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 112060.39 >3 Yr <= 4 Yr 4625.06 91-180 Days A-5-Q 3796.91 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 10409.15 >3 Yr <= 4 Yr 769.04 91-180 Days CB-1-Q 209.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 15983.64 >3 Yr <= 4 Yr 239.43 <30 Days CB-2-Q 2552.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 102910.77 >3 Yr <= 4 Yr 7998.33 <30 Days S-1-Q 2823.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 5344.36 >3 Yr <= 4 Yr 82.39 30-90 Days S-2-Q 281.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 13439.36 >3 Yr <= 4 Yr 1453.49 Open S-3-Q 494.20 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 1633.15 >3 Yr <= 4 Yr 187.39 30-90 Days S-4-Q 69.65 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 42807.04 >3 Yr <= 4 Yr 2078.58 Open CB-3-Q 968.12 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 7430.60 >3 Yr <= 4 Yr 470.23 Open G-1-Q 0.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 93897.26 >3 Yr <= 4 Yr 4740.65 <30 Days G-2-Q 11686.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 92347.22 >3 Yr <= 4 Yr 9033.95 91-180 Days G-3-Q 7910.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 100427.55 >3 Yr <= 4 Yr 897.95 91-180 Days S-5-Q 694.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 112588.53 >3 Yr <= 4 Yr 13844.07 Open S-6-Q 13075.74 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 66814.99 >3 Yr <= 4 Yr 4320.65 30-90 Days S-7-Q 12535.06 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 176.35 >3 Yr <= 4 Yr 17.41 <30 Days E-1-Q 26.74 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 52630.72 >3 Yr <= 4 Yr 3558.57 91-180 Days E-2-Q 98.24 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 40998.70 >3 Yr <= 4 Yr 492.57 Open IG-1-Q 1730.72 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 4814.58 >3 Yr <= 4 Yr 334.10 30-90 Days IG-2-Q 414.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 96760.86 >3 Yr <= 4 Yr 12249.66 <30 Days C-1 16779.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 69540.47 >3 Yr <= 4 Yr 6678.42 91-180 Days CB-4 9890.59 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 58315.97 >3 Yr <= 4 Yr 2498.19 91-180 Days E-10 2351.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 1490.37 >3 Yr <= 4 Yr 161.77 91-180 Days E-3 173.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 26100.01 >3 Yr <= 4 Yr 2393.30 91-180 Days E-4 4678.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 45886.65 >3 Yr <= 4 Yr 5089.31 Open E-5 3304.10 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 42229.31 >3 Yr <= 4 Yr 2376.48 30-90 Days E-6 6771.17 Yes Liberty Mortgage Services Corp. Operations