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 57033.06 Day 11 2634.30 91-180 Days S-6 8806.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 897.95 Day 11 12.41 91-180 Days S-7 7.50 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 112301.12 Day 12 16188.09 91-180 Days A-0-Q 5310.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 36396.43 Day 12 3656.92 30-90 Days A-1-Q 1992.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 15894.50 Day 12 1051.56 <30 Days A-2-Q 2375.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 61726.87 Day 12 7456.29 30-90 Days A-3-Q 7344.88 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 82691.19 Day 12 283.93 Open A-4-Q 10679.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 22680.76 Day 12 1228.43 30-90 Days A-5-Q 1982.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 3715.37 Day 12 250.93 Open CB-1-Q 171.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 1291.81 Day 12 162.71 <30 Days CB-2-Q 121.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 21246.34 Day 12 2078.46 <30 Days S-1-Q 3881.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 4563.84 Day 12 223.99 30-90 Days S-2-Q 173.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 5873.16 Day 12 332.42 91-180 Days S-3-Q 304.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 32543.23 Day 12 4631.71 30-90 Days S-4-Q 3989.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 39629.09 Day 12 4309.61 Open CB-3-Q 2840.24 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 80362.42 Day 12 8147.40 Open G-1-Q 6611.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 43966.09 Day 12 22.41 <30 Days G-2-Q 3353.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 15408.91 Day 12 386.32 Open G-3-Q 2748.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 101525.33 Day 12 938.97 91-180 Days S-5-Q 12018.96 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 92849.67 Day 12 3256.13 30-90 Days S-6-Q 9334.41 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 80687.93 Day 12 2486.98 <30 Days S-7-Q 3412.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 42162.80 Day 12 4174.01 30-90 Days E-1-Q 4378.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 105407.29 Day 12 1291.30 30-90 Days E-2-Q 6852.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 3384.27 Day 12 171.16 91-180 Days IG-1-Q 442.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 70263.06 Day 12 711.23 <30 Days IG-2-Q 8183.21 No Legal