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 4400.84 Day 55 376.71 30-90 Days IG-1 242.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88676.91 Day 55 10075.13 30-90 Days IG-2 14283.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102680.91 Day 55 11830.07 <30 Days S-1 19224.88 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64424.18 Day 55 6178.29 <30 Days S-2 9442.06 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 13870.35 Day 55 1034.55 30-90 Days S-3 1700.05 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3799.00 Day 55 279.19 91-180 Days S-4 498.12 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38246.47 Day 55 4286.07 91-180 Days S-5 5456.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55776.14 Day 55 3391.43 91-180 Days S-6 1860.57 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85178.41 Day 55 2410.32 30-90 Days S-7 4620.95 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58577.06 Day 56 5164.81 91-180 Days A-0-Q 1391.02 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57186.88 Day 56 6176.94 30-90 Days A-1-Q 6544.05 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21834.83 Day 56 320.40 Open A-2-Q 1996.66 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103674.75 Day 56 4380.44 <30 Days A-3-Q 1199.34 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52320.35 Day 56 7385.76 91-180 Days A-4-Q 4018.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28494.40 Day 56 2889.43 Open A-5-Q 3068.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93253.26 Day 56 6273.33 30-90 Days CB-1-Q 12422.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106313.43 Day 56 10484.32 Open CB-2-Q 8469.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95059.76 Day 56 8609.20 <30 Days S-1-Q 47.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46190.85 Day 56 3311.96 Open S-2-Q 3306.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7275.89 Day 56 578.00 30-90 Days S-3-Q 369.47 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5255.41 Day 56 458.49 30-90 Days S-4-Q 291.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14599.84 Day 56 1217.81 91-180 Days CB-3-Q 450.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98269.38 Day 56 14462.56 <30 Days G-1-Q 17093.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88285.86 Day 56 7759.49 Open G-2-Q 5213.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27747.68 Day 56 2566.83 Open G-3-Q 2184.01 Yes Liberty Wealth Management LLC Finance