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 52111.15 151 - 179 Days 1009.05 Open L-11 3646.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51933.17 151 - 179 Days 2861.37 30-90 Days L-2 2302.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 6053.11 151 - 179 Days 337.17 91-180 Days L-3 1000.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 253.77 151 - 179 Days 10.61 <30 Days L-4 19.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65910.58 151 - 179 Days 5269.38 91-180 Days L-5 11570.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28057.90 151 - 179 Days 3635.68 91-180 Days L-6 5460.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65049.66 151 - 179 Days 3274.27 Open L-7 8106.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29353.13 151 - 179 Days 3361.12 91-180 Days L-8 30.18 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 42912.48 151 - 179 Days 2582.53 91-180 Days L-9 8397.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32313.01 151 - 179 Days 750.31 91-180 Days LC-1 6363.39 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109147.78 151 - 179 Days 5864.25 <30 Days LC-2 12377.84 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46274.47 151 - 179 Days 1270.25 30-90 Days N-1 8843.21 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 112140.53 151 - 179 Days 15332.23 <30 Days N-2 16589.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 82955.68 151 - 179 Days 5507.53 <30 Days N-3 8770.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 64721.54 151 - 179 Days 427.46 <30 Days N-4 7167.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 39138.64 151 - 179 Days 2869.76 Open N-5 3616.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60748.54 151 - 179 Days 4355.22 Open N-6 1896.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46467.06 151 - 179 Days 6943.75 30-90 Days N-7 1427.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 83839.65 151 - 179 Days 737.57 91-180 Days P-1 7775.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38350.83 151 - 179 Days 970.57 91-180 Days P-2 2217.97 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111828.59 151 - 179 Days 1874.66 Open S-8 19847.32 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45607.39 151 - 179 Days 824.81 91-180 Days Y-1 3039.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 59127.70 151 - 179 Days 4019.52 30-90 Days Y-2 8895.98 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 21396.45 151 - 179 Days 691.14 91-180 Days Y-3 143.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 33296.39 151 - 179 Days 807.55 91-180 Days Y-4 2000.91 Yes Liberty Mortgage Services Corp. Operations