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 7727.19 >5 Yr 1031.52 <30 Days E-1-Q 549.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13556.62 >5 Yr 525.97 <30 Days E-2-Q 1448.12 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12546.05 >5 Yr 1566.25 30-90 Days IG-1-Q 2357.50 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7031.39 >5 Yr 627.51 <30 Days IG-2-Q 651.14 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2661.68 >5 Yr 111.17 91-180 Days C-1 62.46 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4729.26 >5 Yr 135.61 91-180 Days CB-4 916.67 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15536.94 >5 Yr 424.16 <30 Days E-10 2903.76 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10406.51 >5 Yr 1390.03 <30 Days E-3 1098.64 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4624.43 >5 Yr 398.34 91-180 Days E-4 371.57 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13784.21 >5 Yr 40.21 30-90 Days E-5 6.56 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10556.39 >5 Yr 843.62 30-90 Days E-6 192.03 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10308.75 >5 Yr 850.17 30-90 Days E-7 1205.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1783.28 >5 Yr 64.59 30-90 Days E-8 272.21 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6934.44 >5 Yr 471.61 30-90 Days E-9 581.84 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12873.13 >5 Yr 394.97 30-90 Days G-4 1672.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 458.16 >5 Yr 23.39 Open IG-3 28.20 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9348.83 >5 Yr 16.49 <30 Days IG-4 1823.27 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13995.29 >5 Yr 554.85 <30 Days IG-5 1237.85 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8721.93 >5 Yr 308.19 91-180 Days IG-6 912.45 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14849.76 >5 Yr 17.17 Open IG-7 980.70 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9.96 >5 Yr 0.11 <30 Days IG-8 1.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8386.68 >5 Yr 261.74 30-90 Days L-1 1570.54 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15292.28 >5 Yr 187.98 Open L-10 783.15 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8201.96 >5 Yr 170.60 <30 Days L-11 1563.84 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3781.59 >5 Yr 467.07 91-180 Days L-2 215.52 Yes Liberty Mortgage Services Corp. Legal