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 Bank Yes 45816.72 Day 33 6449.91 Open A-2 7542.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31663.07 Day 33 637.83 <30 Days A-3 3148.65 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58168.41 Day 33 2545.42 30-90 Days A-4 3185.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96185.95 Day 33 4853.71 Open A-5 7607.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17459.77 Day 33 499.62 30-90 Days CB-1 2355.97 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31815.01 Day 33 1279.51 <30 Days CB-2 4053.84 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73784.60 Day 33 9909.96 Open CB-3 3153.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51336.47 Day 33 121.37 <30 Days E-1 8304.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17191.40 Day 33 1829.44 91-180 Days E-2 1406.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72928.25 Day 33 5504.49 Open G-1 30.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22758.40 Day 33 280.52 91-180 Days G-2 4395.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38207.04 Day 33 3323.02 30-90 Days G-3 3046.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45553.35 Day 33 2537.50 <30 Days IG-1 5247.47 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 8953.97 Day 33 1223.25 <30 Days IG-2 331.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 91231.49 Day 33 10033.38 Open S-1 11230.91 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11710.50 Day 33 944.70 30-90 Days S-2 1166.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 14841.81 Day 33 648.95 91-180 Days S-3 1931.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70851.60 Day 33 8692.72 91-180 Days S-4 10676.84 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34119.65 Day 33 4815.97 <30 Days S-5 1891.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 53089.16 Day 33 4414.39 Open S-6 7513.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101508.57 Day 33 2671.91 <30 Days S-7 3407.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 113473.81 Day 34 8580.79 <30 Days A-0-Q 12753.20 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71211.81 Day 34 6647.27 91-180 Days A-1-Q 5485.11 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108915.97 Day 34 6940.28 30-90 Days A-2-Q 15461.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9932.99 Day 34 804.03 <30 Days A-3-Q 779.14 No Finance