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 14926.00 91 - 120 Days 702.45 Open A-2 34.00 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11602.19 91 - 120 Days 755.45 Open A-3 1056.00 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10632.25 91 - 120 Days 773.11 30-90 Days A-4 1603.98 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1032.06 91 - 120 Days 65.12 91-180 Days A-5 150.79 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1558.18 91 - 120 Days 155.02 Open CB-1 155.27 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1125.62 91 - 120 Days 87.19 <30 Days CB-2 64.98 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12586.54 91 - 120 Days 1346.75 91-180 Days CB-3 1304.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11758.55 91 - 120 Days 1631.40 Open E-1 554.23 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12574.57 91 - 120 Days 1446.77 <30 Days E-2 2043.38 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12912.91 91 - 120 Days 1103.47 91-180 Days G-1 915.13 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3885.49 91 - 120 Days 222.73 30-90 Days G-2 708.36 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16064.28 91 - 120 Days 1370.89 Open G-3 3009.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10439.77 91 - 120 Days 1176.09 Open IG-1 625.13 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13930.94 91 - 120 Days 1015.67 91-180 Days IG-2 2006.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14260.67 91 - 120 Days 1660.09 <30 Days S-1 313.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14384.14 91 - 120 Days 2089.68 91-180 Days S-2 294.41 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13160.35 91 - 120 Days 1806.94 <30 Days S-3 1971.05 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6967.74 91 - 120 Days 431.35 Open S-4 1330.47 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2190.06 91 - 120 Days 32.36 30-90 Days S-5 164.93 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 753.03 91 - 120 Days 60.98 Open S-6 0.09 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4222.69 91 - 120 Days 480.75 91-180 Days S-7 577.93 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10892.16 121 - 150 Days 5.18 <30 Days A-0-Q 1822.31 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4994.76 121 - 150 Days 39.68 30-90 Days A-1-Q 447.63 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1705.63 121 - 150 Days 149.21 30-90 Days A-2-Q 57.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9256.33 121 - 150 Days 1326.20 91-180 Days A-3-Q 8.27 No Risk Management