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 2709.39 Day 49 232.57 Open A-3 152.77 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4454.42 Day 49 132.59 Open A-4 520.18 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11437.48 Day 49 669.04 <30 Days A-5 518.44 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10844.35 Day 49 1105.92 30-90 Days CB-1 746.15 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2231.27 Day 49 257.60 Open CB-2 40.87 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12781.06 Day 49 1600.72 91-180 Days CB-3 2404.02 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15984.80 Day 49 1580.82 Open E-1 153.39 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16150.52 Day 49 2001.30 Open E-2 2074.44 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6973.08 Day 49 308.09 Open G-1 795.03 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14142.45 Day 49 1788.84 30-90 Days G-2 1817.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15174.34 Day 49 542.56 <30 Days G-3 2909.76 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 3969.81 Day 49 517.73 91-180 Days IG-1 564.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9467.26 Day 49 1287.47 30-90 Days IG-2 1313.18 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15199.40 Day 49 252.33 30-90 Days S-1 3039.37 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9151.56 Day 49 51.80 <30 Days S-2 1819.89 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15103.53 Day 49 369.76 Open S-3 2371.87 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9710.81 Day 49 1229.34 91-180 Days S-4 407.25 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8157.70 Day 49 1221.01 30-90 Days S-5 1447.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16100.96 Day 49 2405.78 <30 Days S-6 1875.82 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16401.01 Day 49 1677.19 91-180 Days S-7 697.20 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1028.64 Day 50 65.49 Open A-0-Q 100.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 7229.40 Day 50 416.07 30-90 Days A-1-Q 1368.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1801.33 Day 50 40.13 30-90 Days A-2-Q 160.01 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4249.69 Day 50 497.71 <30 Days A-3-Q 155.36 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4598.11 Day 50 292.99 Open A-4-Q 111.25 No Risk Management