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 77978.72 Day 23 8068.26 <30 Days G-2 8268.52 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105484.52 Day 23 3201.31 <30 Days G-3 9562.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14570.53 Day 23 1866.19 91-180 Days IG-1 461.43 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60414.61 Day 23 1572.04 30-90 Days IG-2 4441.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27669.06 Day 23 172.29 30-90 Days S-1 1530.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88954.95 Day 23 2706.91 Open S-2 12703.53 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3355.48 Day 23 446.67 30-90 Days S-3 601.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101997.25 Day 23 11147.06 <30 Days S-4 2765.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28168.45 Day 23 2052.96 30-90 Days S-5 1166.93 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46385.76 Day 23 6868.38 30-90 Days S-6 8091.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2683.66 Day 23 343.43 Open S-7 97.05 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16234.21 Day 24 212.58 Open A-0-Q 2526.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55903.88 Day 24 1716.33 30-90 Days A-1-Q 6474.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98788.56 Day 24 9946.75 30-90 Days A-2-Q 9011.75 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78640.33 Day 24 6909.55 Open A-3-Q 15031.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 397.02 Day 24 28.07 <30 Days A-4-Q 70.02 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106444.29 Day 24 4797.93 30-90 Days A-5-Q 623.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 82779.54 Day 24 4690.90 <30 Days CB-1-Q 7161.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84656.57 Day 24 10858.57 91-180 Days CB-2-Q 15022.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23795.59 Day 24 1262.06 Open S-1-Q 2197.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100812.69 Day 24 6397.46 <30 Days S-2-Q 2786.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27813.92 Day 24 1111.39 <30 Days S-3-Q 3450.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41885.56 Day 24 2111.07 Open S-4-Q 5299.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99072.46 Day 24 8832.28 30-90 Days CB-3-Q 16345.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68772.97 Day 24 7629.35 <30 Days G-1-Q 3170.56 No Treasury