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 MDB Yes 103400.21 Day 24 6187.84 Open S-5 8168.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78117.61 Day 24 4326.04 30-90 Days S-6 15213.88 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48736.42 Day 24 6271.89 30-90 Days S-7 1060.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102768.14 Day 25 13409.69 30-90 Days A-0-Q 17731.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1283.05 Day 25 106.27 <30 Days A-1-Q 51.29 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89804.90 Day 25 391.77 <30 Days A-2-Q 14075.82 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107761.72 Day 25 14699.84 Open A-3-Q 20880.11 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48383.07 Day 25 6426.47 <30 Days A-4-Q 4466.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88818.09 Day 25 10190.57 91-180 Days A-5-Q 9111.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36828.27 Day 25 4347.37 91-180 Days CB-1-Q 5857.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49281.59 Day 25 2168.49 <30 Days CB-2-Q 6757.76 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 41969.88 Day 25 6017.47 Open S-1-Q 8252.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57709.50 Day 25 5400.32 <30 Days S-2-Q 2058.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38775.84 Day 25 2763.58 30-90 Days S-3-Q 5195.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14159.67 Day 25 54.87 <30 Days S-4-Q 2589.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103737.64 Day 25 8982.53 <30 Days CB-3-Q 9231.08 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65080.47 Day 25 5799.76 <30 Days G-1-Q 10781.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13792.25 Day 25 160.10 30-90 Days G-2-Q 1291.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14713.65 Day 25 1494.54 Open G-3-Q 784.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50086.92 Day 25 2319.01 91-180 Days S-5-Q 3590.62 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67579.10 Day 25 36.08 <30 Days S-6-Q 4845.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106771.98 Day 25 3434.62 Open S-7-Q 1764.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56718.58 Day 25 536.07 30-90 Days E-1-Q 582.66 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19267.15 Day 25 1051.81 30-90 Days E-2-Q 1676.41 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13080.00 Day 25 1744.70 30-90 Days IG-1-Q 2000.78 No Treasury