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 908.54 151 - 179 Days 56.50 <30 Days L-1 105.43 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10899.03 151 - 179 Days 1156.65 91-180 Days L-10 1225.81 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1034.48 151 - 179 Days 66.43 Open L-11 120.35 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8701.10 151 - 179 Days 659.35 30-90 Days L-2 595.94 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 369.83 151 - 179 Days 33.32 <30 Days L-3 55.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16427.06 151 - 179 Days 767.25 Open L-4 776.84 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8743.71 151 - 179 Days 264.61 Open L-5 903.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4490.70 151 - 179 Days 21.54 91-180 Days L-6 120.58 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12061.80 151 - 179 Days 393.36 Open L-7 2162.92 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9303.03 151 - 179 Days 858.41 <30 Days L-8 1272.80 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3798.62 151 - 179 Days 112.79 <30 Days L-9 348.30 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 636.45 151 - 179 Days 30.05 91-180 Days LC-1 52.87 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7865.12 151 - 179 Days 651.67 30-90 Days LC-2 1047.49 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11775.89 151 - 179 Days 775.32 Open N-1 49.27 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7714.37 151 - 179 Days 769.54 30-90 Days N-2 114.30 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3213.57 151 - 179 Days 320.92 Open N-3 611.30 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4431.26 151 - 179 Days 208.73 Open N-4 229.59 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4615.79 151 - 179 Days 531.39 30-90 Days N-5 793.85 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5626.69 151 - 179 Days 390.42 30-90 Days N-6 1014.52 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5633.97 151 - 179 Days 693.35 Open N-7 91.57 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10857.80 151 - 179 Days 157.55 91-180 Days P-1 552.08 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2691.57 151 - 179 Days 240.94 Open P-2 461.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8960.61 151 - 179 Days 875.59 91-180 Days S-8 1595.99 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4205.17 151 - 179 Days 232.32 <30 Days Y-1 80.59 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9356.94 151 - 179 Days 1016.41 30-90 Days Y-2 599.19 Yes Liberty National Bank Risk Management