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 7314.72 >2 Yr <= 3 Yr 126.13 Open S-4-Q 175.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 24995.05 >2 Yr <= 3 Yr 2197.20 30-90 Days CB-3-Q 1409.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 5583.31 >2 Yr <= 3 Yr 660.15 Open G-1-Q 881.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2202.50 >2 Yr <= 3 Yr 205.56 <30 Days G-2-Q 401.31 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 71759.32 >2 Yr <= 3 Yr 1511.82 91-180 Days G-3-Q 1178.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24997.84 >2 Yr <= 3 Yr 486.12 91-180 Days S-5-Q 3924.23 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91.55 >2 Yr <= 3 Yr 8.81 <30 Days S-6-Q 6.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80655.66 >2 Yr <= 3 Yr 5046.79 <30 Days S-7-Q 517.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 49509.74 >2 Yr <= 3 Yr 1878.15 <30 Days E-1-Q 7894.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 52761.05 >2 Yr <= 3 Yr 4731.41 30-90 Days E-2-Q 8811.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 16568.78 >2 Yr <= 3 Yr 1557.09 Open IG-1-Q 2415.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 11431.23 >2 Yr <= 3 Yr 25.38 <30 Days IG-2-Q 1584.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52369.39 >2 Yr <= 3 Yr 7399.05 Open C-1 4429.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92915.36 >2 Yr <= 3 Yr 10903.77 <30 Days CB-4 151.49 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46523.93 >2 Yr <= 3 Yr 5742.96 91-180 Days E-10 4356.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 47088.70 >2 Yr <= 3 Yr 2037.94 Open E-3 6691.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69624.19 >2 Yr <= 3 Yr 8366.29 Open E-4 9087.62 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 92628.39 >2 Yr <= 3 Yr 13623.65 <30 Days E-5 12723.33 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109469.20 >2 Yr <= 3 Yr 4458.08 91-180 Days E-6 6659.47 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 34564.82 >2 Yr <= 3 Yr 3795.49 <30 Days E-7 3757.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 106685.24 >2 Yr <= 3 Yr 4204.10 30-90 Days E-8 3514.22 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 29371.63 >2 Yr <= 3 Yr 3449.04 30-90 Days E-9 853.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19491.54 >2 Yr <= 3 Yr 2762.39 <30 Days G-4 815.47 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 59843.24 >2 Yr <= 3 Yr 5462.67 Open IG-3 9293.47 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 113413.21 >2 Yr <= 3 Yr 386.32 30-90 Days IG-4 14078.25 No Risk Management