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 107922.66 >= 1 Yr <= 2 Yr 14655.59 <30 Days A-0-Q 21095.94 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2886.14 >= 1 Yr <= 2 Yr 289.45 91-180 Days A-1-Q 63.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2647.26 >= 1 Yr <= 2 Yr 252.59 <30 Days A-2-Q 222.66 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 28940.95 >= 1 Yr <= 2 Yr 429.77 Open A-3-Q 1125.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31728.55 >= 1 Yr <= 2 Yr 3249.59 91-180 Days A-4-Q 3831.26 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 55421.81 >= 1 Yr <= 2 Yr 5234.79 91-180 Days A-5-Q 2431.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54837.65 >= 1 Yr <= 2 Yr 2140.08 Open CB-1-Q 2408.86 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9750.53 >= 1 Yr <= 2 Yr 397.69 Open CB-2-Q 1097.15 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 101306.94 >= 1 Yr <= 2 Yr 2322.50 91-180 Days S-1-Q 755.20 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92972.78 >= 1 Yr <= 2 Yr 11307.54 91-180 Days S-2-Q 12027.27 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 111704.31 >= 1 Yr <= 2 Yr 15960.18 91-180 Days S-3-Q 3719.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111738.17 >= 1 Yr <= 2 Yr 8199.03 30-90 Days S-4-Q 20742.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 107397.38 >= 1 Yr <= 2 Yr 50.92 91-180 Days CB-3-Q 14850.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 62656.62 >= 1 Yr <= 2 Yr 9091.61 Open G-1-Q 12505.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94217.87 >= 1 Yr <= 2 Yr 3407.87 30-90 Days G-2-Q 16086.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63102.57 >= 1 Yr <= 2 Yr 480.13 <30 Days G-3-Q 2172.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84842.58 >= 1 Yr <= 2 Yr 12053.29 <30 Days S-5-Q 11191.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 56462.38 >= 1 Yr <= 2 Yr 6783.59 <30 Days S-6-Q 10920.97 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18951.35 >= 1 Yr <= 2 Yr 276.28 Open S-7-Q 1123.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17072.64 >= 1 Yr <= 2 Yr 1785.40 30-90 Days E-1-Q 569.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 11531.66 >= 1 Yr <= 2 Yr 503.94 Open E-2-Q 202.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 112736.49 >= 1 Yr <= 2 Yr 10861.37 <30 Days IG-1-Q 22333.44 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4067.63 >= 1 Yr <= 2 Yr 449.41 91-180 Days IG-2-Q 134.07 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 78469.70 >= 1 Yr <= 2 Yr 9808.63 Open C-1 12417.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 43931.94 >= 1 Yr <= 2 Yr 4256.42 <30 Days CB-4 6770.46 Yes Liberty Wealth Management LLC Treasury