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
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14185.69 Day 39 362.78 91-180 Days CB-2-Q 2247.27 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1690.58 Day 39 103.64 <30 Days S-1-Q 119.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3297.57 Day 39 132.12 <30 Days S-2-Q 530.78 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3038.21 Day 39 173.55 <30 Days S-3-Q 560.02 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12365.69 Day 39 1504.73 Open S-4-Q 473.90 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12214.98 Day 39 887.26 91-180 Days CB-3-Q 1036.68 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14154.59 Day 39 1456.50 <30 Days G-1-Q 738.28 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8514.81 Day 39 788.99 30-90 Days G-2-Q 1624.28 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13031.04 Day 39 752.08 Open G-3-Q 1573.95 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5152.69 Day 39 375.96 <30 Days S-5-Q 904.52 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9816.17 Day 39 42.62 <30 Days S-6-Q 371.92 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5345.23 Day 39 587.07 30-90 Days S-7-Q 57.52 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9626.62 Day 39 1170.83 <30 Days E-1-Q 1346.12 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 612.66 Day 39 60.67 Open E-2-Q 76.49 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 251.53 Day 39 29.90 91-180 Days IG-1-Q 8.39 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9886.12 Day 39 461.09 <30 Days IG-2-Q 196.63 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4162.83 Day 39 167.43 <30 Days C-1 533.48 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1296.57 Day 39 27.05 91-180 Days CB-4 6.09 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9506.29 Day 39 448.53 <30 Days E-10 1418.08 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9195.97 Day 39 1061.91 <30 Days E-3 1585.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12964.22 Day 39 1065.20 91-180 Days E-4 1867.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 953.82 Day 39 141.67 30-90 Days E-5 173.44 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8949.06 Day 39 70.50 Open E-6 1563.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8300.69 Day 39 44.50 91-180 Days E-7 1411.84 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9291.48 Day 39 1387.22 <30 Days E-8 1344.90 No Finance