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 GSE No 555355633.93 <7 Days 199385954.89 <30 Days Treasuries 274523140.99 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Non-Regulated Fund No 2422973071.90 <7 Days 96101079.70 Open Cash 523425518.00 No Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 2560064202.23 <7 Days 114507558.52 30-90 Days None 0.00 No Legal
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 2550515695.17 <7 Days 312704888.27 91-180 Days None 0.00 No IntO-5770 Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Non-Regulated Fund No 842903114.45 <7 Days 169452134.11 30-90 Days None 0.00 No Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Pension Fund No 56309711.57 <7 Days 173960695.95 91-180 Days Treasuries 651330991.81 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Other No 641453106.32 <7 Days 83970363.55 91-180 Days None 0.00 No IntO-3012 Operations
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Retail No 1308963253.70 <7 Days 376209804.37 Open None 0.00 No IntO-9780 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions MDB No 1538245701.52 <7 Days 45412142.30 30-90 Days None 0.00 No IntO-9276 Finance
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other No 1874082313.20 <7 Days 460690620.10 Open None 0.00 No IntO-8979 Treasury
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions MDB No 2429856666.58 <7 Days 437161600.99 Open None 0.00 No Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Other No 1302351994.88 <7 Days 481947803.58 91-180 Days Cash 207450779.18 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions PSE No 190618757.61 <7 Days 40310008.58 91-180 Days None 0.00 No Treasury
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Other Supranational No 814628980.40 <7 Days 278201925.41 <30 Days None 0.00 No Risk Management
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Non-Regulated Fund No 2745097172.76 <7 Days 402204837.15 <30 Days None 0.00 No Finance
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Pension Fund No 1820007256.21 <7 Days 388208960.75 <30 Days None 0.00 No IntO-3853 Treasury
2025-09-09 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1834063656.40 <7 Days 59484297.40 Open None 0.00 No Treasury
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Non-Regulated Fund No 1256877436.85 <7 Days 426284704.11 30-90 Days Cash 976246754.58 No IntO-5075 Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Central Bank No 694925659.36 <7 Days 123267223.83 Open None 0.00 No IntO-8511 Operations
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Non-Regulated Fund No 753603330.67 <7 Days 417495018.29 30-90 Days None 0.00 No IntO-5772 Risk Management
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Pension Fund No 2839191418.43 <7 Days 141693985.82 Open Cash 753433475.75 No Legal
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions Pension Fund No 2535123680.70 <7 Days 7501327.25 Open None 0.00 No IntO-8940 Legal
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8 MTM Impact on Derivative Positions Pension Fund No 2053669920.82 <7 Days 449880665.73 91-180 Days Cash 825957002.65 No Legal
2025-09-09 Liberty International Finance Ltd. O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 940527993.66 <7 Days 354090916.66 30-90 Days Equities 639277616.47 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions Debt Issuing SPE No 1919134434.21 <7 Days 420962324.36 <30 Days Equities 155818247.88 No IntO-4773 Finance