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 Central Bank No 91456.14 Day 39 12609.90 30-90 Days A-2 17734.09 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 83237.28 Day 39 3204.76 30-90 Days A-3 4608.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 48002.98 Day 39 4062.57 91-180 Days A-4 2091.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69698.39 Day 39 10262.67 30-90 Days A-5 13592.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 87811.34 Day 39 11231.00 <30 Days CB-1 9843.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 68370.50 Day 39 2200.85 30-90 Days CB-2 2714.38 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 73374.29 Day 39 243.53 <30 Days CB-3 3334.55 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 29263.87 Day 39 3174.57 Open E-1 4806.39 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 27489.75 Day 39 3081.68 91-180 Days E-2 4882.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 57184.69 Day 39 974.30 Open G-1 5178.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 55225.43 Day 39 8209.14 30-90 Days G-2 2260.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 88516.20 Day 39 8451.82 Open G-3 7291.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 106497.66 Day 39 13546.05 30-90 Days IG-1 753.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91774.32 Day 39 1843.90 91-180 Days IG-2 4124.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 72764.93 Day 39 8930.53 30-90 Days S-1 8616.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 33500.29 Day 39 940.36 30-90 Days S-2 761.29 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90796.12 Day 39 9567.75 30-90 Days S-3 8922.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 113477.54 Day 39 3675.38 30-90 Days S-4 19274.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 30490.83 Day 39 3230.00 Open S-5 1080.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 89098.90 Day 39 11822.82 <30 Days S-6 14322.25 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 44548.53 Day 39 18.46 <30 Days S-7 436.57 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 38681.08 Day 40 1397.25 30-90 Days A-0-Q 4652.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 67418.08 Day 40 9110.15 91-180 Days A-1-Q 1540.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36496.58 Day 40 5375.12 30-90 Days A-2-Q 2666.75 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8774.92 Day 40 1238.55 30-90 Days A-3-Q 6.63 No Treasury