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 78464.40 >3 Yr <= 4 Yr 10006.65 91-180 Days N-4 7768.87 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17400.02 >3 Yr <= 4 Yr 1869.03 30-90 Days N-5 451.70 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79681.13 >3 Yr <= 4 Yr 10157.77 30-90 Days N-6 4408.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63574.71 >3 Yr <= 4 Yr 8566.81 <30 Days N-7 1246.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 38688.59 >3 Yr <= 4 Yr 3860.98 <30 Days P-1 2565.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 28809.61 >3 Yr <= 4 Yr 3490.15 Open P-2 4539.45 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90716.45 >3 Yr <= 4 Yr 4323.10 <30 Days S-8 5200.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 366.56 >3 Yr <= 4 Yr 41.43 <30 Days Y-1 60.50 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64161.86 >3 Yr <= 4 Yr 2825.72 30-90 Days Y-2 2458.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 62606.05 >3 Yr <= 4 Yr 3126.65 91-180 Days Y-3 9078.01 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 52587.47 >3 Yr <= 4 Yr 4041.43 <30 Days Y-4 4301.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42203.43 >3 Yr <= 4 Yr 4484.44 91-180 Days Z-1 1805.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 13842.72 >3 Yr <= 4 Yr 1614.23 30-90 Days A-2 514.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 92415.15 >3 Yr <= 4 Yr 11368.40 30-90 Days A-3 6868.84 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 56505.59 >3 Yr <= 4 Yr 6760.06 91-180 Days A-4 5256.80 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 107949.42 >3 Yr <= 4 Yr 6125.13 30-90 Days A-5 2061.68 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 51595.43 >3 Yr <= 4 Yr 2981.67 Open CB-1 3889.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 104221.27 >3 Yr <= 4 Yr 9769.29 30-90 Days CB-2 14259.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 105286.12 >3 Yr <= 4 Yr 10472.32 30-90 Days CB-3 2161.03 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 1341.22 >3 Yr <= 4 Yr 114.65 30-90 Days E-1 19.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 104019.23 >3 Yr <= 4 Yr 9892.92 30-90 Days E-2 12011.76 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82105.38 >3 Yr <= 4 Yr 5203.95 <30 Days G-1 8576.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 80781.20 >3 Yr <= 4 Yr 10436.18 Open G-2 4889.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 40033.37 >3 Yr <= 4 Yr 2661.61 91-180 Days G-3 6393.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 53355.38 >3 Yr <= 4 Yr 1509.57 <30 Days IG-1 1260.64 Yes Liberty Mortgage Services Corp. Finance