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 51110.55 180 - 270 Days 5300.55 Open CB-2 1530.71 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93929.65 180 - 270 Days 6481.40 91-180 Days CB-3 11691.13 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101198.97 180 - 270 Days 4571.69 91-180 Days E-1 17081.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41393.54 180 - 270 Days 5522.68 30-90 Days E-2 6950.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74506.90 180 - 270 Days 7338.49 91-180 Days G-1 1816.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83836.32 180 - 270 Days 4760.93 Open G-2 15909.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78307.70 180 - 270 Days 9791.47 <30 Days G-3 14721.08 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34824.22 180 - 270 Days 3814.94 Open IG-1 3643.53 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107652.10 180 - 270 Days 11538.85 91-180 Days IG-2 12527.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21405.98 180 - 270 Days 39.63 <30 Days S-1 4214.07 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105412.15 180 - 270 Days 6995.56 <30 Days S-2 8564.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47062.60 180 - 270 Days 1224.93 Open S-3 2181.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8707.01 180 - 270 Days 1081.10 30-90 Days S-4 711.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7046.64 180 - 270 Days 31.02 <30 Days S-5 686.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101823.99 180 - 270 Days 3255.75 91-180 Days S-6 18997.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83067.40 180 - 270 Days 12066.72 <30 Days S-7 7107.92 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12514.87 271 - 364 Days 1251.26 30-90 Days A-0-Q 2225.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35891.70 271 - 364 Days 1467.25 Open A-1-Q 7131.84 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90116.53 271 - 364 Days 249.16 Open A-2-Q 496.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49456.58 271 - 364 Days 605.59 Open A-3-Q 9863.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31159.34 271 - 364 Days 3206.67 30-90 Days A-4-Q 6128.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23282.88 271 - 364 Days 732.31 91-180 Days A-5-Q 1517.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38824.90 271 - 364 Days 3358.15 Open CB-1-Q 728.48 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79280.25 271 - 364 Days 3669.95 91-180 Days CB-2-Q 14069.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20865.38 271 - 364 Days 2814.84 30-90 Days S-1-Q 1568.08 No Risk Management