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 No 29099.43 Day 30 1677.32 91-180 Days A-2-Q 27.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112416.61 Day 30 5705.60 <30 Days A-3-Q 6175.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 79986.58 Day 30 2384.97 Open A-4-Q 3263.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80995.33 Day 30 8356.14 30-90 Days A-5-Q 11666.77 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 67908.71 Day 30 6008.40 30-90 Days CB-1-Q 12896.14 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73400.62 Day 30 2714.66 Open CB-2-Q 10447.29 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56670.39 Day 30 4384.12 Open S-1-Q 10959.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55061.57 Day 30 3618.96 30-90 Days S-2-Q 10801.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43693.62 Day 30 2985.75 30-90 Days S-3-Q 3142.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72581.69 Day 30 7556.09 91-180 Days S-4-Q 5638.03 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74798.61 Day 30 1548.58 Open CB-3-Q 11051.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 102342.91 Day 30 9680.33 91-180 Days G-1-Q 18305.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35684.10 Day 30 1604.65 30-90 Days G-2-Q 2238.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43629.98 Day 30 3487.66 91-180 Days G-3-Q 3260.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10168.58 Day 30 1353.60 30-90 Days S-5-Q 1691.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72878.91 Day 30 7858.99 30-90 Days S-6-Q 2091.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69985.97 Day 30 6276.23 Open S-7-Q 923.86 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27676.22 Day 30 2656.80 <30 Days E-1-Q 3573.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53604.46 Day 30 885.42 30-90 Days E-2-Q 5057.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15825.49 Day 30 2128.68 91-180 Days IG-1-Q 2477.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46452.31 Day 30 5259.96 30-90 Days IG-2-Q 556.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50422.62 Day 30 3433.31 Open C-1 2061.90 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110795.02 Day 30 9734.00 91-180 Days CB-4 19244.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 45936.25 Day 30 4412.07 Open E-10 3089.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45580.25 Day 30 5823.06 30-90 Days E-3 5493.69 Yes Liberty Wealth Management LLC Operations