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 4799.03 151 - 179 Days 683.72 30-90 Days IG-3 401.78 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54696.64 151 - 179 Days 2742.23 <30 Days IG-4 22.86 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73741.02 151 - 179 Days 10062.77 30-90 Days IG-5 7528.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84377.14 151 - 179 Days 9665.31 30-90 Days IG-6 4848.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64261.04 151 - 179 Days 351.70 30-90 Days IG-7 7860.62 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 71329.14 151 - 179 Days 9902.01 <30 Days IG-8 11704.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 28313.77 151 - 179 Days 2149.62 Open L-1 2314.97 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46487.24 151 - 179 Days 1753.90 Open L-10 8819.63 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85808.66 151 - 179 Days 1412.01 <30 Days L-11 9618.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93976.43 151 - 179 Days 4240.60 <30 Days L-2 18520.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99952.83 151 - 179 Days 5131.92 <30 Days L-3 7484.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55406.45 151 - 179 Days 6626.86 30-90 Days L-4 4100.93 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 973.85 151 - 179 Days 63.20 Open L-5 174.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31656.37 151 - 179 Days 2542.75 91-180 Days L-6 3640.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7176.49 151 - 179 Days 385.10 <30 Days L-7 985.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45322.57 151 - 179 Days 5814.48 <30 Days L-8 2633.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98744.76 151 - 179 Days 10606.42 <30 Days L-9 9515.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85058.17 151 - 179 Days 1294.99 Open LC-1 4937.51 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 84544.76 151 - 179 Days 1890.45 Open LC-2 1069.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20909.57 151 - 179 Days 995.28 <30 Days N-1 1384.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 45243.02 151 - 179 Days 3118.17 <30 Days N-2 2472.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85767.17 151 - 179 Days 5172.33 30-90 Days N-3 3484.01 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52415.64 151 - 179 Days 6861.74 30-90 Days N-4 6512.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 15883.55 151 - 179 Days 1228.99 <30 Days N-5 247.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 36450.19 151 - 179 Days 1519.76 91-180 Days N-6 1319.57 No Legal