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 Financial Market Utility No 12236.45 >3 Yr <= 4 Yr 673.45 30-90 Days E-1 2079.96 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 6181.29 >3 Yr <= 4 Yr 669.08 91-180 Days E-2 464.59 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 6920.91 >3 Yr <= 4 Yr 172.99 <30 Days G-1 87.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 7580.40 >3 Yr <= 4 Yr 293.43 30-90 Days G-2 1081.30 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 15039.73 >3 Yr <= 4 Yr 1860.74 91-180 Days G-3 1899.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 16144.80 >3 Yr <= 4 Yr 1027.05 Open IG-1 1428.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 8090.35 >3 Yr <= 4 Yr 286.47 30-90 Days IG-2 708.42 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 1780.24 >3 Yr <= 4 Yr 208.40 30-90 Days S-1 64.45 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 1830.72 >3 Yr <= 4 Yr 200.88 91-180 Days S-2 27.53 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 13580.08 >3 Yr <= 4 Yr 479.22 Open S-3 160.19 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 1945.95 >3 Yr <= 4 Yr 123.89 30-90 Days S-4 247.33 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 1361.71 >3 Yr <= 4 Yr 108.38 <30 Days S-5 22.49 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 1913.56 >3 Yr <= 4 Yr 273.68 Open S-6 34.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 5763.04 >3 Yr <= 4 Yr 181.40 30-90 Days S-7 135.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 13860.80 >4 Yr <= 5 Yr 1564.18 Open A-0-Q 2680.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 8893.47 >4 Yr <= 5 Yr 1010.42 30-90 Days A-1-Q 179.36 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 10820.84 >4 Yr <= 5 Yr 1272.22 Open A-2-Q 586.06 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 915.57 >4 Yr <= 5 Yr 104.94 91-180 Days A-3-Q 1.33 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 5831.96 >4 Yr <= 5 Yr 591.25 <30 Days A-4-Q 509.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 8643.04 >4 Yr <= 5 Yr 278.22 Open A-5-Q 672.59 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 8251.00 >4 Yr <= 5 Yr 1216.17 30-90 Days CB-1-Q 267.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 5056.78 >4 Yr <= 5 Yr 320.83 <30 Days CB-2-Q 749.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 2653.78 >4 Yr <= 5 Yr 267.96 Open S-1-Q 43.87 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 5430.57 >4 Yr <= 5 Yr 414.05 Open S-2-Q 900.63 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 1214.45 >4 Yr <= 5 Yr 128.13 <30 Days S-3-Q 191.13 Yes Liberty Capital Markets Inc. Legal