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 55198.25 Day 44 7561.18 91-180 Days E-8 6393.90 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 71767.59 Day 44 8496.84 <30 Days E-9 11921.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 78448.51 Day 44 2233.12 Open G-4 14843.32 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25469.05 Day 44 1683.51 30-90 Days IG-3 1624.48 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67630.54 Day 44 5837.37 <30 Days IG-4 2752.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52859.53 Day 44 3880.60 30-90 Days IG-5 8918.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83741.23 Day 44 8581.99 <30 Days IG-6 16132.70 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 88773.44 Day 44 7.96 Open IG-7 13161.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33328.36 Day 44 4905.46 91-180 Days IG-8 391.95 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 9781.03 Day 44 494.88 Open L-1 1313.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70220.68 Day 44 5187.16 <30 Days L-10 7368.92 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76047.76 Day 44 5693.60 30-90 Days L-11 5428.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76211.01 Day 44 3850.76 30-90 Days L-2 12474.50 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 56189.87 Day 44 3211.19 30-90 Days L-3 7437.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 44247.30 Day 44 4988.95 30-90 Days L-4 1106.28 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7946.19 Day 44 669.81 30-90 Days L-5 848.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 31654.21 Day 44 679.01 <30 Days L-6 4892.80 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 24709.51 Day 44 1046.17 Open L-7 3277.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34172.61 Day 44 1878.30 <30 Days L-8 1598.49 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81136.72 Day 44 8266.79 30-90 Days L-9 11467.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3611.49 Day 44 50.54 Open LC-1 456.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17111.88 Day 44 613.95 91-180 Days LC-2 3411.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 32355.25 Day 44 1186.71 30-90 Days N-1 2246.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52342.59 Day 44 3752.55 <30 Days N-2 8203.90 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68168.68 Day 44 6964.37 30-90 Days N-3 11239.17 Yes Liberty Mortgage Services Corp. Treasury