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 106478.31 Day 32 10220.02 <30 Days A-2-Q 12508.40 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64003.56 Day 32 612.26 91-180 Days A-3-Q 10699.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4579.58 Day 32 87.02 30-90 Days A-4-Q 397.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44651.03 Day 32 2507.62 Open A-5-Q 2357.88 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109940.44 Day 32 7261.50 Open CB-1-Q 11040.65 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21508.41 Day 32 1236.68 Open CB-2-Q 2778.34 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104389.73 Day 32 113.61 Open S-1-Q 15444.85 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6265.57 Day 32 653.33 91-180 Days S-2-Q 656.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70323.49 Day 32 10406.30 91-180 Days S-3-Q 2328.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20973.71 Day 32 2093.27 Open S-4-Q 3125.82 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4769.63 Day 32 576.27 <30 Days CB-3-Q 298.78 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24563.06 Day 32 2375.97 Open G-1-Q 1230.69 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83232.89 Day 32 7026.38 30-90 Days G-2-Q 6360.24 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29905.07 Day 32 2771.49 <30 Days G-3-Q 3065.07 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24350.72 Day 32 2763.67 30-90 Days S-5-Q 1309.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62376.73 Day 32 2220.07 30-90 Days S-6-Q 9510.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18967.82 Day 32 1012.53 <30 Days S-7-Q 209.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61592.42 Day 32 7607.52 30-90 Days E-1-Q 11889.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4281.91 Day 32 600.69 91-180 Days E-2-Q 362.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2316.77 Day 32 320.44 <30 Days IG-1-Q 341.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48652.76 Day 32 6906.78 30-90 Days IG-2-Q 1228.58 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25731.75 Day 32 2215.37 Open C-1 4271.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 8744.60 Day 32 1269.34 Open CB-4 187.97 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 398.92 Day 32 26.84 91-180 Days E-10 27.29 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28708.63 Day 32 4184.52 91-180 Days E-3 3916.09 Yes Liberty International Finance Ltd. Operations