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 Yes 1876.79 Perpetual 102.86 30-90 Days A-2-Q 364.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 2817.53 Perpetual 35.19 Open A-3-Q 67.61 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 14234.59 Perpetual 903.05 Open A-4-Q 2753.10 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 13939.65 Perpetual 524.02 <30 Days A-5-Q 1444.83 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 1458.37 Perpetual 51.58 <30 Days CB-1-Q 176.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12970.26 Perpetual 255.08 91-180 Days CB-2-Q 2500.02 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 5089.06 Perpetual 173.63 91-180 Days S-1-Q 803.62 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 2839.74 Perpetual 239.36 30-90 Days S-2-Q 353.95 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 12885.57 Perpetual 879.32 91-180 Days S-3-Q 2166.43 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 17098.63 Perpetual 1194.19 30-90 Days S-4-Q 2196.66 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 9237.76 Perpetual 48.15 30-90 Days CB-3-Q 313.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 4392.77 Perpetual 146.65 91-180 Days G-1-Q 66.77 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 11209.58 Perpetual 1515.77 <30 Days G-2-Q 435.44 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12316.18 Perpetual 1140.76 30-90 Days G-3-Q 66.31 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 6150.72 Perpetual 306.42 91-180 Days S-5-Q 96.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 8482.86 Perpetual 602.79 30-90 Days S-6-Q 1101.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 7050.61 Perpetual 600.03 91-180 Days S-7-Q 541.51 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 15210.47 Perpetual 1227.67 Open E-1-Q 429.40 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 9798.20 Perpetual 900.72 Open E-2-Q 1746.15 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 12645.77 Perpetual 243.73 91-180 Days IG-1-Q 503.28 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 12652.66 Perpetual 483.12 30-90 Days IG-2-Q 1743.80 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 2377.70 Perpetual 24.90 91-180 Days C-1 350.34 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 7060.15 Perpetual 107.84 30-90 Days CB-4 25.48 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other No 8376.11 Perpetual 694.18 <30 Days E-10 887.64 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.1 Derivative Payables Other Yes 14817.02 Perpetual 1303.25 30-90 Days E-3 2187.62 Yes Liberty Mortgage Services Corp. Operations