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 66445.64 >4 Yr <= 5 Yr 3941.81 <30 Days N-6 8469.53 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54694.07 >4 Yr <= 5 Yr 4258.10 91-180 Days N-7 1491.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93704.76 >4 Yr <= 5 Yr 2072.11 Open P-1 9257.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9221.20 >4 Yr <= 5 Yr 1130.46 <30 Days P-2 213.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61012.26 >4 Yr <= 5 Yr 5642.07 91-180 Days S-8 4662.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82787.75 >4 Yr <= 5 Yr 9572.41 30-90 Days Y-1 16494.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 37101.56 >4 Yr <= 5 Yr 1510.43 <30 Days Y-2 1510.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 108826.75 >4 Yr <= 5 Yr 1419.34 Open Y-3 2305.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 2440.49 >4 Yr <= 5 Yr 338.37 91-180 Days Y-4 158.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 110486.79 >4 Yr <= 5 Yr 301.97 Open Z-1 11852.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84136.16 >4 Yr <= 5 Yr 6867.35 30-90 Days A-2 6474.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 112091.93 >4 Yr <= 5 Yr 614.75 Open A-3 9110.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 76491.74 >4 Yr <= 5 Yr 6839.38 Open A-4 9640.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 82760.11 >4 Yr <= 5 Yr 1286.02 Open A-5 6890.73 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 24147.84 >4 Yr <= 5 Yr 2350.61 30-90 Days CB-1 3556.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 90664.38 >4 Yr <= 5 Yr 5557.65 30-90 Days CB-2 8149.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 69732.72 >4 Yr <= 5 Yr 8086.11 30-90 Days CB-3 7704.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 7149.41 >4 Yr <= 5 Yr 421.91 30-90 Days E-1 388.37 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 83181.55 >4 Yr <= 5 Yr 1643.55 91-180 Days E-2 16189.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 102451.39 >4 Yr <= 5 Yr 8021.13 30-90 Days G-1 18366.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 107062.42 >4 Yr <= 5 Yr 8359.58 91-180 Days G-2 16015.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45415.49 >4 Yr <= 5 Yr 4658.49 91-180 Days G-3 4565.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 26551.72 >4 Yr <= 5 Yr 1767.31 <30 Days IG-1 1490.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73776.33 >4 Yr <= 5 Yr 6731.93 30-90 Days IG-2 10632.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41670.87 >4 Yr <= 5 Yr 3331.59 Open S-1 2791.38 Yes Liberty International Finance Ltd. Legal