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 8827.46 68 - 74 Days 546.01 <30 Days S-6 685.09 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13486.04 68 - 74 Days 1754.73 <30 Days S-7 1726.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 6296.52 75 - 82 Days 162.24 30-90 Days A-0-Q 1256.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 10419.58 75 - 82 Days 142.03 91-180 Days A-1-Q 1450.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5867.72 75 - 82 Days 229.61 30-90 Days A-2-Q 904.85 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1584.90 75 - 82 Days 203.87 30-90 Days A-3-Q 154.39 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13975.23 75 - 82 Days 1137.57 30-90 Days A-4-Q 706.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 5054.85 75 - 82 Days 730.82 91-180 Days A-5-Q 631.35 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 2495.81 75 - 82 Days 217.48 91-180 Days CB-1-Q 302.07 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 12337.43 75 - 82 Days 340.47 91-180 Days CB-2-Q 2220.87 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13789.67 75 - 82 Days 1704.27 91-180 Days S-1-Q 692.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 9639.46 75 - 82 Days 1329.33 Open S-2-Q 1840.86 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 11041.56 75 - 82 Days 1173.92 <30 Days S-3-Q 112.93 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 13560.46 75 - 82 Days 2.25 30-90 Days S-4-Q 1324.68 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2902.91 75 - 82 Days 204.60 Open CB-3-Q 459.78 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 16148.92 75 - 82 Days 1560.31 91-180 Days G-1-Q 188.08 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14777.60 75 - 82 Days 1630.03 <30 Days G-2-Q 5.86 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 2257.91 75 - 82 Days 328.59 91-180 Days G-3-Q 214.70 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5362.08 75 - 82 Days 59.63 30-90 Days S-5-Q 511.64 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 13306.58 75 - 82 Days 163.63 <30 Days S-6-Q 2398.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 1142.65 75 - 82 Days 6.03 Open S-7-Q 196.75 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 5183.27 75 - 82 Days 230.46 91-180 Days E-1-Q 837.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE No 9121.37 75 - 82 Days 114.29 <30 Days E-2-Q 696.47 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 14107.33 75 - 82 Days 145.12 30-90 Days IG-1-Q 1098.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Debt Issuing SPE Yes 17048.31 75 - 82 Days 975.54 91-180 Days IG-2-Q 727.65 Yes Liberty Wealth Management LLC Finance