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 Other No 1733.20 Day 8 191.66 Open Y-3 13.08 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 2219.54 Day 8 170.20 91-180 Days Y-4 200.87 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 5812.72 Day 8 724.35 91-180 Days Z-1 146.99 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 5784.85 Day 8 599.75 Open A-2 613.34 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11920.77 Day 8 610.21 <30 Days A-3 1996.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 11122.61 Day 8 364.83 Open A-4 728.26 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 731.40 Day 8 67.79 Open A-5 58.09 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 12596.52 Day 8 580.77 30-90 Days CB-1 2467.96 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 10061.49 Day 8 1202.44 30-90 Days CB-2 963.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1415.04 Day 8 159.21 <30 Days CB-3 29.44 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7876.88 Day 8 3.97 30-90 Days E-1 1260.03 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 7267.95 Day 8 553.43 Open E-2 310.75 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 2107.37 Day 8 246.30 30-90 Days G-1 255.11 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 6139.05 Day 8 116.45 <30 Days G-2 592.04 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 156.49 Day 8 7.99 30-90 Days G-3 5.41 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 9658.83 Day 8 400.92 <30 Days IG-1 1285.63 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1661.58 Day 8 240.11 Open IG-2 189.23 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 1337.56 Day 8 43.43 <30 Days S-1 263.53 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 3895.92 Day 8 312.22 Open S-2 513.31 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4653.41 Day 8 410.33 Open S-3 217.06 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 7410.05 Day 8 1047.99 30-90 Days S-4 476.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 8651.09 Day 8 200.31 Open S-5 1325.24 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 13650.52 Day 8 534.07 30-90 Days S-6 1888.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other Yes 4662.52 Day 8 696.36 <30 Days S-7 778.49 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.3 TBA Purchases Other No 4784.74 Day 9 200.80 91-180 Days A-0-Q 812.22 No Finance