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 Non-Regulated Fund No 9207.26 >2 Yr <= 3 Yr 1352.59 <30 Days IG-2-Q 13.26 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4946.07 >2 Yr <= 3 Yr 104.46 <30 Days C-1 253.73 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11485.82 >2 Yr <= 3 Yr 1684.78 <30 Days CB-4 974.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 1100.88 >2 Yr <= 3 Yr 65.89 30-90 Days E-10 36.81 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 16261.58 >2 Yr <= 3 Yr 2154.96 <30 Days E-3 1398.59 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 3899.11 >2 Yr <= 3 Yr 69.83 Open E-4 753.69 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 10029.52 >2 Yr <= 3 Yr 1057.98 91-180 Days E-5 1777.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 12634.22 >2 Yr <= 3 Yr 1808.79 <30 Days E-6 802.61 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5038.96 >2 Yr <= 3 Yr 642.12 30-90 Days E-7 314.39 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 515.08 >2 Yr <= 3 Yr 22.41 Open E-8 31.48 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4337.98 >2 Yr <= 3 Yr 626.57 <30 Days E-9 208.83 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 9902.27 >2 Yr <= 3 Yr 277.92 30-90 Days G-4 927.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 9203.10 >2 Yr <= 3 Yr 981.99 91-180 Days IG-3 1788.06 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2511.38 >2 Yr <= 3 Yr 288.97 <30 Days IG-4 427.78 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4456.59 >2 Yr <= 3 Yr 181.91 30-90 Days IG-5 8.07 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 15992.49 >2 Yr <= 3 Yr 39.61 30-90 Days IG-6 1878.01 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 9296.27 >2 Yr <= 3 Yr 1289.83 30-90 Days IG-7 1284.80 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 14200.97 >2 Yr <= 3 Yr 343.06 30-90 Days IG-8 2448.55 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 7340.13 >2 Yr <= 3 Yr 609.70 Open L-1 800.98 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4291.38 >2 Yr <= 3 Yr 297.10 Open L-10 356.01 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 2046.90 >2 Yr <= 3 Yr 11.54 <30 Days L-11 276.19 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8234.02 >2 Yr <= 3 Yr 911.91 91-180 Days L-2 1131.14 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4073.76 >2 Yr <= 3 Yr 312.62 30-90 Days L-3 796.47 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 16660.71 >2 Yr <= 3 Yr 983.84 91-180 Days L-4 1717.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 6948.58 >2 Yr <= 3 Yr 360.84 91-180 Days L-5 935.68 No Legal