Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Potential Derivative Valuation Changes

Report Date Reporting Entity Product Maturity Amount Maturity Bucket Counterparty Collateral Class Insured
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8: MTM Impact on Derivative Positions 2621414150.86 <7 Days Non-Financial Corporate Cash -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1740962443.43 <7 Days Financial Market Utility Treasuries -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 2535179991.65 <7 Days Broker-Dealer Cash -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2074942189.16 <7 Days PSE Equities -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 2978128939.58 <7 Days Investment Company or Advisor None -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 1348573980.79 <7 Days Non-Financial Corporate Cash -
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8: MTM Impact on Derivative Positions 1635898512.55 <7 Days Bank None -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 442101111.99 <7 Days Sovereign None -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 1446614717.45 <7 Days Retail Equities -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 496802074.07 <7 Days PSE None -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 976512767.38 <7 Days Other Cash -
2025-09-09 Liberty Capital Markets Inc. O.O.8: MTM Impact on Derivative Positions 1520970570.19 <7 Days Other Supervised Non-Bank Financial Entity Cash -
2025-09-09 Liberty Capital Markets Inc. O.O.8: MTM Impact on Derivative Positions 277844997.06 <7 Days Investment Company or Advisor Equities -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 861272635.54 <7 Days Sovereign Treasuries -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 1234458043.77 <7 Days Non-Regulated Fund Cash -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 2811805.18 <7 Days Other Treasuries -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1029034132.37 <7 Days MDB None -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 287373406.15 <7 Days Central Bank None -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 1615574117.00 <7 Days PSE None -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 711575007.66 <7 Days Bank Treasuries -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 318914371.22 <7 Days Other Supranational None -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 192156927.49 <7 Days Broker-Dealer Treasuries -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 438701290.83 <7 Days Sovereign Equities -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2063151668.91 <7 Days Sovereign Treasuries -
2025-09-09 Liberty Capital Markets Inc. O.O.8: MTM Impact on Derivative Positions 887278871.12 <7 Days Small Business Equities -