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 17177.99 Day 35 1533.89 91-180 Days E-9 1684.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97886.39 Day 35 14607.14 91-180 Days G-4 9270.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51887.74 Day 35 4166.03 91-180 Days IG-3 5364.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51106.63 Day 35 7059.36 Open IG-4 8168.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 104225.89 Day 35 12891.09 91-180 Days IG-5 9181.66 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12911.28 Day 35 842.25 30-90 Days IG-6 1693.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1254.78 Day 35 122.28 Open IG-7 35.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68214.25 Day 35 9149.67 91-180 Days IG-8 8464.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7148.34 Day 35 133.33 30-90 Days L-1 1273.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37357.14 Day 35 1347.06 <30 Days L-10 329.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 106389.56 Day 35 6420.91 <30 Days L-11 11377.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 112008.42 Day 35 15640.93 Open L-2 14263.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 87367.14 Day 35 7124.69 <30 Days L-3 17228.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31331.74 Day 35 987.94 91-180 Days L-4 3444.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40416.52 Day 35 725.72 91-180 Days L-5 5617.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96446.44 Day 35 3084.49 <30 Days L-6 11107.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12150.94 Day 35 403.29 91-180 Days L-7 2062.62 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 47908.94 Day 35 2803.19 30-90 Days L-8 3181.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 45672.19 Day 35 4379.89 30-90 Days L-9 8833.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65978.45 Day 35 6360.06 91-180 Days LC-1 7211.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75242.51 Day 35 9583.07 30-90 Days LC-2 5931.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49947.09 Day 35 3137.78 91-180 Days N-1 2284.31 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 7143.29 Day 35 1045.83 30-90 Days N-2 821.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 97860.23 Day 35 14601.91 Open N-3 2554.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66201.48 Day 35 1673.70 91-180 Days N-4 12254.65 No Legal