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 Yes 8081.60 >3 Yr <= 4 Yr 615.97 30-90 Days S-2 331.21 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5101.65 >3 Yr <= 4 Yr 8.38 <30 Days S-3 408.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 3799.85 >3 Yr <= 4 Yr 180.74 Open S-4 389.45 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 15174.71 >3 Yr <= 4 Yr 2270.89 30-90 Days S-5 295.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 10580.80 >3 Yr <= 4 Yr 92.44 <30 Days S-6 178.35 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 2567.24 >3 Yr <= 4 Yr 125.30 30-90 Days S-7 285.76 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 15330.03 >4 Yr <= 5 Yr 994.23 30-90 Days A-0-Q 669.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4525.85 >4 Yr <= 5 Yr 103.40 <30 Days A-1-Q 887.09 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 16896.16 >4 Yr <= 5 Yr 1242.25 91-180 Days A-2-Q 78.33 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 1123.62 >4 Yr <= 5 Yr 119.35 <30 Days A-3-Q 65.84 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 7852.20 >4 Yr <= 5 Yr 55.57 <30 Days A-4-Q 1287.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 13512.88 >4 Yr <= 5 Yr 144.92 30-90 Days A-5-Q 214.25 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 9206.43 >4 Yr <= 5 Yr 130.25 91-180 Days CB-1-Q 647.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 10969.96 >4 Yr <= 5 Yr 43.09 Open CB-2-Q 1319.38 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 1385.67 >4 Yr <= 5 Yr 188.65 Open S-1-Q 179.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 11780.35 >4 Yr <= 5 Yr 366.41 Open S-2-Q 10.08 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 12781.58 >4 Yr <= 5 Yr 62.89 <30 Days S-3-Q 300.23 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 6252.32 >4 Yr <= 5 Yr 878.34 30-90 Days S-4-Q 775.92 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 4152.42 >4 Yr <= 5 Yr 315.30 Open CB-3-Q 325.20 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 1761.75 >4 Yr <= 5 Yr 122.82 <30 Days G-1-Q 331.51 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 3665.21 >4 Yr <= 5 Yr 159.14 <30 Days G-2-Q 109.34 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 6026.56 >4 Yr <= 5 Yr 627.57 30-90 Days G-3-Q 569.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 5444.18 >4 Yr <= 5 Yr 322.31 91-180 Days S-5-Q 346.85 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund No 8278.48 >4 Yr <= 5 Yr 897.12 Open S-6-Q 451.38 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Non-Regulated Fund Yes 4781.82 >4 Yr <= 5 Yr 96.74 <30 Days S-7-Q 283.01 No Finance