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 Yes 1805.86 Day 55 212.12 Open A-2-Q 276.11 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 10115.16 Day 55 1515.21 91-180 Days A-3-Q 96.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 2678.07 Day 55 281.40 <30 Days A-4-Q 303.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3275.97 Day 55 478.52 <30 Days A-5-Q 648.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 4976.51 Day 55 462.43 30-90 Days CB-1-Q 186.34 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 8532.29 Day 55 734.46 91-180 Days CB-2-Q 1593.62 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 6969.15 Day 55 180.37 Open S-1-Q 534.79 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 11350.57 Day 55 1643.37 Open S-2-Q 1842.81 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 15720.77 Day 55 1385.86 <30 Days S-3-Q 1545.20 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3612.65 Day 55 276.15 <30 Days S-4-Q 527.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 3280.88 Day 55 56.49 <30 Days CB-3-Q 369.37 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 4342.52 Day 55 328.19 30-90 Days G-1-Q 712.24 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 15924.58 Day 55 680.35 30-90 Days G-2-Q 909.55 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 8640.40 Day 55 21.43 30-90 Days G-3-Q 27.83 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 16922.55 Day 55 2272.38 Open S-5-Q 124.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 9631.67 Day 55 502.01 91-180 Days S-6-Q 159.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 9711.57 Day 55 845.83 Open S-7-Q 617.69 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 13068.86 Day 55 1868.46 <30 Days E-1-Q 1586.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 3080.07 Day 55 75.13 Open E-2-Q 250.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 1325.27 Day 55 185.89 91-180 Days IG-1-Q 212.70 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor No 169.16 Day 55 16.33 Open IG-2-Q 5.10 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 9077.47 Day 55 561.34 <30 Days C-1 413.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5632.09 Day 55 26.89 30-90 Days CB-4 525.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 5572.38 Day 55 702.61 <30 Days E-10 414.15 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Investment Company or Advisor Yes 1445.24 Day 55 213.16 91-180 Days E-3 147.86 Yes Liberty Mortgage Services Corp. Treasury