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 Yes 33770.16 >4 Yr <= 5 Yr 3265.84 <30 Days E-4 5180.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 75536.34 >4 Yr <= 5 Yr 6035.40 91-180 Days E-5 13782.58 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 84143.22 >4 Yr <= 5 Yr 5901.32 91-180 Days E-6 16766.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 105605.26 >4 Yr <= 5 Yr 9154.71 Open E-7 9480.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 92886.57 >4 Yr <= 5 Yr 3312.22 30-90 Days E-8 16801.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 82138.65 >4 Yr <= 5 Yr 5545.65 30-90 Days E-9 13829.61 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 18764.02 >4 Yr <= 5 Yr 2528.74 30-90 Days G-4 1585.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 60868.23 >4 Yr <= 5 Yr 8118.96 Open IG-3 8500.42 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 29868.42 >4 Yr <= 5 Yr 1797.22 <30 Days IG-4 1644.73 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 72823.93 >4 Yr <= 5 Yr 7063.19 <30 Days IG-5 362.48 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 57380.71 >4 Yr <= 5 Yr 6027.71 <30 Days IG-6 10870.16 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 70956.94 >4 Yr <= 5 Yr 10525.64 91-180 Days IG-7 8616.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 90512.58 >4 Yr <= 5 Yr 4252.27 30-90 Days IG-8 5245.24 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 70642.70 >4 Yr <= 5 Yr 2000.74 <30 Days L-1 2880.31 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 Yes 97732.32 >4 Yr <= 5 Yr 7046.70 Open L-10 18312.62 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 Yes 24791.78 >4 Yr <= 5 Yr 2273.46 <30 Days L-11 1605.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 78770.16 >4 Yr <= 5 Yr 3772.14 91-180 Days L-2 1258.14 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 111933.21 >4 Yr <= 5 Yr 4113.81 Open L-3 9110.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 22666.52 >4 Yr <= 5 Yr 440.65 91-180 Days L-4 1247.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 43713.41 >4 Yr <= 5 Yr 4729.70 <30 Days L-5 2330.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 43854.26 >4 Yr <= 5 Yr 574.74 30-90 Days L-6 2607.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 73110.35 >4 Yr <= 5 Yr 8842.40 <30 Days L-7 13360.18 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 108421.10 >4 Yr <= 5 Yr 2000.69 91-180 Days L-8 1103.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 15780.97 >4 Yr <= 5 Yr 2364.56 91-180 Days L-9 1160.13 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 20980.53 >4 Yr <= 5 Yr 864.96 91-180 Days LC-1 241.83 No Finance