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 4976.69 >2 Yr <= 3 Yr 453.43 Open N-1 503.11 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 266.18 >2 Yr <= 3 Yr 39.77 30-90 Days N-2 15.33 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 11393.22 >2 Yr <= 3 Yr 1209.58 <30 Days N-3 570.21 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 14779.11 >2 Yr <= 3 Yr 1389.80 30-90 Days N-4 2131.20 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5948.65 >2 Yr <= 3 Yr 629.03 <30 Days N-5 760.84 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3618.20 >2 Yr <= 3 Yr 351.91 91-180 Days N-6 29.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 11179.29 >2 Yr <= 3 Yr 238.03 Open N-7 2113.66 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 16675.30 >2 Yr <= 3 Yr 2042.85 91-180 Days P-1 1898.90 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5149.92 >2 Yr <= 3 Yr 373.89 30-90 Days P-2 453.42 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6519.89 >2 Yr <= 3 Yr 944.34 <30 Days S-8 397.34 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 9270.25 >2 Yr <= 3 Yr 898.03 91-180 Days Y-1 1112.38 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4744.71 >2 Yr <= 3 Yr 269.43 Open Y-2 425.83 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1846.37 >2 Yr <= 3 Yr 234.96 91-180 Days Y-3 20.04 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 4722.17 >2 Yr <= 3 Yr 648.86 Open Y-4 113.44 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 7008.69 >2 Yr <= 3 Yr 229.81 Open Z-1 115.34 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 276.83 >2 Yr <= 3 Yr 12.27 Open A-2 42.43 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 10072.15 >2 Yr <= 3 Yr 448.55 Open A-3 420.80 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2168.20 >2 Yr <= 3 Yr 99.28 Open A-4 207.34 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 9907.58 >2 Yr <= 3 Yr 1364.84 <30 Days A-5 1155.87 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 8419.04 >2 Yr <= 3 Yr 725.75 91-180 Days CB-1 243.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 9649.96 >2 Yr <= 3 Yr 1019.49 <30 Days CB-2 1220.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 9771.65 >2 Yr <= 3 Yr 1257.02 30-90 Days CB-3 1462.68 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12836.31 >2 Yr <= 3 Yr 53.62 <30 Days E-1 1542.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5808.10 >2 Yr <= 3 Yr 377.13 91-180 Days E-2 267.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3972.45 >2 Yr <= 3 Yr 335.75 30-90 Days G-1 66.92 No Risk Management