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 108604.90 Day 49 14203.33 Open A-5-Q 11574.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 89497.51 Day 49 8651.04 91-180 Days CB-1-Q 10544.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 55386.43 Day 49 3805.76 30-90 Days CB-2-Q 4826.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 61595.27 Day 49 8358.28 91-180 Days S-1-Q 2767.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 37520.43 Day 49 4302.82 Open S-2-Q 3340.40 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 11512.04 Day 49 551.85 30-90 Days S-3-Q 1024.27 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 107242.31 Day 49 1238.25 30-90 Days S-4-Q 10842.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 74408.48 Day 49 3955.80 91-180 Days CB-3-Q 8752.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 74615.55 Day 49 1771.02 <30 Days G-1-Q 4997.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 30824.66 Day 49 701.32 <30 Days G-2-Q 5931.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 27246.23 Day 49 999.69 Open G-3-Q 3837.46 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 6636.14 Day 49 288.78 <30 Days S-5-Q 1295.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 78625.24 Day 49 3597.64 Open S-6-Q 3714.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 98710.89 Day 49 4208.08 <30 Days S-7-Q 5591.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 49750.67 Day 49 3746.13 30-90 Days E-1-Q 8362.65 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 109083.39 Day 49 8971.36 30-90 Days E-2-Q 3417.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 4267.73 Day 49 481.69 Open IG-1-Q 184.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 56555.74 Day 49 23.89 <30 Days IG-2-Q 8708.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 50997.13 Day 49 5980.58 Open C-1 8407.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 33977.42 Day 49 1699.23 Open CB-4 5974.75 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 59497.65 Day 49 2885.98 <30 Days E-10 10361.63 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 43334.00 Day 49 6113.31 30-90 Days E-3 3307.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 31934.19 Day 49 591.64 Open E-4 3330.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 75273.03 Day 49 1851.00 91-180 Days E-5 9895.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 44498.14 Day 49 5853.64 Open E-6 8480.18 No Legal