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 45611.30 >= 1 Yr <= 2 Yr 2915.80 30-90 Days S-5 3579.49 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 32362.29 >= 1 Yr <= 2 Yr 2943.55 <30 Days S-6 985.83 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 78998.21 >= 1 Yr <= 2 Yr 8513.85 30-90 Days S-7 2285.56 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 89206.97 >2 Yr <= 3 Yr 690.32 30-90 Days A-0-Q 16938.94 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 58696.60 >2 Yr <= 3 Yr 728.33 Open A-1-Q 7725.12 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 37878.98 >2 Yr <= 3 Yr 4892.97 <30 Days A-2-Q 4920.64 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 41496.84 >2 Yr <= 3 Yr 4928.64 91-180 Days A-3-Q 2573.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 54367.81 >2 Yr <= 3 Yr 7375.13 Open A-4-Q 9094.58 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 25952.92 >2 Yr <= 3 Yr 2451.87 Open A-5-Q 1019.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 2760.89 >2 Yr <= 3 Yr 207.26 Open CB-1-Q 0.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 17276.70 >2 Yr <= 3 Yr 1219.53 91-180 Days CB-2-Q 1388.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 86211.10 >2 Yr <= 3 Yr 6253.40 <30 Days S-1-Q 12622.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 22547.29 >2 Yr <= 3 Yr 2019.79 30-90 Days S-2-Q 755.59 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 991.30 >2 Yr <= 3 Yr 27.06 Open S-3-Q 59.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 112923.88 >2 Yr <= 3 Yr 14910.73 91-180 Days S-4-Q 21261.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 101105.75 >2 Yr <= 3 Yr 9775.17 91-180 Days CB-3-Q 674.13 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 93841.30 >2 Yr <= 3 Yr 8364.32 91-180 Days G-1-Q 3608.27 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 14101.62 >2 Yr <= 3 Yr 996.45 Open G-2-Q 74.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 65897.79 >2 Yr <= 3 Yr 2482.94 Open G-3-Q 11301.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 82730.53 >2 Yr <= 3 Yr 11422.75 30-90 Days S-5-Q 186.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 73070.47 >2 Yr <= 3 Yr 7551.41 <30 Days S-6-Q 9296.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 76523.81 >2 Yr <= 3 Yr 5344.51 Open S-7-Q 11888.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 118.75 >2 Yr <= 3 Yr 1.25 30-90 Days E-1-Q 18.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 97201.99 >2 Yr <= 3 Yr 2441.97 30-90 Days E-2-Q 15307.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 47872.03 >2 Yr <= 3 Yr 465.60 Open IG-1-Q 8095.51 Yes Liberty International Finance Ltd. Risk Management