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 54788.04 >2 Yr <= 3 Yr 3627.08 30-90 Days S-5 3511.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 101693.35 >2 Yr <= 3 Yr 10675.15 30-90 Days S-6 19043.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 92962.21 >2 Yr <= 3 Yr 6131.72 30-90 Days S-7 86.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 77691.10 >3 Yr <= 4 Yr 8013.20 91-180 Days A-0-Q 13592.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 90161.98 >3 Yr <= 4 Yr 475.32 <30 Days A-1-Q 8283.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 1763.61 >3 Yr <= 4 Yr 48.07 91-180 Days A-2-Q 321.10 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108784.14 >3 Yr <= 4 Yr 15504.52 30-90 Days A-3-Q 3982.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22248.59 >3 Yr <= 4 Yr 694.98 91-180 Days A-4-Q 2850.13 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74790.90 >3 Yr <= 4 Yr 5754.56 <30 Days A-5-Q 11828.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17702.64 >3 Yr <= 4 Yr 760.45 <30 Days CB-1-Q 1013.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 57223.46 >3 Yr <= 4 Yr 7642.74 Open CB-2-Q 8082.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 95534.86 >3 Yr <= 4 Yr 8509.28 91-180 Days S-1-Q 17368.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61475.52 >3 Yr <= 4 Yr 8550.24 <30 Days S-2-Q 9213.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 36557.48 >3 Yr <= 4 Yr 945.47 <30 Days S-3-Q 4678.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 65811.85 >3 Yr <= 4 Yr 2670.69 30-90 Days S-4-Q 5752.26 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60289.87 >3 Yr <= 4 Yr 5916.46 91-180 Days CB-3-Q 6216.78 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 81237.35 >3 Yr <= 4 Yr 1254.47 30-90 Days G-1-Q 15050.71 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 5852.65 >3 Yr <= 4 Yr 676.12 <30 Days G-2-Q 415.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88554.22 >3 Yr <= 4 Yr 5323.83 30-90 Days G-3-Q 1901.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 74563.83 >3 Yr <= 4 Yr 11050.97 30-90 Days S-5-Q 9553.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 33652.28 >3 Yr <= 4 Yr 2280.89 91-180 Days S-6-Q 5494.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 87831.28 >3 Yr <= 4 Yr 7059.39 91-180 Days S-7-Q 5204.38 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 15234.45 >3 Yr <= 4 Yr 2278.72 <30 Days E-1-Q 641.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 67879.32 >3 Yr <= 4 Yr 4457.22 91-180 Days E-2-Q 3893.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 91212.90 >3 Yr <= 4 Yr 3969.19 30-90 Days IG-1-Q 4014.64 No Operations