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 16118.68 >2 Yr <= 3 Yr 240.00 Open N-7 1339.46 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9162.76 >2 Yr <= 3 Yr 114.41 91-180 Days P-1 859.34 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12019.79 >2 Yr <= 3 Yr 1565.94 Open P-2 2157.45 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 11810.87 >2 Yr <= 3 Yr 1611.36 <30 Days S-8 1049.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 69.48 >2 Yr <= 3 Yr 9.06 91-180 Days Y-1 3.87 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9711.77 >2 Yr <= 3 Yr 978.65 30-90 Days Y-2 1677.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10317.40 >2 Yr <= 3 Yr 1124.32 30-90 Days Y-3 2020.95 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 13394.64 >2 Yr <= 3 Yr 1540.93 30-90 Days Y-4 2064.32 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 3406.53 >2 Yr <= 3 Yr 390.70 Open Z-1 374.09 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13349.37 >2 Yr <= 3 Yr 747.46 91-180 Days A-2 2234.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6581.87 >2 Yr <= 3 Yr 339.90 <30 Days A-3 1155.28 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14326.37 >2 Yr <= 3 Yr 1267.42 30-90 Days A-4 533.62 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12358.12 >2 Yr <= 3 Yr 170.96 30-90 Days A-5 1539.66 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 4293.95 >2 Yr <= 3 Yr 533.98 Open CB-1 500.12 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9481.34 >2 Yr <= 3 Yr 504.28 <30 Days CB-2 1011.88 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 14560.41 >2 Yr <= 3 Yr 1082.15 91-180 Days CB-3 2308.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2231.15 >2 Yr <= 3 Yr 64.71 91-180 Days E-1 115.44 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 13990.90 >2 Yr <= 3 Yr 662.29 30-90 Days E-2 826.75 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1549.82 >2 Yr <= 3 Yr 161.23 Open G-1 255.05 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 123.94 >2 Yr <= 3 Yr 8.41 <30 Days G-2 19.29 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 14464.59 >2 Yr <= 3 Yr 1510.00 30-90 Days G-3 572.12 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 240.86 >2 Yr <= 3 Yr 28.86 Open IG-1 7.82 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 16686.36 >2 Yr <= 3 Yr 1121.81 Open IG-2 1412.03 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 12543.50 >2 Yr <= 3 Yr 1812.12 91-180 Days S-1 496.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 11087.07 >2 Yr <= 3 Yr 327.51 91-180 Days S-2 1531.76 No Finance