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 5850.47 >3 Yr <= 4 Yr 165.29 30-90 Days L-6 831.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6508.11 >3 Yr <= 4 Yr 951.62 91-180 Days L-7 726.53 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 15156.32 >3 Yr <= 4 Yr 236.99 30-90 Days L-8 3002.96 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8766.56 >3 Yr <= 4 Yr 1209.04 91-180 Days L-9 1127.58 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1518.34 >3 Yr <= 4 Yr 144.32 Open LC-1 85.91 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9064.91 >3 Yr <= 4 Yr 1327.17 Open LC-2 194.24 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 3794.53 >3 Yr <= 4 Yr 57.57 Open N-1 699.45 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10366.62 >3 Yr <= 4 Yr 1509.37 30-90 Days N-2 551.98 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2607.23 >3 Yr <= 4 Yr 183.49 Open N-3 381.93 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11892.20 >3 Yr <= 4 Yr 851.48 91-180 Days N-4 584.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 14046.28 >3 Yr <= 4 Yr 1890.85 <30 Days N-5 1333.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1074.70 >3 Yr <= 4 Yr 5.25 <30 Days N-6 73.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2447.89 >3 Yr <= 4 Yr 27.50 <30 Days N-7 85.98 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6292.29 >3 Yr <= 4 Yr 594.94 30-90 Days P-1 972.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12889.41 >3 Yr <= 4 Yr 1026.76 <30 Days P-2 1302.27 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13436.33 >3 Yr <= 4 Yr 923.36 91-180 Days S-8 1870.49 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 10607.15 >3 Yr <= 4 Yr 808.83 91-180 Days Y-1 14.20 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13376.27 >3 Yr <= 4 Yr 1884.58 91-180 Days Y-2 273.66 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 7311.71 >3 Yr <= 4 Yr 995.57 <30 Days Y-3 1420.43 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2572.94 >3 Yr <= 4 Yr 269.09 30-90 Days Y-4 201.08 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 16968.72 >3 Yr <= 4 Yr 930.90 <30 Days Z-1 865.50 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 689.90 >3 Yr <= 4 Yr 93.12 Open A-2 71.13 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1681.62 >3 Yr <= 4 Yr 244.55 <30 Days A-3 163.81 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16008.00 >3 Yr <= 4 Yr 1380.84 <30 Days A-4 2215.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13978.80 >3 Yr <= 4 Yr 1808.29 30-90 Days A-5 1341.10 No Finance