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 No 105473.76 Day 10 7148.27 91-180 Days S-1 19158.01 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33070.61 Day 10 3194.81 30-90 Days S-2 2873.10 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53388.56 Day 10 7080.11 Open S-3 7723.00 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91753.88 Day 10 417.59 30-90 Days S-4 2536.74 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48008.48 Day 10 1539.09 Open S-5 4527.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109984.33 Day 10 2256.50 Open S-6 5370.44 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77420.70 Day 10 6643.91 Open S-7 2187.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66178.30 Day 11 8511.12 Open A-0-Q 1788.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9101.07 Day 11 205.18 91-180 Days A-1-Q 408.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 73257.09 Day 11 8306.04 <30 Days A-2-Q 4166.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9532.00 Day 11 326.02 30-90 Days A-3-Q 1464.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63643.41 Day 11 2905.09 30-90 Days A-4-Q 11110.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63356.86 Day 11 7560.44 91-180 Days A-5-Q 7108.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68599.10 Day 11 5029.19 91-180 Days CB-1-Q 8618.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95019.96 Day 11 11345.54 <30 Days CB-2-Q 11090.57 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 43969.60 Day 11 6204.89 30-90 Days S-1-Q 883.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60839.43 Day 11 8024.25 91-180 Days S-2-Q 3504.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110285.66 Day 11 14469.14 <30 Days S-3-Q 13929.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7582.89 Day 11 1127.25 Open S-4-Q 187.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49816.97 Day 11 1740.45 91-180 Days CB-3-Q 817.96 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36850.01 Day 11 1806.64 Open G-1-Q 6171.42 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75414.39 Day 11 3601.29 <30 Days G-2-Q 10656.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 9519.06 Day 11 340.70 Open G-3-Q 1681.84 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55775.71 Day 11 2904.56 91-180 Days S-5-Q 1627.70 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52068.60 Day 11 3479.83 <30 Days S-6-Q 9152.02 Yes Liberty Wealth Management LLC Operations