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 3823.11 121 - 150 Days 315.27 Open N-2 562.73 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16741.10 121 - 150 Days 883.22 <30 Days N-3 2047.85 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3904.38 121 - 150 Days 339.86 30-90 Days N-4 60.58 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4200.71 121 - 150 Days 303.03 Open N-5 387.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5234.00 121 - 150 Days 369.28 30-90 Days N-6 752.58 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7050.83 121 - 150 Days 321.38 Open N-7 569.38 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6474.79 121 - 150 Days 54.73 91-180 Days P-1 166.16 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8198.83 121 - 150 Days 562.23 Open P-2 422.71 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8726.29 121 - 150 Days 695.79 30-90 Days S-8 992.60 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13137.60 121 - 150 Days 1350.55 91-180 Days Y-1 379.74 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8501.10 121 - 150 Days 701.26 30-90 Days Y-2 521.44 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4058.76 121 - 150 Days 540.68 30-90 Days Y-3 91.05 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8471.53 121 - 150 Days 755.38 <30 Days Y-4 1662.42 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4151.88 121 - 150 Days 392.66 Open Z-1 157.27 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2639.88 121 - 150 Days 209.92 Open A-2 482.47 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15179.99 121 - 150 Days 86.48 30-90 Days A-3 897.38 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6735.09 121 - 150 Days 914.04 Open A-4 51.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5007.82 121 - 150 Days 273.57 30-90 Days A-5 561.68 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11962.24 121 - 150 Days 335.30 <30 Days CB-1 2309.84 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3976.21 121 - 150 Days 438.89 30-90 Days CB-2 383.13 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10412.83 121 - 150 Days 896.50 Open CB-3 564.03 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16654.02 121 - 150 Days 1201.72 30-90 Days E-1 1541.30 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2875.24 121 - 150 Days 371.99 <30 Days E-2 524.37 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4497.64 121 - 150 Days 609.69 <30 Days G-1 47.81 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9968.74 121 - 150 Days 561.85 91-180 Days G-2 1541.15 No Operations