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 8528.33 >3 Yr <= 4 Yr 471.28 Open N-6 240.37 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 8060.11 >3 Yr <= 4 Yr 90.84 30-90 Days N-7 365.85 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 16726.17 >3 Yr <= 4 Yr 890.83 91-180 Days P-1 3331.10 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 14011.85 >3 Yr <= 4 Yr 1709.56 30-90 Days P-2 1815.07 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2956.19 >3 Yr <= 4 Yr 163.67 91-180 Days S-8 298.49 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 913.59 >3 Yr <= 4 Yr 2.48 <30 Days Y-1 68.19 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 14589.07 >3 Yr <= 4 Yr 132.97 <30 Days Y-2 1736.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11343.37 >3 Yr <= 4 Yr 1104.72 <30 Days Y-3 2150.36 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5423.81 >3 Yr <= 4 Yr 51.44 Open Y-4 206.50 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 10955.32 >3 Yr <= 4 Yr 965.25 <30 Days Z-1 1793.13 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 5542.85 >3 Yr <= 4 Yr 187.51 Open A-2 443.88 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4486.41 >3 Yr <= 4 Yr 94.06 <30 Days A-3 753.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4859.32 >3 Yr <= 4 Yr 629.92 Open A-4 521.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4840.84 >3 Yr <= 4 Yr 705.81 Open A-5 668.74 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 15373.26 >3 Yr <= 4 Yr 1569.83 Open CB-1 1706.97 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 2052.10 >3 Yr <= 4 Yr 239.15 91-180 Days CB-2 183.42 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11178.13 >3 Yr <= 4 Yr 640.18 <30 Days CB-3 1603.47 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 6715.86 >3 Yr <= 4 Yr 430.46 91-180 Days E-1 741.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 2268.93 >3 Yr <= 4 Yr 66.67 91-180 Days E-2 52.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 13506.57 >3 Yr <= 4 Yr 1420.32 Open G-1 1370.81 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4657.75 >3 Yr <= 4 Yr 137.28 Open G-2 771.73 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 6199.22 >3 Yr <= 4 Yr 852.41 91-180 Days G-3 594.19 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9327.82 >3 Yr <= 4 Yr 1194.66 <30 Days IG-1 1770.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 1174.51 >3 Yr <= 4 Yr 86.15 91-180 Days IG-2 130.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 3236.82 >3 Yr <= 4 Yr 114.00 91-180 Days S-1 55.02 Yes Liberty Mortgage Services Corp. Risk Management