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 43523.29 Day 11 5045.14 30-90 Days A-2 5591.64 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50571.97 Day 11 5826.58 <30 Days A-3 4239.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58803.95 Day 11 2061.79 Open A-4 4874.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13589.15 Day 11 1307.77 <30 Days A-5 1828.71 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 93234.56 Day 11 9552.12 <30 Days CB-1 3014.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81209.97 Day 11 549.21 <30 Days CB-2 13799.64 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 110661.25 Day 11 6863.38 91-180 Days CB-3 8225.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82262.47 Day 11 7086.10 Open E-1 16058.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51216.33 Day 11 5765.53 91-180 Days E-2 2594.92 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 106847.07 Day 11 4317.97 30-90 Days G-1 15329.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87658.91 Day 11 4214.09 91-180 Days G-2 7952.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 30002.54 Day 11 1670.92 30-90 Days G-3 1791.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66350.05 Day 11 5409.72 91-180 Days IG-1 3311.45 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 27988.41 Day 11 3666.64 30-90 Days IG-2 5530.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 23707.17 Day 11 577.22 91-180 Days S-1 2083.77 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20801.40 Day 11 336.04 <30 Days S-2 1979.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 69180.79 Day 11 2523.88 <30 Days S-3 11071.44 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26140.98 Day 11 3363.03 30-90 Days S-4 3519.34 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 37167.51 Day 11 2180.45 <30 Days S-5 3468.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 19206.13 Day 11 2263.60 Open S-6 1805.99 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 66814.68 Day 11 7219.58 Open S-7 1156.51 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20407.17 Day 12 286.38 Open A-0-Q 3928.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 44702.10 Day 12 5220.29 <30 Days A-1-Q 1342.40 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81868.09 Day 12 5556.25 Open A-2-Q 16115.86 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71929.87 Day 12 3272.08 91-180 Days A-3-Q 9472.53 Yes Liberty Mortgage Services Corp. Treasury