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 16597.49 83 - 90 Days 2470.30 <30 Days N-5 2690.23 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3184.69 83 - 90 Days 18.34 91-180 Days N-6 53.29 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10691.25 83 - 90 Days 1569.84 30-90 Days N-7 1933.22 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12043.84 83 - 90 Days 1342.61 <30 Days P-1 1944.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15662.43 83 - 90 Days 2143.93 Open P-2 2446.27 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8592.21 83 - 90 Days 167.84 Open S-8 1460.07 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5560.53 83 - 90 Days 705.62 91-180 Days Y-1 423.77 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13766.02 83 - 90 Days 16.46 <30 Days Y-2 1877.31 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7672.76 83 - 90 Days 305.05 Open Y-3 918.32 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4236.85 83 - 90 Days 100.65 Open Y-4 88.28 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 605.53 83 - 90 Days 32.11 91-180 Days Z-1 48.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11072.90 83 - 90 Days 937.76 Open A-2 954.59 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1915.81 83 - 90 Days 19.74 Open A-3 354.82 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15939.39 83 - 90 Days 1150.89 Open A-4 1719.80 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13511.65 83 - 90 Days 1576.05 Open A-5 2149.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7844.43 83 - 90 Days 379.82 Open CB-1 1489.31 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9633.15 83 - 90 Days 970.40 Open CB-2 1693.27 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9243.88 83 - 90 Days 612.08 91-180 Days CB-3 1755.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12664.67 83 - 90 Days 1688.35 91-180 Days E-1 2369.44 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16907.01 83 - 90 Days 847.86 91-180 Days E-2 1033.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10130.22 83 - 90 Days 259.42 <30 Days G-1 597.04 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16983.34 83 - 90 Days 1292.22 <30 Days G-2 317.40 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12442.01 83 - 90 Days 572.75 91-180 Days G-3 2417.66 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5903.03 83 - 90 Days 444.51 30-90 Days IG-1 164.25 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13206.86 83 - 90 Days 1300.25 91-180 Days IG-2 1882.88 Yes Liberty Wealth Management LLC Treasury