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 3528.85 Day 47 264.29 30-90 Days Z-1 696.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 66999.05 Day 47 531.31 91-180 Days A-2 4307.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24330.08 Day 47 3359.17 91-180 Days A-3 2255.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10551.22 Day 47 101.92 91-180 Days A-4 773.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18460.47 Day 47 2548.90 <30 Days A-5 1081.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44641.04 Day 47 3030.92 30-90 Days CB-1 5188.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74403.77 Day 47 3623.28 Open CB-2 12620.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79046.38 Day 47 550.90 Open CB-3 13600.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66016.73 Day 47 7654.63 30-90 Days E-1 6219.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70869.76 Day 47 5067.26 Open E-2 6375.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54121.97 Day 47 6105.55 Open G-1 3672.06 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73066.29 Day 47 8741.75 Open G-2 2254.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104491.19 Day 47 5008.23 91-180 Days G-3 86.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109535.97 Day 47 13520.36 30-90 Days IG-1 14301.27 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69213.85 Day 47 9870.34 30-90 Days IG-2 6717.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18876.08 Day 47 1697.13 Open S-1 3455.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107258.96 Day 47 11684.08 30-90 Days S-2 13886.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98700.70 Day 47 502.11 Open S-3 5593.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47418.71 Day 47 5802.87 <30 Days S-4 6150.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72169.26 Day 47 9750.22 91-180 Days S-5 9410.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7701.62 Day 47 394.91 <30 Days S-6 1006.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6007.82 Day 47 276.06 Open S-7 861.36 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48909.88 Day 48 7056.02 <30 Days A-0-Q 4955.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18798.07 Day 48 1224.04 91-180 Days A-1-Q 2222.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81056.98 Day 48 10230.04 <30 Days A-2-Q 8870.22 Yes Liberty Mortgage Services Corp. Finance