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 12415.56 151 - 179 Days 974.66 30-90 Days Y-3 736.83 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4599.04 151 - 179 Days 184.41 <30 Days Y-4 708.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7776.54 151 - 179 Days 884.17 <30 Days Z-1 36.94 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5324.52 151 - 179 Days 244.95 Open A-2 973.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2679.61 151 - 179 Days 144.03 91-180 Days A-3 514.23 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4082.27 151 - 179 Days 24.23 30-90 Days A-4 679.03 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14261.89 151 - 179 Days 690.36 91-180 Days A-5 2238.63 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10063.37 151 - 179 Days 782.75 91-180 Days CB-1 969.86 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15079.91 151 - 179 Days 1600.87 Open CB-2 2048.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5054.59 151 - 179 Days 484.26 30-90 Days CB-3 942.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2262.47 151 - 179 Days 105.68 Open E-1 283.64 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3849.79 151 - 179 Days 387.73 30-90 Days E-2 562.05 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2213.57 151 - 179 Days 90.63 Open G-1 139.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5965.20 151 - 179 Days 857.36 91-180 Days G-2 739.64 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14952.28 151 - 179 Days 332.20 <30 Days G-3 2085.20 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3300.67 151 - 179 Days 390.23 <30 Days IG-1 24.47 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4549.00 151 - 179 Days 77.80 30-90 Days IG-2 360.43 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8857.80 151 - 179 Days 1258.89 91-180 Days S-1 518.54 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7069.31 151 - 179 Days 708.85 Open S-2 448.93 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14354.48 151 - 179 Days 2086.06 91-180 Days S-3 1822.26 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4162.48 151 - 179 Days 477.61 Open S-4 36.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16738.09 151 - 179 Days 611.38 Open S-5 2654.60 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7713.41 151 - 179 Days 284.94 Open S-6 624.27 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3464.81 151 - 179 Days 225.17 <30 Days S-7 248.80 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13288.43 180 - 270 Days 1076.50 91-180 Days A-0-Q 1775.99 No Risk Management