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
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 434310608.80 <7 Days 252784400.19 <30 Days None 0.00 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Small Business No 769641544.20 <7 Days 382670983.92 Open None 0.00 No IntO-3642 Treasury
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Sovereign No 1457322844.37 <7 Days 270318282.11 91-180 Days Treasuries 946420921.93 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Sovereign No 2393887536.57 <7 Days 54558649.65 <30 Days Equities 476901762.49 No IntO-8704 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions MDB No 2340296308.86 <7 Days 116933200.65 30-90 Days None 0.00 No IntO-6118 Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions GSE No 1140888043.01 <7 Days 496138172.11 <30 Days Cash 497949462.36 No Finance
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Small Business No 2428259861.86 <7 Days 215585842.67 91-180 Days Cash 558644508.27 No IntO-3097 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 562582386.02 <7 Days 499724831.82 30-90 Days Equities 211928786.97 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions MDB No 709267737.21 <7 Days 195548409.09 91-180 Days Treasuries 704443238.07 No IntO-4655 Treasury
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2605489894.40 <7 Days 454342658.71 91-180 Days Equities 468005039.77 No Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Retail No 556989083.86 <7 Days 256661504.87 <30 Days None 0.00 No IntO-2976 Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 1085905062.36 <7 Days 282421474.21 30-90 Days Cash 786774443.13 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Bank No 2093855535.97 <7 Days 454045209.22 91-180 Days Treasuries 789366996.49 No IntO-4351 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Retail No 1946104240.12 <7 Days 204663257.41 30-90 Days None 0.00 No Legal
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2068610966.33 <7 Days 499704351.01 <30 Days Treasuries 65972586.77 No IntO-2234 Risk Management
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1906032345.22 <7 Days 43654227.77 <30 Days Cash 915522731.72 No Finance
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 1219510557.85 <7 Days 161888929.20 91-180 Days None 0.00 No IntO-1644 Finance
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 200677210.20 <7 Days 71240525.39 30-90 Days Cash 854989349.59 No IntO-3094 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 2665172748.35 <7 Days 191501131.11 30-90 Days Treasuries 786974382.68 No IntO-9864 Risk Management
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions PSE No 2884018409.46 <7 Days 261160269.18 Open Cash 650674845.63 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 1413014454.21 <7 Days 311931452.65 30-90 Days None 0.00 No Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions MDB No 1704787960.76 <7 Days 320780234.73 Open None 0.00 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 1496250522.37 <7 Days 114607017.89 Open Treasuries 629407215.11 No IntO-5721 Finance
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 2047072228.43 <7 Days 309824030.34 <30 Days Treasuries 35138845.20 No IntO-6464 Finance
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 2631219825.65 <7 Days 261650515.39 30-90 Days Equities 970693080.74 No Legal