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 PSE No 95563.71 >3 Yr <= 4 Yr 10423.85 <30 Days G-2 806.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67644.17 >3 Yr <= 4 Yr 7872.83 91-180 Days G-3 12841.61 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6822.33 >3 Yr <= 4 Yr 476.66 91-180 Days IG-1 424.92 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 54545.85 >3 Yr <= 4 Yr 3668.52 30-90 Days IG-2 6464.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 43124.63 >3 Yr <= 4 Yr 3472.22 91-180 Days S-1 4151.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 34720.93 >3 Yr <= 4 Yr 4751.83 91-180 Days S-2 4226.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7920.73 >3 Yr <= 4 Yr 103.23 30-90 Days S-3 87.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40846.91 >3 Yr <= 4 Yr 3303.60 <30 Days S-4 1044.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70231.92 >3 Yr <= 4 Yr 8407.94 91-180 Days S-5 3786.40 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 92297.12 >3 Yr <= 4 Yr 704.75 91-180 Days S-6 14854.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 94186.63 >3 Yr <= 4 Yr 13618.71 <30 Days S-7 3136.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20743.24 >4 Yr <= 5 Yr 3010.19 91-180 Days A-0-Q 356.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98353.03 >4 Yr <= 5 Yr 1630.54 Open A-1-Q 219.22 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 68384.12 >4 Yr <= 5 Yr 8309.35 <30 Days A-2-Q 8464.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 76307.15 >4 Yr <= 5 Yr 5883.01 91-180 Days A-3-Q 9478.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97262.61 >4 Yr <= 5 Yr 2484.28 Open A-4-Q 18454.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 12069.81 >4 Yr <= 5 Yr 435.16 30-90 Days A-5-Q 1459.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 3955.96 >4 Yr <= 5 Yr 160.63 30-90 Days CB-1-Q 49.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 89883.41 >4 Yr <= 5 Yr 12327.54 <30 Days CB-2-Q 2542.16 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 21030.25 >4 Yr <= 5 Yr 2048.12 Open S-1-Q 1775.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42556.75 >4 Yr <= 5 Yr 1670.55 91-180 Days S-2-Q 5545.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 41331.79 >4 Yr <= 5 Yr 1711.65 <30 Days S-3-Q 1312.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109441.30 >4 Yr <= 5 Yr 7639.41 30-90 Days S-4-Q 7166.08 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 85598.87 >4 Yr <= 5 Yr 3554.43 30-90 Days CB-3-Q 10.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112921.64 >4 Yr <= 5 Yr 4678.70 91-180 Days G-1-Q 5885.17 No Finance