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 56034.78 >3 Yr <= 4 Yr 8079.49 30-90 Days S-1-Q 10769.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 87384.21 >3 Yr <= 4 Yr 3216.06 Open S-2-Q 16079.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 15183.94 >3 Yr <= 4 Yr 164.74 <30 Days S-3-Q 163.41 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 46141.42 >3 Yr <= 4 Yr 6134.72 <30 Days S-4-Q 8779.02 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 50309.15 >3 Yr <= 4 Yr 5454.09 30-90 Days CB-3-Q 5961.99 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 27175.08 >3 Yr <= 4 Yr 3074.54 91-180 Days G-1-Q 982.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 41030.22 >3 Yr <= 4 Yr 25.02 <30 Days G-2-Q 1179.62 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 7960.37 >3 Yr <= 4 Yr 516.73 91-180 Days G-3-Q 296.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 9060.23 >3 Yr <= 4 Yr 795.27 Open S-5-Q 1603.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 53295.25 >3 Yr <= 4 Yr 2983.22 <30 Days S-6-Q 7782.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 108465.65 >3 Yr <= 4 Yr 748.14 30-90 Days S-7-Q 1511.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 10819.93 >3 Yr <= 4 Yr 1368.10 91-180 Days E-1-Q 1184.93 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 34243.22 >3 Yr <= 4 Yr 4342.52 91-180 Days E-2-Q 1217.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 4623.72 >3 Yr <= 4 Yr 447.04 Open IG-1-Q 176.03 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 32050.89 >3 Yr <= 4 Yr 3880.05 <30 Days IG-2-Q 5728.93 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 6043.90 >3 Yr <= 4 Yr 396.29 Open C-1 595.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 51369.03 >3 Yr <= 4 Yr 5378.10 91-180 Days CB-4 8528.12 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 110799.77 >3 Yr <= 4 Yr 6672.19 30-90 Days E-10 9657.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 49629.07 >3 Yr <= 4 Yr 1232.39 91-180 Days E-3 576.40 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 102583.16 >3 Yr <= 4 Yr 7829.79 Open E-4 12613.78 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 105602.13 >3 Yr <= 4 Yr 12975.40 <30 Days E-5 19074.17 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 81160.91 >3 Yr <= 4 Yr 3350.12 91-180 Days E-6 10680.10 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 111471.49 >3 Yr <= 4 Yr 14983.96 91-180 Days E-7 13792.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 67568.28 >3 Yr <= 4 Yr 7094.67 91-180 Days E-8 12215.10 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 101467.02 >3 Yr <= 4 Yr 6605.41 <30 Days E-9 15447.05 Yes Liberty Mortgage Services Corp. Operations