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 111658.66 91 - 120 Days 197.19 91-180 Days IG-6 15763.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17723.44 91 - 120 Days 924.47 30-90 Days IG-7 492.34 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113452.58 91 - 120 Days 4645.23 <30 Days IG-8 10.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88763.43 91 - 120 Days 9215.13 <30 Days L-1 12380.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16992.87 91 - 120 Days 515.86 91-180 Days L-10 2690.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 42202.89 91 - 120 Days 5945.71 91-180 Days L-11 7781.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49772.30 91 - 120 Days 1318.16 30-90 Days L-2 6082.50 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65188.32 91 - 120 Days 3471.77 91-180 Days L-3 1532.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101693.34 91 - 120 Days 9825.14 91-180 Days L-4 16055.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11369.61 91 - 120 Days 1484.51 30-90 Days L-5 1170.05 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23142.12 91 - 120 Days 3329.24 <30 Days L-6 107.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96161.16 91 - 120 Days 6308.08 30-90 Days L-7 1003.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20083.12 91 - 120 Days 2725.54 91-180 Days L-8 177.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90569.33 91 - 120 Days 9266.99 <30 Days L-9 9683.12 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73223.87 91 - 120 Days 10423.48 30-90 Days LC-1 9643.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105357.26 91 - 120 Days 2636.87 30-90 Days LC-2 13457.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36667.48 91 - 120 Days 3962.12 30-90 Days N-1 5964.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60467.22 91 - 120 Days 6734.68 <30 Days N-2 3284.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37195.24 91 - 120 Days 1287.45 30-90 Days N-3 5374.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21190.84 91 - 120 Days 571.41 30-90 Days N-4 3671.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93090.11 91 - 120 Days 5210.44 91-180 Days N-5 3307.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101949.48 91 - 120 Days 9885.39 91-180 Days N-6 12222.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 59086.90 91 - 120 Days 2038.92 Open N-7 7160.54 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96606.73 91 - 120 Days 771.94 <30 Days P-1 7804.97 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39275.33 91 - 120 Days 4886.84 Open P-2 2425.75 No Legal