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 Yes 61959.47 Day 19 821.59 <30 Days S-3 838.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93980.20 Day 19 4345.43 <30 Days S-4 18732.18 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36663.37 Day 19 772.69 Open S-5 6516.06 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69173.07 Day 19 519.87 91-180 Days S-6 5494.94 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85097.89 Day 19 7208.46 Open S-7 4570.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76312.88 Day 20 5955.14 Open A-0-Q 8779.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45333.18 Day 20 6483.41 Open A-1-Q 6708.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89209.80 Day 20 1047.67 <30 Days A-2-Q 17098.58 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21959.23 Day 20 1721.28 30-90 Days A-3-Q 1913.07 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32015.03 Day 20 2411.15 <30 Days A-4-Q 3501.02 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81480.78 Day 20 1767.94 91-180 Days A-5-Q 10053.60 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3023.41 Day 20 295.61 30-90 Days CB-1-Q 529.90 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104239.30 Day 20 1402.55 Open CB-2-Q 12864.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92911.33 Day 20 13881.92 91-180 Days S-1-Q 4213.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32371.48 Day 20 2806.58 30-90 Days S-2-Q 2968.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104603.13 Day 20 4376.80 <30 Days S-3-Q 9752.00 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95792.34 Day 20 1429.98 <30 Days S-4-Q 17338.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82805.67 Day 20 311.48 91-180 Days CB-3-Q 10745.11 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20142.96 Day 20 2090.83 91-180 Days G-1-Q 3228.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58063.88 Day 20 2049.06 <30 Days G-2-Q 4402.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28035.78 Day 20 659.13 30-90 Days G-3-Q 1626.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39606.73 Day 20 450.14 30-90 Days S-5-Q 7710.51 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18421.25 Day 20 840.25 91-180 Days S-6-Q 839.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47162.23 Day 20 3504.75 91-180 Days S-7-Q 3689.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105156.30 Day 20 14983.16 91-180 Days E-1-Q 721.22 Yes Liberty Mortgage Services Corp. Risk Management