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 101315.38 Day 27 8378.50 <30 Days A-3 19167.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70807.75 Day 27 466.77 91-180 Days A-4 2885.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55693.25 Day 27 779.10 Open A-5 10845.92 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35767.71 Day 27 1802.77 <30 Days CB-1 733.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85583.97 Day 27 4261.53 91-180 Days CB-2 16834.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91190.97 Day 27 8381.55 Open CB-3 13259.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7414.04 Day 27 1024.78 Open E-1 930.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78339.32 Day 27 713.76 91-180 Days E-2 12767.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37880.32 Day 27 4925.68 30-90 Days G-1 2966.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104259.91 Day 27 10879.51 30-90 Days G-2 5841.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47361.87 Day 27 3023.49 <30 Days G-3 7190.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10967.84 Day 27 975.56 30-90 Days IG-1 1883.91 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9466.33 Day 27 1205.99 <30 Days IG-2 41.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78576.75 Day 27 314.71 Open S-1 13370.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58362.03 Day 27 6743.35 Open S-2 3387.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 85197.80 Day 27 3750.51 Open S-3 15038.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99911.60 Day 27 2581.44 91-180 Days S-4 1140.34 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79674.87 Day 27 4835.13 91-180 Days S-5 6023.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68386.62 Day 27 5607.47 30-90 Days S-6 1007.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32339.49 Day 27 1254.74 <30 Days S-7 2942.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103378.51 Day 28 8556.76 Open A-0-Q 3749.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 96963.80 Day 28 11232.47 Open A-1-Q 14132.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95315.72 Day 28 354.75 91-180 Days A-2-Q 598.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31868.97 Day 28 364.29 Open A-3-Q 5156.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7632.25 Day 28 371.60 91-180 Days A-4-Q 332.09 Yes Liberty Mortgage Services Corp. Risk Management