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 Other Supervised Non-Bank Financial Entity No 70587.78 Day 24 2917.77 <30 Days Y-1 13460.35 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 66652.45 Day 24 480.90 Open Y-2 12722.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 22745.18 Day 24 1465.57 91-180 Days Y-3 69.80 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 11420.08 Day 24 1146.29 Open Y-4 1872.08 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 110326.88 Day 24 2078.04 <30 Days Z-1 1240.70 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 83144.03 Day 24 12277.75 <30 Days A-2 8376.17 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 69860.91 Day 24 5287.43 30-90 Days A-3 11478.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 42328.62 Day 24 1775.88 91-180 Days A-4 2249.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 102776.01 Day 24 5962.63 91-180 Days A-5 1420.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 102693.50 Day 24 3248.71 <30 Days CB-1 12684.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 5198.68 Day 24 580.21 30-90 Days CB-2 458.09 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 90040.16 Day 24 5790.16 Open CB-3 8575.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 51712.43 Day 24 3471.26 Open E-1 5911.34 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 105078.91 Day 24 2960.62 30-90 Days E-2 5737.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 47422.53 Day 24 1366.82 30-90 Days G-1 4897.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 7062.09 Day 24 477.17 91-180 Days G-2 1007.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 26919.53 Day 24 2479.73 Open G-3 1665.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 57309.59 Day 24 6529.55 <30 Days IG-1 1464.50 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 96345.24 Day 24 4294.21 30-90 Days IG-2 254.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 107368.51 Day 24 10013.89 <30 Days S-1 8110.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 22362.87 Day 24 1409.38 <30 Days S-2 1906.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 4904.62 Day 24 24.84 30-90 Days S-3 203.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 7131.17 Day 24 507.56 30-90 Days S-4 688.13 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 44877.63 Day 24 590.52 91-180 Days S-5 6496.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 19736.02 Day 24 322.86 30-90 Days S-6 3538.71 No Finance