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 No 93474.51 >= 1 Yr <= 2 Yr 1088.68 30-90 Days N-7 12468.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 31971.31 >= 1 Yr <= 2 Yr 3050.71 <30 Days P-1 4516.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 77326.74 >= 1 Yr <= 2 Yr 6031.43 <30 Days P-2 11788.53 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 22394.69 >= 1 Yr <= 2 Yr 2845.52 91-180 Days S-8 720.31 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75365.18 >= 1 Yr <= 2 Yr 7652.91 91-180 Days Y-1 621.18 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 41554.39 >= 1 Yr <= 2 Yr 923.50 30-90 Days Y-2 5426.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 38046.49 >= 1 Yr <= 2 Yr 5424.96 30-90 Days Y-3 2169.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29925.67 >= 1 Yr <= 2 Yr 1275.41 30-90 Days Y-4 2560.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 105008.02 >= 1 Yr <= 2 Yr 1004.92 <30 Days Z-1 20888.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55046.72 >= 1 Yr <= 2 Yr 6182.54 30-90 Days A-2 1316.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 84413.64 >= 1 Yr <= 2 Yr 8758.63 30-90 Days A-3 15198.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 4059.41 >= 1 Yr <= 2 Yr 155.82 91-180 Days A-4 624.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53052.35 >= 1 Yr <= 2 Yr 7689.91 <30 Days A-5 9251.26 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 77851.26 >= 1 Yr <= 2 Yr 778.37 <30 Days CB-1 290.27 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 76223.48 >= 1 Yr <= 2 Yr 10677.54 30-90 Days CB-2 14873.16 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 68813.18 >= 1 Yr <= 2 Yr 1649.93 30-90 Days CB-3 4933.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 68306.76 >= 1 Yr <= 2 Yr 9403.59 Open E-1 10240.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5732.11 >= 1 Yr <= 2 Yr 294.73 91-180 Days E-2 999.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 2763.27 >= 1 Yr <= 2 Yr 284.17 91-180 Days G-1 78.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 44690.59 >= 1 Yr <= 2 Yr 319.05 Open G-2 5211.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17474.94 >= 1 Yr <= 2 Yr 2149.31 30-90 Days G-3 2081.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 92530.32 >= 1 Yr <= 2 Yr 11132.36 Open IG-1 8760.79 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 10993.64 >= 1 Yr <= 2 Yr 1400.69 30-90 Days IG-2 767.18 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 28997.97 >= 1 Yr <= 2 Yr 657.62 Open S-1 25.05 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 35678.26 >= 1 Yr <= 2 Yr 1199.24 Open S-2 5909.00 No Legal