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 1642.64 Day 54 31.61 Open S-5-Q 203.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 12892.38 Day 54 1226.04 91-180 Days S-6-Q 132.62 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 4218.67 Day 54 459.33 30-90 Days S-7-Q 435.66 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 13023.89 Day 54 1138.55 30-90 Days E-1-Q 2396.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10844.26 Day 54 804.94 30-90 Days E-2-Q 31.85 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4365.77 Day 54 593.32 <30 Days IG-1-Q 52.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5887.67 Day 54 498.63 Open IG-2-Q 51.43 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5709.31 Day 54 755.44 Open C-1 32.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12128.26 Day 54 993.10 91-180 Days CB-4 2015.81 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12865.04 Day 54 1908.12 Open E-10 113.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 14449.85 Day 54 855.36 30-90 Days E-3 1426.41 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 9289.79 Day 54 919.79 91-180 Days E-4 653.60 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5737.00 Day 54 72.23 30-90 Days E-5 303.97 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6522.01 Day 54 404.47 Open E-6 1033.84 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 8334.05 Day 54 1084.65 <30 Days E-7 101.80 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3551.91 Day 54 42.67 30-90 Days E-8 265.01 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 9083.52 Day 54 123.45 <30 Days E-9 964.02 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6702.79 Day 54 248.08 <30 Days G-4 430.05 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12510.58 Day 54 1728.41 30-90 Days IG-3 281.50 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 16355.79 Day 54 1625.94 30-90 Days IG-4 3101.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6239.24 Day 54 432.75 Open IG-5 1068.07 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 12209.98 Day 54 1318.33 Open IG-6 282.37 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 5379.23 Day 54 397.71 <30 Days IG-7 484.88 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 543.64 Day 54 80.44 30-90 Days IG-8 71.27 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 14369.43 Day 54 923.71 <30 Days L-1 1901.60 Yes Liberty Mortgage Services Corp. Treasury