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 Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Pension Fund No 2856545779.20 <7 Days 314284826.15 Open None 0.00 No Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Other Supranational No 2043374914.84 <7 Days 486300924.85 30-90 Days None 0.00 No IntO-5532 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions GSE No 685141906.49 <7 Days 106584057.12 <30 Days Cash 799283715.89 No IntO-7089 Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 440225071.89 <7 Days 285700428.97 30-90 Days Cash 627798702.17 No IntO-6032 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Small Business No 1144490668.46 <7 Days 369434999.04 Open Treasuries 520807235.77 No Legal
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1029749906.48 <7 Days 36756611.77 91-180 Days 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 2824721305.20 <7 Days 459052730.97 30-90 Days Equities 352813611.79 No IntO-7734 Operations
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 1603038834.81 <7 Days 77950770.67 Open Cash 467938765.42 No IntO-9622 Finance
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 2203657145.67 <7 Days 53685334.41 <30 Days None 0.00 No IntO-2449 Operations
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2632865591.96 <7 Days 216481456.99 91-180 Days Equities 471872206.24 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 1997903690.96 <7 Days 37679814.67 30-90 Days Cash 176356153.39 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Central Bank No 1963839181.71 <7 Days 454925822.83 <30 Days None 0.00 No IntO-3153 Operations
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 2221591448.96 <7 Days 434167081.98 Open Cash 155166209.66 No IntO-9125 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Central Bank No 2261667367.05 <7 Days 444889905.90 30-90 Days None 0.00 No IntO-7292 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 2352057557.23 <7 Days 332535263.13 <30 Days Cash 366370433.64 No Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 2628713876.85 <7 Days 472897173.50 <30 Days None 0.00 No Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Non-Regulated Fund No 2223071746.88 <7 Days 396311409.09 Open None 0.00 No Legal
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 2436832851.28 <7 Days 205332255.68 30-90 Days Cash 379358000.44 No Treasury
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2544606690.97 <7 Days 60358687.86 <30 Days Equities 886010843.61 No IntO-7907 Operations
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions PSE No 2669358989.39 <7 Days 280793281.10 30-90 Days None 0.00 No IntO-3970 Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 992339768.78 <7 Days 134525455.59 30-90 Days None 0.00 No IntO-3415 Treasury
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Central Bank No 2592712085.72 <7 Days 78137996.36 91-180 Days None 0.00 No IntO-4327 Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 1708731876.16 <7 Days 81587511.22 <30 Days Treasuries 550376777.73 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Small Business No 702096331.71 <7 Days 108563300.91 <30 Days None 0.00 No IntO-9900 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Non-Regulated Fund No 2564487900.28 <7 Days 141049959.02 30-90 Days None 0.00 No Risk Management