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 No 105703.30 Day 50 6483.02 <30 Days E-7 11097.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 37568.22 Day 50 1437.54 <30 Days E-8 1310.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105924.61 Day 50 14167.35 Open E-9 19467.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 16993.29 Day 50 391.14 91-180 Days G-4 241.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82837.00 Day 50 4300.18 <30 Days IG-3 2120.75 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73761.69 Day 50 9692.43 91-180 Days IG-4 14600.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86498.93 Day 50 7386.38 Open IG-5 6439.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 14774.57 Day 50 1010.61 91-180 Days IG-6 1025.70 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 105009.61 Day 50 7122.80 91-180 Days IG-7 2352.73 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 7921.12 Day 50 138.41 91-180 Days IG-8 1111.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112135.82 Day 50 7632.61 91-180 Days L-1 2590.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 16266.07 Day 50 67.72 30-90 Days L-10 954.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53977.63 Day 50 2586.76 91-180 Days L-11 7022.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77342.70 Day 50 2346.00 30-90 Days L-2 2217.39 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 80367.04 Day 50 918.54 91-180 Days L-3 9416.39 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 69257.96 Day 50 6579.02 30-90 Days L-4 12855.24 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33778.68 Day 50 3598.96 91-180 Days L-5 5075.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53838.39 Day 50 7131.97 30-90 Days L-6 2418.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 53728.78 Day 50 3950.10 Open L-7 8254.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33439.87 Day 50 4441.96 91-180 Days L-8 5789.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62109.49 Day 50 3672.74 <30 Days L-9 9862.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52010.42 Day 50 5266.08 30-90 Days LC-1 10116.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 27922.98 Day 50 882.81 30-90 Days LC-2 1017.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106319.83 Day 50 12328.80 Open N-1 18366.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88958.74 Day 50 4312.74 Open N-2 15106.76 Yes Liberty Mortgage Services Corp. Legal