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 38662.87 Day 46 1267.43 Open P-2 3663.32 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30731.19 Day 46 1144.24 Open S-8 2923.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33573.03 Day 46 3526.71 <30 Days Y-1 5162.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4526.90 Day 46 458.29 Open Y-2 471.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31177.15 Day 46 404.20 <30 Days Y-3 2412.63 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9295.56 Day 46 943.01 30-90 Days Y-4 921.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88529.41 Day 46 9537.30 91-180 Days Z-1 9296.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 44280.24 Day 46 2071.26 <30 Days A-2 8312.18 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1724.23 Day 46 209.43 91-180 Days A-3 271.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 34228.70 Day 46 4436.97 91-180 Days A-4 1895.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 70757.22 Day 46 543.45 <30 Days A-5 11859.20 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96011.62 Day 46 5359.43 Open CB-1 7027.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83266.04 Day 46 11719.61 Open CB-2 15407.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84678.32 Day 46 6983.04 91-180 Days CB-3 12456.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28911.49 Day 46 3848.73 Open E-1 996.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19864.59 Day 46 225.89 <30 Days E-2 1848.19 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43255.80 Day 46 1811.87 Open G-1 4487.14 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 72477.59 Day 46 4839.32 <30 Days G-2 10527.97 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80039.13 Day 46 8605.78 91-180 Days G-3 12446.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 578.55 Day 46 71.70 30-90 Days IG-1 72.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64112.80 Day 46 1023.19 <30 Days IG-2 8743.44 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41635.87 Day 46 1607.82 <30 Days S-1 1918.34 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56368.42 Day 46 4312.71 <30 Days S-2 1655.60 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83635.11 Day 46 6413.00 91-180 Days S-3 2537.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111752.89 Day 46 8232.50 Open S-4 19958.18 Yes Liberty Wealth Management LLC Legal