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 51582.28 Day 46 6610.69 <30 Days IG-2 5248.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63778.22 Day 46 1527.24 91-180 Days S-1 5042.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56185.98 Day 46 3754.62 30-90 Days S-2 3097.04 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24203.20 Day 46 285.36 30-90 Days S-3 776.72 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7026.45 Day 46 614.37 Open S-4 660.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6686.61 Day 46 209.51 <30 Days S-5 969.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36673.54 Day 46 854.83 30-90 Days S-6 1823.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96128.33 Day 46 14371.59 30-90 Days S-7 18148.30 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49991.62 Day 47 1927.28 Open A-0-Q 8650.85 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85216.78 Day 47 9958.52 30-90 Days A-1-Q 545.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 111335.93 Day 47 10911.50 <30 Days A-2-Q 17486.54 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21361.28 Day 47 599.58 30-90 Days A-3-Q 2387.13 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41676.26 Day 47 5379.94 Open A-4-Q 5227.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30587.99 Day 47 3417.83 91-180 Days A-5-Q 5625.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 89018.22 Day 47 6131.56 91-180 Days CB-1-Q 4291.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65457.16 Day 47 1745.52 30-90 Days CB-2-Q 141.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70009.60 Day 47 8120.62 <30 Days S-1-Q 5907.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56886.70 Day 47 6079.04 Open S-2-Q 10087.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26835.44 Day 47 3162.14 <30 Days S-3-Q 4973.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91478.27 Day 47 6123.85 91-180 Days S-4-Q 6641.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32691.42 Day 47 3118.26 Open CB-3-Q 3906.11 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68482.28 Day 47 3123.90 30-90 Days G-1-Q 6007.18 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14338.33 Day 47 1196.38 91-180 Days G-2-Q 218.74 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88739.22 Day 47 12412.05 Open G-3-Q 16471.04 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16297.00 Day 47 1876.40 91-180 Days S-5-Q 1605.03 Yes Liberty Capital Markets Inc. Treasury