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 64708.96 Day 53 235.96 Open IG-1 243.77 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91367.88 Day 53 12116.49 30-90 Days IG-2 17409.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80982.81 Day 53 5851.81 Open S-1 3695.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68831.57 Day 53 2732.46 91-180 Days S-2 10868.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3865.87 Day 53 148.44 <30 Days S-3 380.72 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 64251.20 Day 53 2000.26 Open S-4 2836.64 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46993.48 Day 53 3110.19 Open S-5 3627.78 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77842.47 Day 53 2897.44 Open S-6 13393.90 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 47080.63 Day 53 213.19 30-90 Days S-7 827.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 86194.29 Day 54 10466.25 91-180 Days A-0-Q 868.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76653.68 Day 54 414.72 30-90 Days A-1-Q 3351.52 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 75264.98 Day 54 1204.05 30-90 Days A-2-Q 1461.74 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35482.06 Day 54 2284.22 91-180 Days A-3-Q 929.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74169.70 Day 54 1578.61 Open A-4-Q 1432.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95475.32 Day 54 11800.07 <30 Days A-5-Q 16095.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 68324.94 Day 54 7225.29 Open CB-1-Q 12702.81 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 96619.11 Day 54 12092.54 Open CB-2-Q 6084.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 83723.58 Day 54 10598.37 <30 Days S-1-Q 6838.17 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 31529.53 Day 54 1672.51 <30 Days S-2-Q 6270.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48186.58 Day 54 2193.00 Open S-3-Q 7718.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 78794.49 Day 54 129.87 Open S-4-Q 741.75 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 12143.04 Day 54 172.46 <30 Days CB-3-Q 1194.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52624.94 Day 54 2454.37 Open G-1-Q 8086.20 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82713.47 Day 54 4190.01 30-90 Days G-2-Q 9724.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 55403.43 Day 54 1046.31 Open G-3-Q 7139.48 No Operations