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 5309.04 271 - 364 Days 197.18 91-180 Days S-8 47.96 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3167.88 271 - 364 Days 344.73 <30 Days Y-1 335.40 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13065.65 271 - 364 Days 209.09 <30 Days Y-2 176.68 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14979.66 271 - 364 Days 106.41 <30 Days Y-3 597.19 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12320.50 271 - 364 Days 1154.87 <30 Days Y-4 942.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2677.20 271 - 364 Days 243.75 91-180 Days Z-1 285.78 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13903.92 271 - 364 Days 1907.70 <30 Days A-2 1890.53 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 678.78 271 - 364 Days 22.42 91-180 Days A-3 31.25 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 4016.99 271 - 364 Days 544.64 <30 Days A-4 438.83 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2372.82 271 - 364 Days 306.06 91-180 Days A-5 394.80 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 7893.86 271 - 364 Days 1014.63 91-180 Days CB-1 1180.76 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12786.72 271 - 364 Days 1307.81 Open CB-2 26.83 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3858.39 271 - 364 Days 150.74 <30 Days CB-3 156.69 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10960.79 271 - 364 Days 1245.23 91-180 Days E-1 470.42 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2753.66 271 - 364 Days 189.65 <30 Days E-2 175.87 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14889.93 271 - 364 Days 706.78 Open G-1 1286.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 311.08 271 - 364 Days 38.10 91-180 Days G-2 54.15 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13135.01 271 - 364 Days 805.58 30-90 Days G-3 1403.33 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16511.70 271 - 364 Days 2124.22 Open IG-1 1693.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 17044.09 271 - 364 Days 1483.55 30-90 Days IG-2 2576.10 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4786.72 271 - 364 Days 449.80 30-90 Days S-1 776.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7441.04 271 - 364 Days 436.40 30-90 Days S-2 814.88 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 6399.14 271 - 364 Days 651.83 Open S-3 96.72 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1533.78 271 - 364 Days 222.24 91-180 Days S-4 1.57 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 5947.99 271 - 364 Days 546.34 91-180 Days S-5 647.16 Yes Liberty Mortgage Services Corp. Legal