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 15889.04 >2 Yr <= 3 Yr 575.93 91-180 Days S-4-Q 2769.83 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9453.44 >2 Yr <= 3 Yr 381.43 30-90 Days CB-3-Q 891.94 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16213.16 >2 Yr <= 3 Yr 157.80 91-180 Days G-1-Q 2817.02 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14266.67 >2 Yr <= 3 Yr 1786.51 91-180 Days G-2-Q 600.16 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9113.29 >2 Yr <= 3 Yr 333.18 Open G-3-Q 1496.39 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16411.15 >2 Yr <= 3 Yr 2143.68 30-90 Days S-5-Q 119.82 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8732.93 >2 Yr <= 3 Yr 761.54 <30 Days S-6-Q 489.42 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 15383.82 >2 Yr <= 3 Yr 110.64 91-180 Days S-7-Q 1638.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14696.25 >2 Yr <= 3 Yr 489.06 <30 Days E-1-Q 2282.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7155.95 >2 Yr <= 3 Yr 63.54 <30 Days E-2-Q 711.04 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 6462.14 >2 Yr <= 3 Yr 413.28 Open IG-1-Q 1024.01 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6428.89 >2 Yr <= 3 Yr 277.05 Open IG-2-Q 368.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5109.37 >2 Yr <= 3 Yr 18.75 Open C-1 266.15 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7232.60 >2 Yr <= 3 Yr 134.51 <30 Days CB-4 347.65 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14153.29 >2 Yr <= 3 Yr 897.39 30-90 Days E-10 319.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8929.09 >2 Yr <= 3 Yr 1188.10 <30 Days E-3 442.65 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8848.73 >2 Yr <= 3 Yr 553.87 91-180 Days E-4 783.83 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1124.26 >2 Yr <= 3 Yr 126.47 30-90 Days E-5 32.92 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6472.81 >2 Yr <= 3 Yr 27.97 Open E-6 387.13 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 4551.73 >2 Yr <= 3 Yr 516.57 30-90 Days E-7 31.21 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1808.19 >2 Yr <= 3 Yr 156.12 <30 Days E-8 245.96 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5527.95 >2 Yr <= 3 Yr 299.97 30-90 Days E-9 891.03 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6447.60 >2 Yr <= 3 Yr 369.11 30-90 Days G-4 1156.79 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16008.11 >2 Yr <= 3 Yr 1663.82 30-90 Days IG-3 1499.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 8625.24 >2 Yr <= 3 Yr 247.63 <30 Days IG-4 883.23 No Finance