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 25490.74 Day 41 1529.06 <30 Days A-1-Q 1318.05 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44781.61 Day 41 1406.11 91-180 Days A-2-Q 4580.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26075.52 Day 41 2652.03 30-90 Days A-3-Q 4604.73 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75444.93 Day 41 6093.98 <30 Days A-4-Q 49.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78910.08 Day 41 5118.95 Open A-5-Q 8161.20 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97700.92 Day 41 8613.92 91-180 Days CB-1-Q 11724.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106081.69 Day 41 12677.47 91-180 Days CB-2-Q 19417.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109296.66 Day 41 1261.69 91-180 Days S-1-Q 6702.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48073.01 Day 41 3993.96 <30 Days S-2-Q 3632.65 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93592.21 Day 41 9849.49 30-90 Days S-3-Q 11676.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72744.17 Day 41 5390.96 30-90 Days S-4-Q 10151.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45014.61 Day 41 2693.03 91-180 Days CB-3-Q 4319.67 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101352.03 Day 41 15129.79 91-180 Days G-1-Q 1029.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88150.88 Day 41 4721.17 Open G-2-Q 8027.57 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57747.11 Day 41 2397.50 91-180 Days G-3-Q 6449.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86190.97 Day 41 9154.06 <30 Days S-5-Q 7039.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80884.10 Day 41 11442.59 91-180 Days S-6-Q 13181.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47515.68 Day 41 4758.90 91-180 Days S-7-Q 684.68 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73164.93 Day 41 660.70 <30 Days E-1-Q 8194.72 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 25109.88 Day 41 3446.48 <30 Days E-2-Q 1267.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14366.42 Day 41 254.40 30-90 Days IG-1-Q 1084.24 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66033.24 Day 41 3281.77 30-90 Days IG-2-Q 6485.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72308.38 Day 41 4939.60 30-90 Days C-1 12987.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17358.93 Day 41 287.53 91-180 Days CB-4 966.07 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18774.81 Day 41 2223.51 30-90 Days E-10 7.57 Yes Liberty Capital Markets Inc. Treasury