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 65078.20 >2 Yr <= 3 Yr 7298.66 30-90 Days N-4 5322.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19379.71 >2 Yr <= 3 Yr 1073.99 Open N-5 729.23 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109232.54 >2 Yr <= 3 Yr 13953.83 91-180 Days N-6 19022.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44702.93 >2 Yr <= 3 Yr 5528.82 30-90 Days N-7 793.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16134.44 >2 Yr <= 3 Yr 805.45 <30 Days P-1 1995.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10064.27 >2 Yr <= 3 Yr 1469.62 <30 Days P-2 1870.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85370.74 >2 Yr <= 3 Yr 2948.16 Open S-8 10199.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51958.62 >2 Yr <= 3 Yr 5749.35 Open Y-1 262.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23909.78 >2 Yr <= 3 Yr 2246.61 91-180 Days Y-2 3197.11 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50231.94 >2 Yr <= 3 Yr 242.59 <30 Days Y-3 2979.27 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58827.62 >2 Yr <= 3 Yr 8280.24 <30 Days Y-4 7689.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43197.07 >2 Yr <= 3 Yr 5753.65 91-180 Days Z-1 3178.11 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 40372.36 >2 Yr <= 3 Yr 5180.37 91-180 Days A-2 4580.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35133.03 >2 Yr <= 3 Yr 1082.09 91-180 Days A-3 3062.70 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17607.97 >2 Yr <= 3 Yr 2549.28 30-90 Days A-4 1123.08 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36203.88 >2 Yr <= 3 Yr 2411.24 Open A-5 6122.62 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3693.49 >2 Yr <= 3 Yr 156.68 30-90 Days CB-1 303.19 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26151.21 >2 Yr <= 3 Yr 1657.60 30-90 Days CB-2 4790.25 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 55.04 >2 Yr <= 3 Yr 2.30 Open CB-3 7.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6800.22 >2 Yr <= 3 Yr 174.60 30-90 Days E-1 1060.17 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17006.45 >2 Yr <= 3 Yr 1660.05 30-90 Days E-2 2331.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18695.43 >2 Yr <= 3 Yr 1699.69 91-180 Days G-1 3691.64 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81786.32 >2 Yr <= 3 Yr 910.90 30-90 Days G-2 5261.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16107.06 >2 Yr <= 3 Yr 2337.82 Open G-3 1767.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46822.95 >2 Yr <= 3 Yr 5303.83 Open IG-1 5225.21 No Risk Management