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 9721.47 >= 1 Yr <= 2 Yr 405.82 <30 Days L-9 1845.17 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2746.69 >= 1 Yr <= 2 Yr 333.90 30-90 Days LC-1 17.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16920.88 >= 1 Yr <= 2 Yr 1972.70 <30 Days LC-2 1083.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7085.63 >= 1 Yr <= 2 Yr 466.75 30-90 Days N-1 634.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 643.84 >= 1 Yr <= 2 Yr 0.80 <30 Days N-2 117.09 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10865.76 >= 1 Yr <= 2 Yr 1479.21 30-90 Days N-3 918.87 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 566.79 >= 1 Yr <= 2 Yr 74.23 Open N-4 1.38 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 702.51 >= 1 Yr <= 2 Yr 85.94 Open N-5 97.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4362.17 >= 1 Yr <= 2 Yr 165.25 <30 Days N-6 707.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10127.99 >= 1 Yr <= 2 Yr 1119.66 <30 Days N-7 429.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12707.55 >= 1 Yr <= 2 Yr 1853.52 <30 Days P-1 494.82 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16325.56 >= 1 Yr <= 2 Yr 2140.95 <30 Days P-2 1959.39 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6943.83 >= 1 Yr <= 2 Yr 910.47 Open S-8 565.12 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6807.76 >= 1 Yr <= 2 Yr 979.00 <30 Days Y-1 675.42 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16982.76 >= 1 Yr <= 2 Yr 1588.73 30-90 Days Y-2 2820.02 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15603.13 >= 1 Yr <= 2 Yr 1961.29 91-180 Days Y-3 766.47 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8785.81 >= 1 Yr <= 2 Yr 849.25 30-90 Days Y-4 1487.81 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4701.14 >= 1 Yr <= 2 Yr 437.47 Open Z-1 576.52 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10469.79 >= 1 Yr <= 2 Yr 670.77 30-90 Days A-2 1251.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7894.97 >= 1 Yr <= 2 Yr 190.40 <30 Days A-3 412.18 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4682.99 >= 1 Yr <= 2 Yr 205.43 30-90 Days A-4 445.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 676.24 >= 1 Yr <= 2 Yr 80.74 30-90 Days A-5 23.67 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15620.42 >= 1 Yr <= 2 Yr 1170.91 Open CB-1 2505.00 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2065.86 >= 1 Yr <= 2 Yr 285.33 91-180 Days CB-2 104.72 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14356.58 >= 1 Yr <= 2 Yr 695.18 91-180 Days CB-3 1154.48 No Risk Management