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 4332.23 Day 48 365.81 Open A-0-Q 399.17 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16248.77 Day 48 235.53 <30 Days A-1-Q 586.63 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91294.75 Day 48 6967.92 30-90 Days A-2-Q 12024.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54474.33 Day 48 3777.08 91-180 Days A-3-Q 567.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81085.99 Day 48 4288.40 91-180 Days A-4-Q 13881.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69377.15 Day 48 5565.02 Open A-5-Q 8574.98 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99900.35 Day 48 11535.12 Open CB-1-Q 1600.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17834.95 Day 48 1670.75 Open CB-2-Q 1719.74 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2250.11 Day 48 64.66 <30 Days S-1-Q 285.24 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95374.94 Day 48 14027.35 <30 Days S-2-Q 3656.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81211.97 Day 48 1159.78 30-90 Days S-3-Q 7619.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 37876.74 Day 48 5636.45 30-90 Days S-4-Q 6284.42 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104227.15 Day 48 718.55 30-90 Days CB-3-Q 5124.02 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 57176.40 Day 48 8016.27 <30 Days G-1-Q 3496.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 60863.75 Day 48 3411.79 91-180 Days G-2-Q 304.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 54675.02 Day 48 6108.13 Open G-3-Q 778.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92428.39 Day 48 595.98 Open S-5-Q 1120.03 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99781.51 Day 48 682.26 <30 Days S-6-Q 5522.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 70208.02 Day 48 6732.97 91-180 Days S-7-Q 5162.57 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 39255.41 Day 48 3462.15 91-180 Days E-1-Q 2451.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94586.68 Day 48 7100.07 <30 Days E-2-Q 17507.79 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 63823.91 Day 48 7419.32 Open IG-1-Q 9106.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83636.94 Day 48 751.66 Open IG-2-Q 13438.81 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25210.55 Day 48 2432.45 <30 Days C-1 1025.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10988.68 Day 48 1255.94 <30 Days CB-4 1551.86 No Treasury