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 7296.20 >2 Yr <= 3 Yr 186.68 30-90 Days A-4 917.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 81339.09 >2 Yr <= 3 Yr 10666.16 <30 Days A-5 14195.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17055.89 >2 Yr <= 3 Yr 562.90 <30 Days CB-1 26.90 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 70868.79 >2 Yr <= 3 Yr 6677.33 91-180 Days CB-2 7463.86 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 113205.57 >2 Yr <= 3 Yr 1771.00 <30 Days CB-3 12017.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106538.75 >2 Yr <= 3 Yr 5349.00 Open E-1 8579.99 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15421.42 >2 Yr <= 3 Yr 1078.92 Open E-2 1868.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83060.69 >2 Yr <= 3 Yr 1916.79 91-180 Days G-1 5326.53 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6164.17 >2 Yr <= 3 Yr 863.51 91-180 Days G-2 383.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 28672.43 >2 Yr <= 3 Yr 1911.70 91-180 Days G-3 2139.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 25660.50 >2 Yr <= 3 Yr 2178.84 Open IG-1 5064.03 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 14993.50 >2 Yr <= 3 Yr 824.21 91-180 Days IG-2 698.19 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 78630.91 >2 Yr <= 3 Yr 4454.05 91-180 Days S-1 6184.31 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 33388.61 >2 Yr <= 3 Yr 2514.04 91-180 Days S-2 1514.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 36076.95 >2 Yr <= 3 Yr 4551.46 30-90 Days S-3 4740.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 84294.81 >2 Yr <= 3 Yr 5811.12 <30 Days S-4 4901.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12435.19 >2 Yr <= 3 Yr 275.18 91-180 Days S-5 1150.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 56358.74 >2 Yr <= 3 Yr 8038.76 Open S-6 3758.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 17772.29 >2 Yr <= 3 Yr 1592.20 Open S-7 3335.18 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26923.03 >3 Yr <= 4 Yr 3673.75 Open A-0-Q 58.96 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69055.09 >3 Yr <= 4 Yr 438.91 91-180 Days A-1-Q 1997.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 51955.92 >3 Yr <= 4 Yr 5304.56 Open A-2-Q 377.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 66088.72 >3 Yr <= 4 Yr 7216.48 Open A-3-Q 6241.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 31495.71 >3 Yr <= 4 Yr 966.28 30-90 Days A-4-Q 579.24 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73702.41 >3 Yr <= 4 Yr 7101.30 Open A-5-Q 7082.19 Yes Liberty Mortgage Services Corp. Risk Management