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 MDB Yes 58417.86 Day 1 7271.84 <30 Days N-6 10579.85 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31604.62 Day 1 2507.70 Open N-7 3871.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55889.60 Day 1 1062.02 91-180 Days P-1 6221.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100237.44 Day 1 12817.10 30-90 Days P-2 10970.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56326.51 Day 1 5265.34 91-180 Days S-8 8232.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 70231.40 Day 1 8730.74 91-180 Days Y-1 4385.42 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68376.26 Day 1 8515.73 <30 Days Y-2 5282.13 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 19874.31 Day 1 2936.82 <30 Days Y-3 3388.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63106.41 Day 1 2698.13 <30 Days Y-4 1479.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29777.36 Day 1 1312.72 91-180 Days Z-1 1416.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88594.81 Day 1 6281.25 91-180 Days A-2 11019.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7078.14 Day 1 480.99 <30 Days A-3 825.79 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 22906.91 Day 1 1200.36 <30 Days A-4 1894.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37023.79 Day 1 4872.84 Open A-5 5051.34 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19331.44 Day 1 1003.03 91-180 Days CB-1 1146.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88326.76 Day 1 12432.52 30-90 Days CB-2 13961.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43604.56 Day 1 5823.84 Open CB-3 4387.18 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43565.72 Day 1 4438.05 Open E-1 8116.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 38809.61 Day 1 3652.21 Open E-2 1417.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 42460.54 Day 1 3866.55 <30 Days G-1 6345.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85886.96 Day 1 6579.44 Open G-2 8508.68 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105304.86 Day 1 12784.00 Open G-3 757.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 30285.98 Day 1 1931.74 Open IG-1 2784.69 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 101836.16 Day 1 2647.04 30-90 Days IG-2 17249.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 54831.53 Day 1 2675.02 <30 Days S-1 2795.03 Yes Liberty Wealth Management LLC Operations