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 614.93 83 - 90 Days 40.20 30-90 Days L-4 97.28 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 47540.46 83 - 90 Days 4547.38 30-90 Days L-5 5709.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 112653.27 83 - 90 Days 3620.52 91-180 Days L-6 18891.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 56543.29 83 - 90 Days 6400.14 <30 Days L-7 8500.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 53157.25 83 - 90 Days 223.52 <30 Days L-8 5282.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 7441.00 83 - 90 Days 108.36 91-180 Days L-9 646.60 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 10928.57 83 - 90 Days 918.38 Open LC-1 940.59 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 86091.25 83 - 90 Days 1251.75 Open LC-2 6325.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 23965.28 83 - 90 Days 1955.77 91-180 Days N-1 298.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 12022.45 83 - 90 Days 1718.27 91-180 Days N-2 931.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 34423.72 83 - 90 Days 3109.69 Open N-3 2480.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 42333.36 83 - 90 Days 5609.64 Open N-4 3476.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 65643.16 83 - 90 Days 7859.95 Open N-5 3962.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 41499.84 83 - 90 Days 5587.82 <30 Days N-6 4533.90 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 95313.96 83 - 90 Days 7857.37 Open N-7 2216.79 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 30157.26 83 - 90 Days 718.36 30-90 Days P-1 3723.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 59922.54 83 - 90 Days 3236.90 91-180 Days P-2 6010.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 64696.20 83 - 90 Days 5082.96 91-180 Days S-8 9817.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 59567.26 83 - 90 Days 8393.29 30-90 Days Y-1 11352.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 93578.89 83 - 90 Days 1828.44 91-180 Days Y-2 4444.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 106751.84 83 - 90 Days 7118.05 30-90 Days Y-3 5117.28 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 37054.12 83 - 90 Days 5203.30 91-180 Days Y-4 3324.37 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 10660.55 83 - 90 Days 63.62 <30 Days Z-1 628.47 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 36035.46 83 - 90 Days 5336.89 <30 Days A-2 2592.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 18110.74 83 - 90 Days 1639.40 91-180 Days A-3 1115.10 No Operations