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 85062.96 Day 43 2587.84 Open N-1 1890.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73117.21 Day 43 5746.51 Open N-2 706.31 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2902.16 Day 43 228.17 <30 Days N-3 200.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69216.71 Day 43 4471.52 30-90 Days N-4 8886.44 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26040.64 Day 43 1969.18 91-180 Days N-5 4931.85 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 102736.78 Day 43 1486.43 <30 Days N-6 118.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66749.75 Day 43 8014.96 <30 Days N-7 12516.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48662.45 Day 43 7078.52 <30 Days P-1 8115.47 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23820.01 Day 43 1542.73 91-180 Days P-2 249.40 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38601.49 Day 43 2106.73 Open S-8 2969.70 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 73596.21 Day 43 5646.03 <30 Days Y-1 12505.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 60035.08 Day 43 3097.08 <30 Days Y-2 11387.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51476.72 Day 43 7083.05 30-90 Days Y-3 8647.14 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58412.83 Day 43 1517.76 91-180 Days Y-4 8672.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 95308.13 Day 43 189.16 Open Z-1 17870.42 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44996.75 Day 43 1783.62 Open A-2 2132.16 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31141.28 Day 43 2974.23 30-90 Days A-3 3195.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82375.05 Day 43 9696.11 Open A-4 11018.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30751.17 Day 43 3455.91 30-90 Days A-5 2483.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 85656.26 Day 43 8233.03 <30 Days CB-1 10620.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26091.37 Day 43 2227.39 91-180 Days CB-2 2534.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61031.86 Day 43 8268.21 91-180 Days CB-3 3075.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16824.41 Day 43 1833.07 30-90 Days E-1 2516.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66900.67 Day 43 6343.94 Open E-2 1438.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 65908.83 Day 43 4211.50 91-180 Days G-1 3351.65 Yes Liberty Mortgage Services Corp. Legal