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 15370.32 Day 34 845.30 30-90 Days L-1 513.77 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 20807.87 Day 34 2223.13 Open L-10 1051.94 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 101088.08 Day 34 14113.64 <30 Days L-11 15142.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 2941.98 Day 34 95.81 30-90 Days L-2 181.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 43404.86 Day 34 4750.47 91-180 Days L-3 6207.41 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 31509.14 Day 34 3716.96 Open L-4 1553.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 44779.07 Day 34 1192.09 Open L-5 7338.18 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 91089.41 Day 34 3636.15 Open L-6 12307.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 14276.14 Day 34 1808.47 30-90 Days L-7 1311.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 42260.81 Day 34 2380.18 91-180 Days L-8 3357.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 31402.48 Day 34 2363.76 91-180 Days L-9 2558.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 113535.08 Day 34 5615.38 <30 Days LC-1 5711.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 79462.23 Day 34 8051.27 <30 Days LC-2 9402.11 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 89967.89 Day 34 5949.54 <30 Days N-1 4852.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 50814.63 Day 34 3875.01 <30 Days N-2 1138.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 111418.90 Day 34 16383.43 91-180 Days N-3 945.21 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 38873.78 Day 34 4796.18 <30 Days N-4 3234.44 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 77953.99 Day 34 7976.47 <30 Days N-5 12470.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 86140.11 Day 34 1398.17 30-90 Days N-6 3605.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 57708.52 Day 34 7840.05 91-180 Days N-7 1048.95 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 103347.64 Day 34 8931.57 30-90 Days P-1 1019.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 86455.90 Day 34 3754.06 91-180 Days P-2 15514.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 66198.11 Day 34 3767.45 <30 Days S-8 12560.63 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 96573.79 Day 34 9697.71 30-90 Days Y-1 18113.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 45859.94 Day 34 4206.99 Open Y-2 6965.81 Yes Liberty Wealth Management LLC Legal