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 Financial Market Utility No 102185.81 >= 1 Yr <= 2 Yr 3922.71 Open S-2 1165.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 82429.50 >= 1 Yr <= 2 Yr 9567.95 30-90 Days S-3 4122.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 12732.04 >= 1 Yr <= 2 Yr 208.56 Open S-4 1405.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 56366.25 >= 1 Yr <= 2 Yr 1282.91 91-180 Days S-5 8376.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 24241.13 >= 1 Yr <= 2 Yr 1584.25 91-180 Days S-6 518.50 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 82944.69 >= 1 Yr <= 2 Yr 9758.19 30-90 Days S-7 12790.17 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 93281.94 >2 Yr <= 3 Yr 7505.58 <30 Days A-0-Q 3816.67 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 101576.29 >2 Yr <= 3 Yr 4556.10 30-90 Days A-1-Q 7383.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 47250.28 >2 Yr <= 3 Yr 4233.29 91-180 Days A-2-Q 5312.91 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 26533.18 >2 Yr <= 3 Yr 1352.34 Open A-3-Q 4937.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 27490.94 >2 Yr <= 3 Yr 1480.81 Open A-4-Q 4340.13 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 37005.00 >2 Yr <= 3 Yr 4348.71 Open A-5-Q 5613.38 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 65599.00 >2 Yr <= 3 Yr 6853.34 30-90 Days CB-1-Q 1493.21 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 85886.12 >2 Yr <= 3 Yr 10381.87 <30 Days CB-2-Q 16011.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 85456.43 >2 Yr <= 3 Yr 2647.31 Open S-1-Q 10994.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 102175.75 >2 Yr <= 3 Yr 366.36 30-90 Days S-2-Q 13631.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 1942.06 >2 Yr <= 3 Yr 177.59 91-180 Days S-3-Q 138.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 59891.09 >2 Yr <= 3 Yr 1871.26 91-180 Days S-4-Q 2582.09 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 38246.59 >2 Yr <= 3 Yr 1086.52 <30 Days CB-3-Q 6983.57 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 23303.49 >2 Yr <= 3 Yr 1385.25 30-90 Days G-1-Q 1201.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 95111.32 >2 Yr <= 3 Yr 11437.81 30-90 Days G-2-Q 7173.30 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 85202.14 >2 Yr <= 3 Yr 8883.01 Open G-3-Q 6421.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 26033.56 >2 Yr <= 3 Yr 1497.92 <30 Days S-5-Q 4180.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 92767.89 >2 Yr <= 3 Yr 5049.74 30-90 Days S-6-Q 12087.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 969.35 >2 Yr <= 3 Yr 65.26 91-180 Days S-7-Q 53.77 No Risk Management