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 110637.08 121 - 150 Days 2370.69 91-180 Days N-4 13444.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 20582.74 121 - 150 Days 3072.96 Open N-5 461.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86072.83 121 - 150 Days 11187.02 <30 Days N-6 1630.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13014.74 121 - 150 Days 1511.11 <30 Days N-7 1999.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 40478.21 121 - 150 Days 5916.35 91-180 Days P-1 122.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43352.02 121 - 150 Days 6256.63 Open P-2 4978.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26954.86 121 - 150 Days 1475.32 <30 Days S-8 138.63 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18170.94 121 - 150 Days 974.88 30-90 Days Y-1 3168.32 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74146.62 121 - 150 Days 6513.03 91-180 Days Y-2 10116.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 103144.72 121 - 150 Days 52.27 <30 Days Y-3 13169.68 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2536.41 121 - 150 Days 299.37 Open Y-4 1.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29741.28 121 - 150 Days 1728.31 30-90 Days Z-1 933.89 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 89316.99 121 - 150 Days 7686.15 91-180 Days A-2 9645.04 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27161.99 121 - 150 Days 2155.55 Open A-3 1588.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 67779.56 121 - 150 Days 6064.13 <30 Days A-4 3640.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 969.57 121 - 150 Days 75.52 <30 Days A-5 54.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 96721.84 121 - 150 Days 2912.83 <30 Days CB-1 5168.32 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99927.45 121 - 150 Days 10601.59 Open CB-2 10011.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88274.92 121 - 150 Days 5228.82 91-180 Days CB-3 13178.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78676.07 121 - 150 Days 2038.90 30-90 Days E-1 3383.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 62989.16 121 - 150 Days 5027.13 Open E-2 7519.76 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 43426.96 121 - 150 Days 3764.76 30-90 Days G-1 3716.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 88157.84 121 - 150 Days 551.84 30-90 Days G-2 1783.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 31605.79 121 - 150 Days 3212.65 91-180 Days G-3 5666.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92780.66 121 - 150 Days 7527.83 <30 Days IG-1 1808.40 Yes Liberty Wealth Management LLC Treasury