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 Central Bank Yes 35595.34 Day 47 4087.75 <30 Days N-4 4561.99 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 49802.94 Day 47 473.97 30-90 Days N-5 7937.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 112477.83 Day 47 6491.38 <30 Days N-6 1967.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95558.09 Day 47 8344.15 Open N-7 12797.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 42152.75 Day 47 3597.06 <30 Days P-1 8281.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48242.86 Day 47 4510.30 30-90 Days P-2 3893.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 18290.73 Day 47 2327.72 91-180 Days S-8 795.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70279.67 Day 47 4621.28 30-90 Days Y-1 7743.59 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 111417.51 Day 47 15463.78 91-180 Days Y-2 11819.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 46258.51 Day 47 750.06 <30 Days Y-3 8297.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 86935.30 Day 47 3392.85 Open Y-4 13609.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95486.71 Day 47 4354.06 91-180 Days Z-1 11876.49 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87134.89 Day 47 6035.26 30-90 Days A-2 450.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 965.38 Day 47 89.13 30-90 Days A-3 189.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48134.84 Day 47 4944.93 <30 Days A-4 681.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 103825.04 Day 47 654.43 Open A-5 13948.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 85554.48 Day 47 4103.71 Open CB-1 12382.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 45696.86 Day 47 2994.70 30-90 Days CB-2 7312.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 46396.09 Day 47 5016.80 91-180 Days CB-3 6809.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 106162.71 Day 47 14733.25 Open E-1 15669.51 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 81753.84 Day 47 2666.81 Open E-2 6755.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 84759.54 Day 47 2002.55 91-180 Days G-1 7492.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 102163.59 Day 47 9690.17 30-90 Days G-2 13163.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 44323.39 Day 47 3804.29 Open G-3 8573.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 94572.28 Day 47 8162.76 <30 Days IG-1 7864.07 Yes Liberty Wealth Management LLC Operations