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 PSE No 785672217.67 <7 Days 330040784.68 Open None 0.00 No Finance
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Non-Regulated Fund No 936690485.62 <7 Days 380755512.51 30-90 Days None 0.00 No Risk Management
2025-09-09 Liberty Mortgage Services Corp. O.O.8 MTM Impact on Derivative Positions GSE No 2754972626.65 <7 Days 415415746.39 <30 Days None 0.00 No IntO-7342 Operations
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8 MTM Impact on Derivative Positions GSE No 919361844.51 <7 Days 311486615.10 91-180 Days None 0.00 No IntO-3606 Legal
2025-09-09 Liberty Capital Markets Inc. O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 419823013.01 <7 Days 35494067.77 30-90 Days Cash 564247455.55 No IntO-5269 Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 37582.66 Open 4478.31 <30 Days A-0-Q 6241.89 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 39083.45 Open 5329.98 <30 Days A-1-Q 6231.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22508.02 Open 3360.78 Open A-2-Q 478.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 84876.27 Open 11458.97 <30 Days A-3-Q 12740.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 99939.46 Open 1756.43 Open A-4-Q 6323.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2331.31 Open 120.57 91-180 Days A-5-Q 191.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 52554.16 Open 3022.19 30-90 Days CB-1-Q 8534.15 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 100934.08 Open 5825.64 91-180 Days CB-2-Q 9017.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21639.55 Open 2878.30 91-180 Days S-1-Q 2951.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 22118.15 Open 926.70 Open S-2-Q 98.19 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60674.17 Open 4002.28 <30 Days S-3-Q 3927.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58897.26 Open 8529.21 Open S-4-Q 2524.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99722.57 Open 13473.91 <30 Days CB-3-Q 10731.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 19095.33 Open 1358.18 30-90 Days G-1-Q 1807.37 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22798.77 Open 2083.89 91-180 Days G-2-Q 2486.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 43697.32 Open 4409.35 Open G-3-Q 2305.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 89989.61 Open 5933.91 <30 Days S-5-Q 8086.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84373.49 Open 6423.68 91-180 Days S-6-Q 9885.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 50773.99 Open 4303.37 Open S-7-Q 9642.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 71776.22 Open 10336.22 91-180 Days E-1-Q 9459.26 No Finance