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 Yes 16271.81 271 - 364 Days 511.38 <30 Days Y-2 1214.20 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10725.01 271 - 364 Days 752.37 <30 Days Y-3 1307.17 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1877.19 271 - 364 Days 1.80 30-90 Days Y-4 259.15 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 941.10 271 - 364 Days 31.97 91-180 Days Z-1 128.24 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3236.96 271 - 364 Days 110.58 Open A-2 561.48 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13459.57 271 - 364 Days 507.03 Open A-3 2158.67 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14033.31 271 - 364 Days 610.81 30-90 Days A-4 1265.96 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4053.25 271 - 364 Days 478.28 30-90 Days A-5 624.64 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8904.63 271 - 364 Days 7.31 30-90 Days CB-1 1655.62 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11389.68 271 - 364 Days 86.87 91-180 Days CB-2 2179.43 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3269.83 271 - 364 Days 377.06 <30 Days CB-3 564.69 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14276.21 271 - 364 Days 156.17 Open E-1 1743.38 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2308.16 271 - 364 Days 62.29 30-90 Days E-2 152.40 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12680.67 271 - 364 Days 824.73 30-90 Days G-1 2207.55 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15587.04 271 - 364 Days 424.61 <30 Days G-2 1710.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5674.34 271 - 364 Days 103.76 30-90 Days G-3 884.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15532.36 271 - 364 Days 781.83 30-90 Days IG-1 2642.46 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2182.33 271 - 364 Days 186.50 30-90 Days IG-2 197.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5491.24 271 - 364 Days 205.88 <30 Days S-1 321.53 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13151.17 271 - 364 Days 897.25 <30 Days S-2 1210.64 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12241.65 271 - 364 Days 997.53 <30 Days S-3 1084.60 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6514.63 271 - 364 Days 433.61 <30 Days S-4 1233.29 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8196.88 271 - 364 Days 1219.35 Open S-5 416.61 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12662.19 271 - 364 Days 786.49 <30 Days S-6 2496.02 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14723.26 271 - 364 Days 2207.77 Open S-7 1532.17 Yes Liberty Wealth Management LLC Finance