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 Yes 10542.17 Day 21 742.88 Open N-6 1236.08 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9162.58 Day 21 577.36 <30 Days N-7 1079.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5916.58 Day 21 76.30 30-90 Days P-1 824.26 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5597.98 Day 21 126.03 30-90 Days P-2 607.75 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 11011.55 Day 21 1328.15 <30 Days S-8 2067.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6240.72 Day 21 152.24 30-90 Days Y-1 1068.47 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9242.70 Day 21 93.07 91-180 Days Y-2 510.63 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1722.81 Day 21 81.76 30-90 Days Y-3 84.11 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14852.49 Day 21 197.13 30-90 Days Y-4 1168.39 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4760.66 Day 21 273.24 <30 Days Z-1 84.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4310.11 Day 21 11.02 Open A-2 746.79 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1517.53 Day 21 32.44 91-180 Days A-3 249.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 12853.64 Day 21 834.44 30-90 Days A-4 2538.04 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6559.89 Day 21 827.41 91-180 Days A-5 137.11 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10533.12 Day 21 1138.22 91-180 Days CB-1 529.73 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12350.19 Day 21 549.68 30-90 Days CB-2 192.77 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3796.47 Day 21 313.59 Open CB-3 315.28 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 14504.12 Day 21 1456.85 Open E-1 581.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 15917.70 Day 21 842.20 Open E-2 2585.36 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 6764.15 Day 21 568.30 Open G-1 370.20 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10176.63 Day 21 1399.44 30-90 Days G-2 1122.51 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 10776.19 Day 21 1392.81 Open G-3 1620.96 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 13084.09 Day 21 520.77 Open IG-1 605.57 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2118.59 Day 21 196.57 Open IG-2 384.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 15769.41 Day 21 2109.64 91-180 Days S-1 1013.24 No Legal