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 102442.83 180 - 270 Days 5217.01 30-90 Days G-2 7612.06 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26917.40 180 - 270 Days 849.52 <30 Days G-3 912.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 99869.05 180 - 270 Days 2972.22 91-180 Days IG-1 3710.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54879.88 180 - 270 Days 4072.60 Open IG-2 8524.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82277.01 180 - 270 Days 1713.81 91-180 Days S-1 15126.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51454.35 180 - 270 Days 6356.01 Open S-2 8441.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75867.52 180 - 270 Days 10158.32 <30 Days S-3 13223.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94272.91 180 - 270 Days 10379.23 <30 Days S-4 4974.55 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67509.02 180 - 270 Days 5800.36 91-180 Days S-5 4425.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 48724.54 180 - 270 Days 7096.77 91-180 Days S-6 8616.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 42401.93 180 - 270 Days 3567.27 <30 Days S-7 6870.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45257.18 271 - 364 Days 4398.91 Open A-0-Q 8242.46 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15315.85 271 - 364 Days 394.58 <30 Days A-1-Q 1676.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109873.63 271 - 364 Days 6725.15 Open A-2-Q 21758.53 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83740.59 271 - 364 Days 2506.27 <30 Days A-3-Q 1306.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 50975.18 271 - 364 Days 6563.16 91-180 Days A-4-Q 3546.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 8296.68 271 - 364 Days 582.25 30-90 Days A-5-Q 8.17 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87543.57 271 - 364 Days 3082.72 91-180 Days CB-1-Q 1822.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50479.13 271 - 364 Days 1225.98 Open CB-2-Q 8849.21 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4758.63 271 - 364 Days 348.48 <30 Days S-1-Q 523.86 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65117.27 271 - 364 Days 7504.68 30-90 Days S-2-Q 2423.31 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 16219.56 271 - 364 Days 1142.68 Open S-3-Q 1193.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101836.21 271 - 364 Days 8132.29 91-180 Days S-4-Q 10272.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 25955.59 271 - 364 Days 2465.22 91-180 Days CB-3-Q 2194.22 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 97744.76 271 - 364 Days 8563.22 91-180 Days G-1-Q 10998.98 Yes Liberty Capital Markets Inc. Treasury