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 No 91544.31 Day 13 1079.80 <30 Days S-3 2012.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 43506.90 Day 13 295.97 <30 Days S-4 2200.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 84132.53 Day 13 3891.33 30-90 Days S-5 3071.91 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 111763.76 Day 13 6858.28 91-180 Days S-6 7999.93 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 71330.51 Day 13 7193.55 30-90 Days S-7 4717.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 662.54 Day 14 29.59 91-180 Days A-0-Q 108.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 7183.72 Day 14 997.87 30-90 Days A-1-Q 986.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 11480.79 Day 14 385.52 91-180 Days A-2-Q 1009.67 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 88556.59 Day 14 6648.62 91-180 Days A-3-Q 3273.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 47740.00 Day 14 1303.36 30-90 Days A-4-Q 2782.00 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 14019.47 Day 14 1448.17 30-90 Days A-5-Q 1092.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 25094.85 Day 14 2348.24 <30 Days CB-1-Q 3078.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 80959.33 Day 14 7656.09 <30 Days CB-2-Q 11581.90 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 16917.56 Day 14 610.16 30-90 Days S-1-Q 2750.82 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 28379.71 Day 14 471.38 <30 Days S-2-Q 179.31 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 59149.71 Day 14 3393.39 30-90 Days S-3-Q 6628.60 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 101705.91 Day 14 3156.46 Open S-4-Q 12274.71 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 1455.94 Day 14 173.63 <30 Days CB-3-Q 237.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 84911.70 Day 14 3700.49 30-90 Days G-1-Q 13993.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 58387.08 Day 14 7279.45 91-180 Days G-2-Q 4045.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 21715.40 Day 14 550.80 91-180 Days G-3-Q 966.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 32509.27 Day 14 380.77 91-180 Days S-5-Q 4709.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 59015.47 Day 14 7971.99 30-90 Days S-6-Q 10551.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 77774.73 Day 14 1322.28 <30 Days S-7-Q 12385.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 16639.65 Day 14 538.61 <30 Days E-1-Q 2268.16 No Risk Management