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 Debt Issuing SPE No 8713.85 61 - 67 Days 1169.63 30-90 Days E-3 478.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2333.91 61 - 67 Days 319.46 Open E-4 251.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8427.25 61 - 67 Days 793.53 Open E-5 1067.20 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7134.73 61 - 67 Days 38.14 30-90 Days E-6 786.51 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9677.24 61 - 67 Days 1146.33 <30 Days E-7 758.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6444.51 61 - 67 Days 751.27 <30 Days E-8 1146.06 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12049.23 61 - 67 Days 1115.04 <30 Days E-9 292.82 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5950.07 61 - 67 Days 637.85 91-180 Days G-4 230.41 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5785.35 61 - 67 Days 139.25 Open IG-3 890.24 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6187.74 61 - 67 Days 315.49 91-180 Days IG-4 349.54 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4210.51 61 - 67 Days 286.54 <30 Days IG-5 146.09 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13188.61 61 - 67 Days 1022.99 Open IG-6 1535.17 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3211.22 61 - 67 Days 48.57 91-180 Days IG-7 61.66 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16184.62 61 - 67 Days 1253.68 <30 Days IG-8 771.34 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12362.66 61 - 67 Days 3.82 <30 Days L-1 760.61 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15208.44 61 - 67 Days 1281.51 <30 Days L-10 2939.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3507.27 61 - 67 Days 236.60 <30 Days L-11 116.18 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5142.16 61 - 67 Days 759.36 91-180 Days L-2 169.92 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3693.74 61 - 67 Days 228.04 <30 Days L-3 505.39 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5846.62 61 - 67 Days 142.16 Open L-4 33.76 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13212.39 61 - 67 Days 359.68 Open L-5 2403.15 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12014.04 61 - 67 Days 344.34 91-180 Days L-6 460.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12254.96 61 - 67 Days 307.00 91-180 Days L-7 2060.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 11980.42 61 - 67 Days 734.43 <30 Days L-8 1068.90 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1815.00 61 - 67 Days 188.69 <30 Days L-9 168.00 Yes Liberty National Bank Finance