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 Yes 13623.37 >5 Yr 392.19 Open CB-1 2438.35 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 2959.53 >5 Yr 7.15 30-90 Days CB-2 357.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 13586.20 >5 Yr 1069.67 Open CB-3 1679.96 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 754.99 >5 Yr 41.53 <30 Days E-1 139.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 8176.66 >5 Yr 192.08 <30 Days E-2 194.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 12051.87 >5 Yr 1451.67 <30 Days G-1 2022.27 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 5980.15 >5 Yr 252.14 30-90 Days G-2 97.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 4568.94 >5 Yr 519.18 91-180 Days G-3 137.19 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 13912.80 >5 Yr 1149.84 <30 Days IG-1 2356.68 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 17076.62 >5 Yr 2551.94 Open IG-2 996.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 10733.18 >5 Yr 641.79 91-180 Days S-1 1497.26 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 10822.96 >5 Yr 961.54 91-180 Days S-2 282.71 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 9072.22 >5 Yr 715.66 91-180 Days S-3 9.83 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 16958.68 >5 Yr 2070.24 Open S-4 2623.33 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 6335.27 >5 Yr 255.28 Open S-5 383.85 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 13733.95 >5 Yr 804.67 Open S-6 1745.80 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 12096.59 >5 Yr 119.84 30-90 Days S-7 879.64 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 1573.43 Perpetual 76.24 Open A-0-Q 185.66 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 901.00 Perpetual 3.46 <30 Days A-1-Q 62.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 15232.64 Perpetual 406.80 <30 Days A-2-Q 904.97 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 6855.83 Perpetual 186.38 91-180 Days A-3-Q 923.35 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 16198.45 Perpetual 83.59 30-90 Days A-4-Q 1417.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 13009.40 Perpetual 116.75 Open A-5-Q 2225.61 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility No 9444.58 Perpetual 538.24 Open CB-1-Q 608.79 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Financial Market Utility Yes 13640.17 Perpetual 1948.37 Open CB-2-Q 432.46 No Risk Management