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 98990.03 >3 Yr <= 4 Yr 4572.07 30-90 Days S-6-Q 13403.99 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24618.45 >3 Yr <= 4 Yr 3609.61 91-180 Days S-7-Q 4405.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54585.95 >3 Yr <= 4 Yr 2098.98 <30 Days E-1-Q 454.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29268.70 >3 Yr <= 4 Yr 2204.95 91-180 Days E-2-Q 1256.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 96750.69 >3 Yr <= 4 Yr 968.97 <30 Days IG-1-Q 15272.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56323.18 >3 Yr <= 4 Yr 3182.96 30-90 Days IG-2-Q 6892.61 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96769.42 >3 Yr <= 4 Yr 3367.57 <30 Days C-1 17982.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112210.59 >3 Yr <= 4 Yr 7578.52 <30 Days CB-4 401.44 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105413.36 >3 Yr <= 4 Yr 2622.19 <30 Days E-10 13383.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41491.53 >3 Yr <= 4 Yr 2781.88 30-90 Days E-3 6014.95 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41263.56 >3 Yr <= 4 Yr 5924.10 <30 Days E-4 3414.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57575.18 >3 Yr <= 4 Yr 7739.37 Open E-5 2406.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76148.97 >3 Yr <= 4 Yr 50.58 <30 Days E-6 5803.63 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62652.98 >3 Yr <= 4 Yr 2629.24 30-90 Days E-7 8561.55 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50798.38 >3 Yr <= 4 Yr 638.23 91-180 Days E-8 7822.86 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27593.97 >3 Yr <= 4 Yr 1290.94 <30 Days E-9 4918.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32395.67 >3 Yr <= 4 Yr 2557.45 <30 Days G-4 324.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19994.97 >3 Yr <= 4 Yr 1519.38 30-90 Days IG-3 2504.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102173.97 >3 Yr <= 4 Yr 13717.78 91-180 Days IG-4 1889.49 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44855.89 >3 Yr <= 4 Yr 3434.52 30-90 Days IG-5 1609.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96477.26 >3 Yr <= 4 Yr 3387.69 <30 Days IG-6 6005.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103381.29 >3 Yr <= 4 Yr 2252.55 <30 Days IG-7 7510.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36967.35 >3 Yr <= 4 Yr 2264.90 30-90 Days IG-8 1347.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91453.38 >3 Yr <= 4 Yr 504.21 Open L-1 9231.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91927.18 >3 Yr <= 4 Yr 7308.98 Open L-10 15702.33 Yes Liberty Wealth Management LLC Operations