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 Yes 55691.51 >3 Yr <= 4 Yr 4295.05 91-180 Days IG-1 3387.95 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 10654.05 >3 Yr <= 4 Yr 393.85 Open IG-2 533.83 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 99633.59 >3 Yr <= 4 Yr 12726.90 Open S-1 13865.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 109702.43 >3 Yr <= 4 Yr 14701.93 91-180 Days S-2 21144.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 88834.37 >3 Yr <= 4 Yr 12836.53 30-90 Days S-3 404.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 38862.89 >3 Yr <= 4 Yr 701.82 Open S-4 5113.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 1754.87 >3 Yr <= 4 Yr 180.76 <30 Days S-5 126.90 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 69809.93 >3 Yr <= 4 Yr 5557.75 <30 Days S-6 8120.58 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 66485.84 >3 Yr <= 4 Yr 7440.99 Open S-7 12409.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 52747.31 >4 Yr <= 5 Yr 391.09 <30 Days A-0-Q 2810.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 30291.05 >4 Yr <= 5 Yr 2743.51 Open A-1-Q 445.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 44005.70 >4 Yr <= 5 Yr 5159.89 30-90 Days A-2-Q 661.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 73375.38 >4 Yr <= 5 Yr 5750.94 91-180 Days A-3-Q 11972.10 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 35633.66 >4 Yr <= 5 Yr 2600.10 30-90 Days A-4-Q 909.75 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 62046.42 >4 Yr <= 5 Yr 8532.34 91-180 Days A-5-Q 5575.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 19217.93 >4 Yr <= 5 Yr 138.48 91-180 Days CB-1-Q 3765.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 13155.53 >4 Yr <= 5 Yr 633.72 91-180 Days CB-2-Q 1298.62 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 55560.55 >4 Yr <= 5 Yr 2563.80 30-90 Days S-1-Q 2986.85 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 86740.50 >4 Yr <= 5 Yr 3627.82 30-90 Days S-2-Q 10355.15 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 57786.29 >4 Yr <= 5 Yr 177.29 91-180 Days S-3-Q 71.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 110394.22 >4 Yr <= 5 Yr 13512.30 Open S-4-Q 8699.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 37113.42 >4 Yr <= 5 Yr 3560.58 <30 Days CB-3-Q 6631.52 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 20241.30 >4 Yr <= 5 Yr 853.12 91-180 Days G-1-Q 1456.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 91154.18 >4 Yr <= 5 Yr 3658.98 30-90 Days G-2-Q 15084.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 11550.12 >4 Yr <= 5 Yr 111.49 Open G-3-Q 857.95 Yes Liberty Wealth Management LLC Risk Management