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
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer Yes 2913305716.77 T+0 454366741.00 Open Treasuries 1788371903.00 No IntO-2744 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer No 2697271746.96 T+0 39629102.92 91-180 Days Treasuries 1964106039.68 Yes Treasury
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 2481464248.71 T+0 258139540.64 91-180 Days Treasuries 2387663575.68 Yes Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer No 2359441964.53 T+0 136652159.86 Open Treasuries 1169445536.76 Yes Legal
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 1752957885.61 T+0 90159288.72 <30 Days Treasuries 1221365890.80 Yes Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer No 460661755.11 T+0 247135084.02 Open Treasuries 1414230623.28 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer Yes 2053447.02 T+0 392295340.01 91-180 Days Treasuries 826334741.05 Yes Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer Yes 2899455189.95 T+0 337324331.57 91-180 Days Treasuries 2303502018.53 No IntO-3839 Legal
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 678231328.91 T+0 39883650.21 91-180 Days Treasuries 2875927911.68 No IntO-6939 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer No 2768106138.70 T+0 55144023.33 Open Treasuries 1676851493.75 Yes IntO-8116 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 454207763.34 T+0 83149962.68 91-180 Days Treasuries 556906313.03 No IntO-2623 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer Yes 608764994.89 T+0 274450474.18 Open Treasuries 1653075519.25 Yes Treasury
2025-09-09 Liberty National Bank O.O.3 TBA Purchases Broker-Dealer No 2672857611.56 T+0 169601042.08 91-180 Days Treasuries 665681524.12 Yes IntO-5466 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer No 2363978331.37 T+0 145325487.51 91-180 Days Treasuries 1012338146.68 Yes Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 417417550.87 T+0 288618380.15 Open Treasuries 1657382744.42 Yes Finance
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer Yes 1402534970.46 T+0 62216762.85 30-90 Days Treasuries 294686647.52 Yes Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer Yes 2122777520.75 T+0 192993043.77 30-90 Days Treasuries 428563126.93 Yes Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer Yes 2187701919.32 T+0 480560426.55 Open Treasuries 2646818499.18 No IntO-4652 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer Yes 475021588.80 T+0 461124204.01 Open Treasuries 107222952.33 Yes Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.3 TBA Purchases Broker-Dealer Yes 100572645.20 T+0 40677834.49 91-180 Days Treasuries 495858332.71 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer No 2153993622.50 T+0 85101428.92 Open Treasuries 2615332643.77 No IntO-4856 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer No 2512963003.25 T+0 373160811.14 30-90 Days Treasuries 2540686913.81 Yes IntO-4861 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer Yes 1552144824.25 T+0 40694098.74 30-90 Days Treasuries 2738199720.89 Yes Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.3 TBA Purchases Broker-Dealer Yes 2717652653.07 T+0 235356844.27 <30 Days Treasuries 931801783.79 Yes Operations
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer No 2753476513.33 T+0 195251513.19 <30 Days Treasuries 196587221.67 No Treasury