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 21001.97 Day 5 190.09 Open G-1 273.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32913.46 Day 5 2608.24 91-180 Days G-2 2176.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 35143.01 Day 5 4497.74 30-90 Days G-3 5765.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103538.04 Day 5 7146.43 Open IG-1 17940.79 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94807.43 Day 5 13805.91 <30 Days IG-2 101.16 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 739.79 Day 5 1.63 30-90 Days S-1 55.50 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14960.32 Day 5 353.99 Open S-2 2862.98 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78170.97 Day 5 6814.19 30-90 Days S-3 9983.06 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94311.98 Day 5 13563.06 91-180 Days S-4 2051.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 1348.17 Day 5 164.41 91-180 Days S-5 42.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 101605.42 Day 5 5476.05 Open S-6 3105.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113150.46 Day 5 9008.98 Open S-7 22295.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87036.57 Day 6 163.97 91-180 Days A-0-Q 12173.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 6888.98 Day 6 644.36 91-180 Days A-1-Q 86.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32637.10 Day 6 105.59 Open A-2-Q 4240.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32334.86 Day 6 375.80 Open A-3-Q 3329.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34474.64 Day 6 1631.93 30-90 Days A-4-Q 4530.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31891.61 Day 6 3314.75 <30 Days A-5-Q 2162.58 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 21823.65 Day 6 1098.20 <30 Days CB-1-Q 75.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 549.14 Day 6 80.22 91-180 Days CB-2-Q 44.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 39018.09 Day 6 2197.70 <30 Days S-1-Q 876.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41081.89 Day 6 3708.03 91-180 Days S-2-Q 97.83 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63400.04 Day 6 1597.91 30-90 Days S-3-Q 12496.02 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47808.17 Day 6 3900.50 30-90 Days S-4-Q 5751.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72686.73 Day 6 7025.87 91-180 Days CB-3-Q 7212.61 Yes Liberty Wealth Management LLC Risk Management