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 Yes 111708.10 Day 54 14425.41 91-180 Days S-2 1740.15 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 53280.90 Day 54 3242.93 Open S-3 4612.88 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 110033.16 Day 54 8942.63 Open S-4 9047.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 77899.68 Day 54 1146.42 91-180 Days S-5 12649.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 39295.22 Day 54 3000.09 30-90 Days S-6 2364.86 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 91095.16 Day 54 11683.99 30-90 Days S-7 9337.97 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 20896.58 Day 55 102.03 Open A-0-Q 799.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 20786.46 Day 55 2796.40 Open A-1-Q 446.62 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 25544.47 Day 55 2221.53 91-180 Days A-2-Q 4767.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 10780.62 Day 55 917.47 91-180 Days A-3-Q 1470.62 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 71167.13 Day 55 10209.62 Open A-4-Q 6497.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 36947.47 Day 55 1452.65 30-90 Days A-5-Q 684.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 63533.36 Day 55 3300.23 <30 Days CB-1-Q 8800.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 111629.06 Day 55 5927.84 Open CB-2-Q 5967.94 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 31465.96 Day 55 349.95 <30 Days S-1-Q 4697.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 69830.78 Day 55 6763.19 <30 Days S-2-Q 2700.59 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 97677.57 Day 55 11301.91 <30 Days S-3-Q 14567.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110047.62 Day 55 9389.11 30-90 Days S-4-Q 4730.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 36525.67 Day 55 3725.65 30-90 Days CB-3-Q 3783.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 6400.58 Day 55 866.00 30-90 Days G-1-Q 810.81 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 71611.90 Day 55 3108.71 <30 Days G-2-Q 425.71 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 94570.89 Day 55 12584.40 Open G-3-Q 11069.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 92705.63 Day 55 1024.63 Open S-5-Q 2823.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 73286.56 Day 55 3730.10 91-180 Days S-6-Q 3287.90 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 108676.93 Day 55 278.17 Open S-7-Q 17680.35 No Finance