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 12631.62 180 - 270 Days 1325.21 <30 Days E-2 1282.49 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10473.55 180 - 270 Days 18.18 Open G-1 1244.49 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16374.85 180 - 270 Days 693.01 Open G-2 1035.96 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6814.68 180 - 270 Days 6.83 91-180 Days G-3 83.94 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7734.80 180 - 270 Days 162.98 91-180 Days IG-1 1146.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7781.66 180 - 270 Days 48.87 Open IG-2 950.93 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11986.66 180 - 270 Days 49.53 91-180 Days S-1 1928.82 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9517.32 180 - 270 Days 1363.43 91-180 Days S-2 1275.03 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5351.64 180 - 270 Days 252.08 91-180 Days S-3 955.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12074.77 180 - 270 Days 1422.97 Open S-4 413.78 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14950.84 180 - 270 Days 775.76 91-180 Days S-5 1599.04 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12843.14 180 - 270 Days 179.28 30-90 Days S-6 1710.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7633.72 180 - 270 Days 900.91 <30 Days S-7 1077.29 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4183.80 271 - 364 Days 351.68 91-180 Days A-0-Q 80.35 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6489.10 271 - 364 Days 459.98 Open A-1-Q 125.35 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1460.38 271 - 364 Days 15.63 91-180 Days A-2-Q 108.14 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10531.86 271 - 364 Days 52.56 <30 Days A-3-Q 1499.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 657.05 271 - 364 Days 92.44 <30 Days A-4-Q 113.59 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 15544.49 271 - 364 Days 537.15 Open A-5-Q 620.56 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16953.06 271 - 364 Days 687.57 30-90 Days CB-1-Q 412.00 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7429.11 271 - 364 Days 299.35 Open CB-2-Q 348.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3528.73 271 - 364 Days 78.33 <30 Days S-1-Q 510.95 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 1742.49 271 - 364 Days 154.11 30-90 Days S-2-Q 329.50 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9114.13 271 - 364 Days 808.64 91-180 Days S-3-Q 159.58 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16466.84 271 - 364 Days 1381.94 30-90 Days S-4-Q 653.72 Yes Liberty Capital Markets Inc. Treasury