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
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 78777.96 Day 8 4368.05 91-180 Days A-4-Q 9808.05 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 44484.32 Day 8 4592.19 <30 Days A-5-Q 1378.42 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 70273.24 Day 8 4164.67 91-180 Days CB-1-Q 1864.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 57993.75 Day 8 1545.01 30-90 Days CB-2-Q 10794.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 101663.20 Day 8 9775.53 Open S-1-Q 7965.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 77905.11 Day 8 5947.62 91-180 Days S-2-Q 4297.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 101329.32 Day 8 10891.76 30-90 Days S-3-Q 14470.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 68898.65 Day 8 2920.92 91-180 Days S-4-Q 1913.70 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 1451.10 Day 8 112.80 <30 Days CB-3-Q 48.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 111409.90 Day 8 24.12 <30 Days G-1-Q 14023.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 10730.35 Day 8 1014.71 30-90 Days G-2-Q 1590.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 54378.48 Day 8 5701.03 30-90 Days G-3-Q 2049.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 21792.16 Day 8 3010.41 91-180 Days S-5-Q 555.51 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 76427.32 Day 8 1417.69 Open S-6-Q 6142.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 95307.27 Day 8 13056.71 91-180 Days S-7-Q 14519.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 13590.05 Day 8 1377.14 <30 Days E-1-Q 2485.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 52808.40 Day 8 5484.37 30-90 Days E-2-Q 2358.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 2518.90 Day 8 160.89 30-90 Days IG-1-Q 138.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 7892.39 Day 8 1121.76 <30 Days IG-2-Q 1504.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 3165.86 Day 8 134.28 <30 Days C-1 262.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 104790.88 Day 8 6793.62 91-180 Days CB-4 19406.15 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 104478.98 Day 8 15591.88 <30 Days E-10 8038.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 35509.64 Day 8 4970.54 <30 Days E-3 2622.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 112903.20 Day 8 3850.19 <30 Days E-4 16477.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 110260.16 Day 8 13151.02 <30 Days E-5 11297.42 Yes Liberty Wealth Management LLC Legal