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 Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer No 2543765248.10 T+0 255630101.91 91-180 Days Treasuries 881921734.83 No Finance
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer No 711037211.95 T+0 279086055.76 30-90 Days Treasuries 1191575057.99 No IntO-1271 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer Yes 2862932628.62 T+0 457903068.62 Open Treasuries 2566522045.82 Yes IntO-8816 Finance
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 955394896.96 T+0 107481650.72 30-90 Days Treasuries 2578313215.67 Yes IntO-7167 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 1645046277.37 T+0 348213806.88 30-90 Days Treasuries 2541055941.14 Yes IntO-3052 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer Yes 2973471119.14 T+0 202347088.17 <30 Days Treasuries 1553088108.27 Yes IntO-3285 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer Yes 2006443446.04 T+0 333017858.51 <30 Days Treasuries 501153402.59 Yes IntO-9905 Finance
2025-09-09 Liberty National Bank O.O.3 TBA Purchases Broker-Dealer Yes 452975668.10 T+0 349197928.84 Open Treasuries 515516974.38 No Risk Management
2025-09-09 Liberty National Bank O.O.3 TBA Purchases Broker-Dealer Yes 2637383457.95 T+0 181984786.27 30-90 Days Treasuries 2017602037.04 No IntO-4087 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer Yes 2114166540.37 T+0 60525225.46 Open Treasuries 1550002443.54 Yes IntO-6581 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer Yes 2390213671.23 T+0 477560705.32 <30 Days Treasuries 1971468290.23 Yes IntO-6032 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer No 1782784704.12 T+0 224101703.33 30-90 Days Treasuries 1993424380.22 No Finance
2025-09-09 Liberty National Bank O.O.3 TBA Purchases Broker-Dealer Yes 2075799617.77 T+0 11984284.04 Open Treasuries 2808599919.18 Yes Finance
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer No 2749929088.08 T+0 293365944.54 <30 Days Treasuries 947702320.47 Yes Operations
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 739830705.29 T+0 54164989.58 91-180 Days Treasuries 2354933797.49 Yes IntO-9526 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.3 TBA Purchases Broker-Dealer Yes 2113703264.32 T+0 417725474.00 Open Treasuries 1880534425.07 No IntO-5650 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.3 TBA Purchases Broker-Dealer No 2079412889.84 T+0 228146209.66 91-180 Days Treasuries 2817735127.33 No IntO-7721 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer No 2258097959.08 T+0 357849907.68 <30 Days Treasuries 233799684.51 Yes IntO-9533 Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer No 2292123126.58 T+0 80720457.47 <30 Days Treasuries 1656821131.72 Yes IntO-8205 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer No 2409649044.97 T+0 63604484.48 <30 Days Treasuries 2740247519.73 No IntO-5959 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.3 TBA Purchases Broker-Dealer Yes 2653599722.66 T+0 362399041.35 Open Treasuries 652123185.55 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.3 TBA Purchases Broker-Dealer Yes 73885698.90 T+0 398228048.38 30-90 Days Treasuries 2431943644.43 No IntO-2081 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.3 TBA Purchases Broker-Dealer No 2418095437.91 T+0 351338950.14 91-180 Days Treasuries 2080653491.84 No IntO-6936 Finance
2025-09-09 Liberty International Finance Ltd. O.O.3 TBA Purchases Broker-Dealer Yes 2337147163.60 T+0 401176229.67 Open Treasuries 2664196811.29 No IntO-9059 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.3 TBA Purchases Broker-Dealer No 585280452.52 T+0 409895971.72 Open Treasuries 947494451.18 No Finance