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 Other Supranational No 102532.78 83 - 90 Days 7347.63 30-90 Days S-8 1287.60 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 24497.92 83 - 90 Days 79.13 Open Y-1 3919.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 50286.32 83 - 90 Days 4600.03 Open Y-2 4186.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 86156.66 83 - 90 Days 5040.51 91-180 Days Y-3 16139.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 12563.40 83 - 90 Days 320.23 30-90 Days Y-4 2402.72 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 82096.19 83 - 90 Days 4603.95 30-90 Days Z-1 2521.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 113410.56 83 - 90 Days 11554.05 Open A-2 6921.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 99120.79 83 - 90 Days 11907.61 <30 Days A-3 11555.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 14289.62 83 - 90 Days 566.21 30-90 Days A-4 1259.48 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 69868.64 83 - 90 Days 3236.98 91-180 Days A-5 3099.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 90297.74 83 - 90 Days 651.52 91-180 Days CB-1 14650.39 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 73602.91 83 - 90 Days 8875.09 <30 Days CB-2 381.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 8942.03 83 - 90 Days 1030.72 30-90 Days CB-3 503.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 110577.33 83 - 90 Days 14148.65 <30 Days E-1 17599.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 22285.68 83 - 90 Days 2007.42 <30 Days E-2 2610.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 55557.19 83 - 90 Days 1539.47 30-90 Days G-1 2188.71 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 54719.12 83 - 90 Days 5300.91 Open G-2 10241.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 5896.90 83 - 90 Days 610.10 Open G-3 172.81 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 37649.62 83 - 90 Days 433.48 <30 Days IG-1 7156.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 68465.42 83 - 90 Days 292.29 30-90 Days IG-2 5599.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 36726.33 83 - 90 Days 466.22 Open S-1 2888.58 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 9989.23 83 - 90 Days 47.68 91-180 Days S-2 1092.39 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 6090.21 83 - 90 Days 448.45 Open S-3 264.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational Yes 4554.98 83 - 90 Days 424.82 30-90 Days S-4 567.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supranational No 102373.49 83 - 90 Days 1677.70 30-90 Days S-5 8280.07 No Treasury