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 56354.57 Day 43 1022.11 <30 Days L-4 6668.01 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 113311.36 Day 43 16762.72 Open L-5 6374.96 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46618.43 Day 43 6460.77 30-90 Days L-6 4677.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64939.14 Day 43 8348.43 91-180 Days L-7 3778.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 53030.39 Day 43 697.81 30-90 Days L-8 9377.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99634.68 Day 43 3598.72 91-180 Days L-9 445.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13872.85 Day 43 579.04 30-90 Days LC-1 845.58 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10276.54 Day 43 1186.70 30-90 Days LC-2 1155.44 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 112183.92 Day 43 10241.00 Open N-1 4251.78 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 103348.13 Day 43 1093.15 30-90 Days N-2 3078.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55223.63 Day 43 177.86 91-180 Days N-3 3251.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99550.90 Day 43 5710.44 91-180 Days N-4 4013.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97717.67 Day 43 1582.89 30-90 Days N-5 6901.73 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44989.59 Day 43 2421.89 <30 Days N-6 8095.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 53136.19 Day 43 3571.94 30-90 Days N-7 5054.95 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56007.23 Day 43 4690.50 30-90 Days P-1 2903.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 64263.60 Day 43 1411.65 <30 Days P-2 1325.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41141.15 Day 43 3355.94 30-90 Days S-8 6819.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8927.91 Day 43 2.96 30-90 Days Y-1 1263.95 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 1576.41 Day 43 0.62 91-180 Days Y-2 34.42 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3447.61 Day 43 222.70 91-180 Days Y-3 517.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11703.46 Day 43 345.63 Open Y-4 1126.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 94933.18 Day 43 6580.54 91-180 Days Z-1 15091.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94581.79 Day 43 8429.59 30-90 Days A-2 17707.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 105204.06 Day 43 15636.04 30-90 Days A-3 3580.50 No Legal