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 Yes 12962.02 Day 56 1236.66 91-180 Days A-3 40.62 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11713.69 Day 56 824.66 91-180 Days A-4 2318.86 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5300.52 Day 56 127.84 <30 Days A-5 192.32 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15672.97 Day 56 815.67 91-180 Days CB-1 2702.67 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13644.69 Day 56 1692.82 <30 Days CB-2 1136.74 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5986.66 Day 56 304.01 <30 Days CB-3 102.05 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9425.57 Day 56 537.29 91-180 Days E-1 674.05 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10203.76 Day 56 1458.28 91-180 Days E-2 1994.92 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9208.18 Day 56 596.40 30-90 Days G-1 772.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10292.44 Day 56 1196.54 30-90 Days G-2 683.88 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7588.95 Day 56 221.59 Open G-3 718.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4093.86 Day 56 34.72 <30 Days IG-1 142.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2601.97 Day 56 297.39 91-180 Days IG-2 138.09 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9123.04 Day 56 450.48 Open S-1 1746.17 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16627.86 Day 56 330.27 <30 Days S-2 3307.54 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13853.75 Day 56 828.98 30-90 Days S-3 1014.28 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3327.20 Day 56 472.86 30-90 Days S-4 106.06 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10654.33 Day 56 203.84 Open S-5 880.60 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14302.22 Day 56 772.72 <30 Days S-6 815.73 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14067.29 Day 56 1391.45 Open S-7 1763.73 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10552.18 Day 57 1265.02 91-180 Days A-0-Q 1518.03 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13789.49 Day 57 780.13 30-90 Days A-1-Q 2632.05 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3417.75 Day 57 169.83 Open A-2-Q 141.00 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10117.17 Day 57 482.10 91-180 Days A-3-Q 881.69 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15997.83 Day 57 1515.73 <30 Days A-4-Q 1679.98 Yes Liberty Wealth Management LLC Finance