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 47234.67 >4 Yr <= 5 Yr 1956.56 <30 Days Y-4 1822.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 107085.95 >4 Yr <= 5 Yr 10289.88 30-90 Days Z-1 9254.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 69769.59 >4 Yr <= 5 Yr 7386.60 30-90 Days A-2 11664.22 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 104965.26 >4 Yr <= 5 Yr 14787.35 <30 Days A-3 453.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 92590.31 >4 Yr <= 5 Yr 3898.41 <30 Days A-4 15428.52 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 55321.33 >4 Yr <= 5 Yr 4101.43 <30 Days A-5 520.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 112109.42 >4 Yr <= 5 Yr 15263.84 <30 Days CB-1 672.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 76895.22 >4 Yr <= 5 Yr 10149.22 Open CB-2 357.74 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 110030.34 >4 Yr <= 5 Yr 14826.10 <30 Days CB-3 106.85 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 28223.57 >4 Yr <= 5 Yr 538.19 <30 Days E-1 2767.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 55309.88 >4 Yr <= 5 Yr 2887.60 91-180 Days E-2 8550.66 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 68610.58 >4 Yr <= 5 Yr 3041.10 91-180 Days G-1 6861.42 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 24043.93 >4 Yr <= 5 Yr 2816.25 91-180 Days G-2 1714.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 33096.41 >4 Yr <= 5 Yr 4753.69 91-180 Days G-3 5474.42 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 3055.15 >4 Yr <= 5 Yr 427.89 91-180 Days IG-1 586.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 5515.39 >4 Yr <= 5 Yr 232.89 91-180 Days IG-2 937.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 26803.15 >4 Yr <= 5 Yr 1238.04 30-90 Days S-1 3406.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 71507.20 >4 Yr <= 5 Yr 5881.19 <30 Days S-2 999.63 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 44360.18 >4 Yr <= 5 Yr 1440.84 Open S-3 3534.12 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 44467.66 >4 Yr <= 5 Yr 3415.56 <30 Days S-4 7558.48 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 39924.53 >4 Yr <= 5 Yr 2723.89 <30 Days S-5 5973.74 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 66728.70 >4 Yr <= 5 Yr 5200.42 30-90 Days S-6 7889.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 47021.35 >4 Yr <= 5 Yr 4564.61 <30 Days S-7 3426.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 61658.82 >5 Yr 7943.83 Open A-0-Q 12146.97 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 14388.08 >5 Yr 288.65 Open A-1-Q 1917.63 Yes Liberty Mortgage Services Corp. Risk Management