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 Other Supervised Non-Bank Financial Entity Yes 462.25 Day 37 31.06 30-90 Days E-3 41.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 3764.92 Day 37 62.87 <30 Days E-4 173.31 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 3657.88 Day 37 393.60 91-180 Days E-5 712.73 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 8477.14 Day 37 1163.88 <30 Days E-6 846.85 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 4261.51 Day 37 458.50 91-180 Days E-7 665.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 4129.30 Day 37 475.91 Open E-8 101.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 9164.18 Day 37 447.14 91-180 Days E-9 748.96 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 11499.57 Day 37 1720.44 30-90 Days G-4 327.58 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 14010.45 Day 37 1492.48 Open IG-3 523.01 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 4208.80 Day 37 597.99 Open IG-4 372.34 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 617.47 Day 37 4.57 30-90 Days IG-5 1.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 10141.00 Day 37 87.25 30-90 Days IG-6 292.19 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 3351.67 Day 37 51.95 <30 Days IG-7 513.79 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 10875.39 Day 37 415.27 30-90 Days IG-8 634.01 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 8143.69 Day 37 44.30 91-180 Days L-1 242.46 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 3611.50 Day 37 63.60 <30 Days L-10 29.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 3761.63 Day 37 45.22 91-180 Days L-11 163.20 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 10102.07 Day 37 22.87 91-180 Days L-2 1751.27 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 3051.90 Day 37 134.30 Open L-3 491.56 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 10398.95 Day 37 1204.59 91-180 Days L-4 1038.46 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 9985.12 Day 37 215.40 <30 Days L-5 131.33 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 13783.31 Day 37 1800.59 91-180 Days L-6 883.52 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity No 1887.16 Day 37 15.44 30-90 Days L-7 373.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 3792.39 Day 37 78.43 Open L-8 385.35 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Supervised Non-Bank Financial Entity Yes 4447.79 Day 37 259.66 30-90 Days L-9 246.93 No Operations