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 7739.23 >4 Yr <= 5 Yr 960.41 Open IG-2 552.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6894.39 >4 Yr <= 5 Yr 812.39 <30 Days S-1 10.23 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15971.14 >4 Yr <= 5 Yr 907.45 <30 Days S-2 1466.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 8062.23 >4 Yr <= 5 Yr 1144.23 30-90 Days S-3 98.55 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 9449.52 >4 Yr <= 5 Yr 1030.32 30-90 Days S-4 177.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2267.56 >4 Yr <= 5 Yr 331.21 30-90 Days S-5 444.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2013.32 >4 Yr <= 5 Yr 77.70 91-180 Days S-6 7.97 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 10541.08 >4 Yr <= 5 Yr 353.56 Open S-7 425.14 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3387.02 >5 Yr 486.84 30-90 Days A-0-Q 641.37 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 9325.93 >5 Yr 87.65 Open A-1-Q 1399.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 15972.97 >5 Yr 1512.52 <30 Days A-2-Q 2221.88 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7854.53 >5 Yr 228.66 <30 Days A-3-Q 894.80 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8358.93 >5 Yr 439.84 30-90 Days A-4-Q 1192.71 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 2568.54 >5 Yr 312.89 Open A-5-Q 196.55 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 7806.80 >5 Yr 365.15 Open CB-1-Q 161.82 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3653.98 >5 Yr 386.75 Open CB-2-Q 601.21 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 5183.41 >5 Yr 111.09 91-180 Days S-1-Q 415.16 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 16783.70 >5 Yr 263.79 Open S-2-Q 367.20 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3090.11 >5 Yr 151.86 Open S-3-Q 33.76 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 6251.66 >5 Yr 313.66 <30 Days S-4-Q 657.03 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Yes 8501.01 >5 Yr 60.00 91-180 Days CB-3-Q 1131.54 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 10638.01 >5 Yr 749.38 91-180 Days G-1-Q 982.65 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 3659.79 >5 Yr 360.38 <30 Days G-2-Q 252.14 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 2030.18 >5 Yr 303.59 <30 Days G-3-Q 144.54 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 12716.44 >5 Yr 671.32 30-90 Days S-5-Q 1636.90 Yes Liberty Capital Markets Inc. Treasury