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 PSE Yes 81973.82 Day 49 8538.63 91-180 Days A-0-Q 15822.12 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 17173.57 Day 49 401.25 Open A-1-Q 3033.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55689.77 Day 49 4839.19 30-90 Days A-2-Q 6766.88 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 46920.98 Day 49 1034.58 Open A-3-Q 5919.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26595.24 Day 49 3255.41 91-180 Days A-4-Q 3269.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 86437.88 Day 49 4346.35 Open A-5-Q 2928.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 5382.21 Day 49 296.91 <30 Days CB-1-Q 135.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 36589.54 Day 49 756.83 <30 Days CB-2-Q 1176.57 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 27522.47 Day 49 3045.81 30-90 Days S-1-Q 1670.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 109701.64 Day 49 2246.47 <30 Days S-2-Q 5906.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 95720.92 Day 49 6503.57 Open S-3-Q 2205.04 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 35372.67 Day 49 1757.48 30-90 Days S-4-Q 6767.24 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83158.38 Day 49 9285.22 30-90 Days CB-3-Q 12093.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 56238.20 Day 49 7299.86 91-180 Days G-1-Q 11131.16 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73042.94 Day 49 1737.59 91-180 Days G-2-Q 6729.67 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 61177.48 Day 49 9087.04 <30 Days G-3-Q 10015.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65056.73 Day 49 3547.69 <30 Days S-5-Q 4002.15 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 20792.97 Day 49 35.26 30-90 Days S-6-Q 945.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 40114.24 Day 49 4919.09 Open S-7-Q 528.77 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 75607.92 Day 49 2608.15 30-90 Days E-1-Q 1277.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90529.50 Day 49 11786.42 Open E-2-Q 11226.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52551.36 Day 49 1368.92 30-90 Days IG-1-Q 8575.93 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 100545.73 Day 49 3467.01 30-90 Days IG-2-Q 12341.11 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72732.66 Day 49 6763.68 <30 Days C-1 11832.56 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 81711.28 Day 49 6.02 91-180 Days CB-4 5921.30 No Operations