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 785672217.67 <7 Days PSE None -
2025-09-09 Liberty Capital Markets Inc. O.O.8: MTM Impact on Derivative Positions 936690485.62 <7 Days Non-Regulated Fund None -
2025-09-09 Liberty Mortgage Services Corp. O.O.8: MTM Impact on Derivative Positions 2754972626.65 <7 Days GSE None -
2025-09-09 Liberty Financial Group, Inc. - Parent Company Only O.O.8: MTM Impact on Derivative Positions 919361844.51 <7 Days GSE None -
2025-09-09 Liberty Capital Markets Inc. O.O.8: MTM Impact on Derivative Positions 419823013.01 <7 Days Non-Financial Corporate Cash -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 37582.66 Open Retail A-0-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 39083.45 Open Retail A-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 22508.02 Open Retail A-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 84876.27 Open Retail A-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 99939.46 Open Retail A-4-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 2331.31 Open Retail A-5-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 52554.16 Open Retail CB-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 100934.08 Open Retail CB-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 21639.55 Open Retail S-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 22118.15 Open Retail S-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 60674.17 Open Retail S-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 58897.26 Open Retail S-4-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 99722.57 Open Retail CB-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 19095.33 Open Retail G-1-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 22798.77 Open Retail G-2-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 43697.32 Open Retail G-3-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 89989.61 Open Retail S-5-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 84373.49 Open Retail S-6-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 50773.99 Open Retail S-7-Q -
2025-10-08 Liberty National Bank O.O.8: MTM Impact on Derivative Positions 71776.22 Open Retail E-1-Q -