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 9409.20 Day 13 244.69 30-90 Days CB-2 928.82 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16396.43 Day 13 1337.01 <30 Days CB-3 636.47 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4170.10 Day 13 566.39 30-90 Days E-1 718.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4186.79 Day 13 502.90 <30 Days E-2 266.07 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9480.66 Day 13 623.03 <30 Days G-1 402.59 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5231.22 Day 13 679.27 91-180 Days G-2 62.67 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 135.81 Day 13 6.72 91-180 Days G-3 20.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6425.41 Day 13 192.83 30-90 Days IG-1 474.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 8793.29 Day 13 112.58 91-180 Days IG-2 572.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1663.11 Day 13 129.75 Open S-1 106.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13946.25 Day 13 1259.23 30-90 Days S-2 798.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2558.85 Day 13 150.24 30-90 Days S-3 149.54 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10378.06 Day 13 1074.07 Open S-4 1760.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12007.84 Day 13 1363.81 Open S-5 1054.70 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14746.78 Day 13 1767.01 Open S-6 2805.85 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 1232.77 Day 13 109.39 <30 Days S-7 155.58 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14715.53 Day 14 164.26 Open A-0-Q 642.08 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14817.97 Day 14 847.65 Open A-1-Q 208.72 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 12454.84 Day 14 1100.91 30-90 Days A-2-Q 2077.99 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16886.90 Day 14 2014.57 Open A-3-Q 3075.95 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16910.84 Day 14 824.84 Open A-4-Q 2576.83 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10979.33 Day 14 737.49 <30 Days A-5-Q 1853.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5118.76 Day 14 568.31 91-180 Days CB-1-Q 659.86 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2349.67 Day 14 335.99 91-180 Days CB-2-Q 273.68 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 4866.75 Day 14 681.67 91-180 Days S-1-Q 126.71 Yes Liberty Wealth Management LLC Finance