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 80375.40 Day 48 10555.33 <30 Days G-2 9996.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 74975.36 Day 48 6767.87 Open G-3 10849.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55083.22 Day 48 3307.80 <30 Days IG-1 10457.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34997.27 Day 48 838.24 30-90 Days IG-2 4587.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23736.30 Day 48 2175.99 <30 Days S-1 2513.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90759.54 Day 48 6335.04 91-180 Days S-2 8129.43 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63079.60 Day 48 3381.31 <30 Days S-3 9335.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30988.60 Day 48 845.48 30-90 Days S-4 3897.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36510.38 Day 48 3384.59 <30 Days S-5 6229.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75861.10 Day 48 8676.13 <30 Days S-6 10842.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54029.87 Day 48 1083.32 Open S-7 4992.20 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7142.01 Day 49 999.12 91-180 Days A-0-Q 1052.36 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6504.99 Day 49 184.39 Open A-1-Q 45.87 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46421.89 Day 49 3487.57 30-90 Days A-2-Q 6558.69 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87704.75 Day 49 10258.55 <30 Days A-3-Q 15664.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3161.51 Day 49 14.41 91-180 Days A-4-Q 595.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43337.72 Day 49 6181.25 91-180 Days A-5-Q 2012.44 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41108.88 Day 49 4160.24 30-90 Days CB-1-Q 874.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58862.54 Day 49 5327.76 <30 Days CB-2-Q 5842.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69804.55 Day 49 10390.38 30-90 Days S-1-Q 8193.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19285.42 Day 49 820.77 91-180 Days S-2-Q 3802.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106584.15 Day 49 14571.35 91-180 Days S-3-Q 19445.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48751.52 Day 49 6135.43 30-90 Days S-4-Q 1776.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26174.63 Day 49 3405.83 30-90 Days CB-3-Q 2265.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101497.56 Day 49 3498.39 <30 Days G-1-Q 19295.52 Yes Liberty Mortgage Services Corp. Operations