Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.1: Derivative Payables

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.1 Derivative Payables Other No 654.49 >4 Yr <= 5 Yr 6.39 30-90 Days N-3 123.11 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5419.81 >4 Yr <= 5 Yr 44.81 91-180 Days N-4 823.16 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 9443.09 >4 Yr <= 5 Yr 848.06 30-90 Days N-5 1634.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1982.27 >4 Yr <= 5 Yr 179.40 91-180 Days N-6 66.17 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 1945.08 >4 Yr <= 5 Yr 231.08 30-90 Days N-7 370.80 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 3103.04 >4 Yr <= 5 Yr 53.13 <30 Days P-1 162.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 14776.37 >4 Yr <= 5 Yr 1138.41 91-180 Days P-2 1040.63 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 10397.93 >4 Yr <= 5 Yr 77.06 <30 Days S-8 1970.53 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 17102.87 >4 Yr <= 5 Yr 2070.26 30-90 Days Y-1 622.01 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12971.61 >4 Yr <= 5 Yr 1620.18 Open Y-2 1868.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1735.36 >4 Yr <= 5 Yr 127.59 <30 Days Y-3 56.22 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15507.09 >4 Yr <= 5 Yr 1610.52 30-90 Days Y-4 2251.70 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 9626.12 >4 Yr <= 5 Yr 831.17 Open Z-1 347.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 7350.39 >4 Yr <= 5 Yr 690.21 Open A-2 895.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 476.66 >4 Yr <= 5 Yr 41.42 <30 Days A-3 72.60 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 15444.30 >4 Yr <= 5 Yr 2214.22 <30 Days A-4 2296.74 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 9850.29 >4 Yr <= 5 Yr 440.62 91-180 Days A-5 788.66 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 1803.92 >4 Yr <= 5 Yr 263.39 91-180 Days CB-1 84.59 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 3729.95 >4 Yr <= 5 Yr 113.72 Open CB-2 606.08 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 2899.25 >4 Yr <= 5 Yr 356.77 30-90 Days CB-3 386.81 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 4348.30 >4 Yr <= 5 Yr 118.72 <30 Days E-1 358.98 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15937.46 >4 Yr <= 5 Yr 802.18 Open E-2 1263.56 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 1506.67 >4 Yr <= 5 Yr 78.85 Open G-1 143.51 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 1106.45 >4 Yr <= 5 Yr 134.77 30-90 Days G-2 188.27 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 3852.73 >4 Yr <= 5 Yr 322.71 91-180 Days G-3 672.44 Yes Liberty Mortgage Services Corp. Legal