Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.8: MTM Impact on Derivative Positions

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 Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 2621414150.86 <7 Days 232831664.71 Open Cash 996995427.93 No IntO-8089 Legal
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 1740962443.43 <7 Days 35971999.09 <30 Days Treasuries 211838159.12 No Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 2535179991.65 <7 Days 210234269.09 <30 Days Cash 585854758.13 No IntO-6406 Treasury
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions PSE No 2074942189.16 <7 Days 53313864.57 Open Equities 124629871.65 No Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 2978128939.58 <7 Days 84738595.12 Open None 0.00 No Risk Management
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 1348573980.79 <7 Days 284954827.88 <30 Days Cash 1093146.43 No Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Bank No 1635898512.55 <7 Days 308202256.39 <30 Days None 0.00 No IntO-4959 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Sovereign No 442101111.99 <7 Days 97532473.79 30-90 Days None 0.00 No Risk Management
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 1446614717.45 <7 Days 34567522.83 91-180 Days Equities 469682653.89 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions PSE No 496802074.07 <7 Days 355585080.04 30-90 Days None 0.00 No Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Other No 976512767.38 <7 Days 175361932.08 91-180 Days Cash 243367658.73 No IntO-2450 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 1520970570.19 <7 Days 171947735.82 30-90 Days Cash 680114414.07 No IntO-3033 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 277844997.06 <7 Days 445449372.38 91-180 Days Equities 418474568.38 No IntO-5735 Operations
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 861272635.54 <7 Days 281470424.32 30-90 Days Treasuries 907126541.56 No Risk Management
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Regulated Fund No 1234458043.77 <7 Days 163056637.95 91-180 Days Cash 841596186.36 No IntO-3650 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Other No 2811805.18 <7 Days 40051671.26 30-90 Days Treasuries 618774061.21 No IntO-9362 Legal
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions MDB No 1029034132.37 <7 Days 331012463.74 91-180 Days None 0.00 No IntO-4948 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Central Bank No 287373406.15 <7 Days 106606020.13 30-90 Days None 0.00 No IntO-5811 Risk Management
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 1615574117.00 <7 Days 63171484.13 Open None 0.00 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Bank No 711575007.66 <7 Days 403846650.07 30-90 Days Treasuries 572265174.18 No Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Other Supranational No 318914371.22 <7 Days 421865000.61 <30 Days None 0.00 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 192156927.49 <7 Days 426538023.81 Open Treasuries 310624992.28 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Sovereign No 438701290.83 <7 Days 252284715.28 <30 Days Equities 316320037.36 No IntO-7870 Legal
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2063151668.91 <7 Days 194154402.30 91-180 Days Treasuries 455239848.36 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Small Business No 887278871.12 <7 Days 215558095.11 <30 Days Equities 198383452.30 No Legal