Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.18: Unfunded Term Margin

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.18 Unfunded Term Margin Other Yes 3913.83 Perpetual 297.05 Open LC-2 152.29 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 13217.41 Perpetual 1261.82 30-90 Days N-1 1960.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 6331.88 Perpetual 267.11 91-180 Days N-2 1209.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 709.25 Perpetual 94.61 <30 Days N-3 10.42 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 3247.23 Perpetual 78.56 30-90 Days N-4 208.23 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 3641.50 Perpetual 366.74 <30 Days N-5 596.81 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 5011.78 Perpetual 437.71 91-180 Days N-6 873.43 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 1420.58 Perpetual 155.98 30-90 Days N-7 61.43 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 6467.48 Perpetual 0.67 <30 Days P-1 91.40 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 13145.44 Perpetual 1685.36 91-180 Days P-2 45.69 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 14441.11 Perpetual 1782.15 91-180 Days S-8 1201.76 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 14783.95 Perpetual 1579.75 <30 Days Y-1 194.32 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 7398.30 Perpetual 1066.45 30-90 Days Y-2 1102.33 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 16199.47 Perpetual 2012.13 <30 Days Y-3 2640.36 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 11165.71 Perpetual 1308.92 91-180 Days Y-4 1439.25 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 8823.29 Perpetual 50.72 91-180 Days Z-1 177.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 11716.17 Perpetual 877.00 91-180 Days A-2 438.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 8452.47 Perpetual 342.04 91-180 Days A-3 1399.59 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 8013.23 Perpetual 120.30 <30 Days A-4 396.15 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 9120.56 Perpetual 10.43 <30 Days A-5 527.60 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 8127.41 Perpetual 157.07 91-180 Days CB-1 965.30 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 3631.24 Perpetual 293.09 Open CB-2 676.02 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 10676.68 Perpetual 1069.23 91-180 Days CB-3 1196.07 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other No 9750.38 Perpetual 378.60 30-90 Days E-1 223.52 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.18 Unfunded Term Margin Other Yes 15436.70 Perpetual 1574.69 Open E-2 2887.15 Yes Liberty Capital Markets Inc. Finance