580.19 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2203.83 >= 1 Yr <= 2 Yr 1.94 <30 Days A-2 48.87 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4491.00 >= 1 Yr <= 2 Yr 530.25 30-90 Days A-3 710.13 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3575.94 >= 1 Yr <= 2 Yr 527.99 30-90 Days A-4 433.70 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 13500.45 >= 1 Yr <= 2 Yr 448.35 30-90 Days A-5 234.68 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 6667.32 >= 1 Yr <= 2 Yr 907.17 Open CB-1 1149.21 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 1185.04 >= 1 Yr <= 2 Yr 114.43 91-180 Days CB-2 38.32 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5678.80 >= 1 Yr <= 2 Yr 94.25 <30 Days CB-3 530.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 8349.94 >= 1 Yr <= 2 Yr 663.92 30-90 Days E-1 1210.75 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 949.60 >= 1 Yr <= 2 Yr 97.41 <30 Days E-2 110.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2403.65 >= 1 Yr <= 2 Yr 108.58 30-90 Days G-1 357.87 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 820.91 >= 1 Yr <= 2 Yr 20.64 91-180 Days G-2 102.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 11318.73 >= 1 Yr <= 2 Yr 1440.92 30-90 Days G-3 1560.01 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 580.98 >= 1 Yr <= 2 Yr 83.82 Open IG-1 13.17 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 9169.20 >= 1 Yr <= 2 Yr 1176.11 Open IG-2 446.91 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 15261.32 >= 1 Yr <= 2 Yr 974.88 91-180 Days S-1 2693.29 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 8892.47 >= 1 Yr <= 2 Yr 798.39 30-90 Days S-2 510.47 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4567.17 >= 1 Yr <= 2 Yr 523.49 <30 Days S-3 54.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 9651.00 >= 1 Yr <= 2 Yr 345.41 <30 Days S-4 32.33 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 8750.36 >= 1 Yr <= 2 Yr 743.43 30-90 Days S-5 286.93 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 16513.44 >= 1 Yr <= 2 Yr 1869.65 91-180 Days S-6 2192.68 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 13463.04 >= 1 Yr <= 2 Yr 1749.01 <30 Days S-7 2680.05 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3137.73 >2 Yr <= 3 Yr 159.06 <30 Days A-0-Q 148.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 14557.90 >2 Yr <= 3 Yr 202.28 30-90 Days A-1-Q 142.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5084.51 >2 Yr <= 3 Yr 143.04 Open A-2-Q 918.19 No Treasury