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 84784.40 >= 1 Yr <= 2 Yr 2797.74 91-180 Days IG-5 3667.12 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 99847.70 >= 1 Yr <= 2 Yr 10074.87 <30 Days IG-6 14210.88 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 31139.22 >= 1 Yr <= 2 Yr 2553.79 <30 Days IG-7 4687.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 6041.16 >= 1 Yr <= 2 Yr 49.95 <30 Days IG-8 346.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 30.48 >= 1 Yr <= 2 Yr 2.45 30-90 Days L-1 0.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 67507.41 >= 1 Yr <= 2 Yr 8094.68 Open L-10 4436.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 80063.32 >= 1 Yr <= 2 Yr 2195.74 Open L-11 1800.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 70814.64 >= 1 Yr <= 2 Yr 9932.18 30-90 Days L-2 3170.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 53046.12 >= 1 Yr <= 2 Yr 5188.30 Open L-3 3697.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 105923.86 >= 1 Yr <= 2 Yr 12567.60 <30 Days L-4 18746.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 55137.98 >= 1 Yr <= 2 Yr 970.10 <30 Days L-5 10492.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 46997.53 >= 1 Yr <= 2 Yr 1453.57 91-180 Days L-6 4359.66 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 14213.13 >= 1 Yr <= 2 Yr 2071.30 Open L-7 69.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 8465.98 >= 1 Yr <= 2 Yr 22.28 30-90 Days L-8 1170.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 62087.31 >= 1 Yr <= 2 Yr 1911.89 91-180 Days L-9 2938.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 15617.81 >= 1 Yr <= 2 Yr 2104.86 91-180 Days LC-1 1014.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 60593.88 >= 1 Yr <= 2 Yr 7018.84 Open LC-2 4510.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 99713.74 >= 1 Yr <= 2 Yr 5955.08 30-90 Days N-1 1183.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 95524.93 >= 1 Yr <= 2 Yr 7846.74 30-90 Days N-2 9791.03 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 98208.19 >= 1 Yr <= 2 Yr 8236.30 Open N-3 4255.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 34071.38 >= 1 Yr <= 2 Yr 1847.52 30-90 Days N-4 1584.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 9287.14 >= 1 Yr <= 2 Yr 1375.18 Open N-5 1469.91 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 39383.54 >= 1 Yr <= 2 Yr 5228.06 30-90 Days N-6 7456.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 94356.63 >= 1 Yr <= 2 Yr 13604.43 30-90 Days N-7 18521.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 70824.32 >= 1 Yr <= 2 Yr 5745.08 <30 Days P-1 9646.36 No Operations