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 24493.44 >= 1 Yr <= 2 Yr 3441.07 91-180 Days S-6-Q 4534.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47680.13 >= 1 Yr <= 2 Yr 7088.16 Open S-7-Q 5544.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93428.76 >= 1 Yr <= 2 Yr 2441.12 91-180 Days E-1-Q 2217.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74605.43 >= 1 Yr <= 2 Yr 4319.20 91-180 Days E-2-Q 26.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71808.15 >= 1 Yr <= 2 Yr 1007.56 30-90 Days IG-1-Q 13664.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 21598.75 >= 1 Yr <= 2 Yr 515.08 91-180 Days IG-2-Q 2124.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32871.80 >= 1 Yr <= 2 Yr 4542.06 Open C-1 3901.62 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9607.42 >= 1 Yr <= 2 Yr 660.06 <30 Days CB-4 440.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89620.32 >= 1 Yr <= 2 Yr 4224.80 30-90 Days E-10 5393.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 14517.08 >= 1 Yr <= 2 Yr 1401.18 30-90 Days E-3 2645.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11663.43 >= 1 Yr <= 2 Yr 301.43 Open E-4 1821.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65411.74 >= 1 Yr <= 2 Yr 3909.86 30-90 Days E-5 1433.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21855.98 >= 1 Yr <= 2 Yr 3020.46 Open E-6 3829.56 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38621.71 >= 1 Yr <= 2 Yr 422.20 91-180 Days E-7 6002.80 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106473.21 >= 1 Yr <= 2 Yr 2694.38 Open E-8 6334.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 65988.69 >= 1 Yr <= 2 Yr 6854.69 <30 Days E-9 11080.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68822.35 >= 1 Yr <= 2 Yr 4716.77 30-90 Days G-4 3611.09 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5665.42 >= 1 Yr <= 2 Yr 190.67 30-90 Days IG-3 53.77 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10071.43 >= 1 Yr <= 2 Yr 936.45 91-180 Days IG-4 1085.13 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54334.75 >= 1 Yr <= 2 Yr 2794.06 30-90 Days IG-5 3709.35 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83059.90 >= 1 Yr <= 2 Yr 4728.01 91-180 Days IG-6 16339.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 727.51 >= 1 Yr <= 2 Yr 65.34 30-90 Days IG-7 25.45 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108370.98 >= 1 Yr <= 2 Yr 3138.19 91-180 Days IG-8 3100.33 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108073.14 >= 1 Yr <= 2 Yr 14112.70 <30 Days L-1 125.22 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 5086.09 >= 1 Yr <= 2 Yr 291.35 91-180 Days L-10 445.32 Yes Liberty Wealth Management LLC Risk Management