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 GSE No 6165.72 Day 14 563.05 <30 Days G-3 1029.32 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30442.57 Day 14 1642.79 Open IG-1 2055.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27140.20 Day 14 3484.20 30-90 Days IG-2 4116.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94136.59 Day 14 7852.53 <30 Days S-1 1393.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23738.07 Day 14 2737.71 30-90 Days S-2 1077.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2726.75 Day 14 307.63 91-180 Days S-3 186.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24035.98 Day 14 1277.69 30-90 Days S-4 988.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52639.61 Day 14 3643.71 Open S-5 7909.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10171.12 Day 14 70.69 30-90 Days S-6 1364.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96525.65 Day 14 11431.63 30-90 Days S-7 11848.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75332.86 Day 15 10630.61 30-90 Days A-0-Q 13050.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106557.53 Day 15 2233.17 <30 Days A-1-Q 14412.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1132.86 Day 15 147.15 91-180 Days A-2-Q 222.00 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46913.22 Day 15 4103.01 Open A-3-Q 113.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94643.90 Day 15 12237.11 Open A-4-Q 6298.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104384.88 Day 15 11435.37 30-90 Days A-5-Q 14881.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58270.50 Day 15 4766.77 <30 Days CB-1-Q 2316.51 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86923.08 Day 15 3191.54 <30 Days CB-2-Q 6812.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81116.17 Day 15 1917.53 <30 Days S-1-Q 14830.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20235.98 Day 15 2338.07 30-90 Days S-2-Q 1923.13 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94568.82 Day 15 10502.62 91-180 Days S-3-Q 12876.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63100.45 Day 15 2245.91 <30 Days S-4-Q 42.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33137.60 Day 15 3743.17 91-180 Days CB-3-Q 3039.01 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102348.70 Day 15 6477.44 Open G-1-Q 575.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75235.65 Day 15 10690.13 30-90 Days G-2-Q 14898.53 No Risk Management