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 1844651638.40 <7 Days GSE Equities -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 915756653.05 <7 Days Non-Financial Corporate None -
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8: MTM Impact on Derivative Positions 2329891252.32 <7 Days Bank None -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 1012600237.79 <7 Days Small Business Cash -
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8: MTM Impact on Derivative Positions 1019743184.62 <7 Days Debt Issuing SPE Treasuries -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 129984255.96 <7 Days Non-Regulated Fund None -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 1046878191.26 <7 Days Non-Financial Corporate None -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2420141267.92 <7 Days Sovereign Cash -
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8: MTM Impact on Derivative Positions 1606291583.95 <7 Days Retail None -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 1410789483.07 <7 Days Investment Company or Advisor Treasuries -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 1226584031.05 <7 Days MDB None -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1487034205.32 <7 Days GSE None -
2025-09-09 Liberty Capital Markets Inc. O.O.8: MTM Impact on Derivative Positions 681247968.35 <7 Days Other Equities -
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8: MTM Impact on Derivative Positions 2482246593.92 <7 Days PSE Equities -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 1384016382.66 <7 Days Bank Equities -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 2552256309.13 <7 Days Pension Fund None -
2025-09-09 Liberty Capital Markets Inc. O.O.8: MTM Impact on Derivative Positions 272567637.98 <7 Days Sovereign None -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 31877221.82 <7 Days Other Supranational None -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 1264096629.44 <7 Days Pension Fund None -
2025-09-09 Liberty Financial Group, Inc. - Global Consolidated Entity O.O.8: MTM Impact on Derivative Positions 2707328432.88 <7 Days Non-Financial Corporate None -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 1680754771.07 <7 Days Small Business Treasuries -
2025-09-09 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 1066952143.70 <7 Days Other None -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 609943556.80 <7 Days Sovereign Treasuries -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 411421786.87 <7 Days Sovereign Treasuries -
2025-09-09 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 610523800.05 <7 Days GSE Treasuries -