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 55189.17 Day 60 3003.33 30-90 Days E-9 5131.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 25439.59 Day 60 345.40 Open G-4 552.10 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 65269.43 Day 60 229.71 <30 Days IG-3 12538.86 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 105768.48 Day 60 7854.49 <30 Days IG-4 20238.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 17050.65 Day 60 1624.07 91-180 Days IG-5 406.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 51259.45 Day 60 5446.97 Open IG-6 3779.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100505.85 Day 60 14923.95 91-180 Days IG-7 15641.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 792.09 Day 60 49.47 30-90 Days IG-8 137.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 56761.50 Day 60 1165.35 Open L-1 2491.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51853.70 Day 60 2809.68 91-180 Days L-10 3059.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 44621.21 Day 60 6551.19 Open L-11 1181.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 82602.96 Day 60 1765.04 30-90 Days L-2 10191.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 712.61 Day 60 51.10 30-90 Days L-3 13.66 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29259.42 Day 60 2303.95 Open L-4 713.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 35675.77 Day 60 1914.52 <30 Days L-5 1987.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 46185.56 Day 60 6308.56 <30 Days L-6 1969.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 94796.19 Day 60 13719.35 30-90 Days L-7 6708.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 79244.18 Day 60 7495.33 <30 Days L-8 4720.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72927.48 Day 60 6057.18 91-180 Days L-9 4158.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91784.34 Day 60 497.57 30-90 Days LC-1 5561.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25359.90 Day 60 2491.90 <30 Days LC-2 45.97 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50432.88 Day 60 5850.43 Open N-1 7109.03 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46870.07 Day 60 4310.82 30-90 Days N-2 2960.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7014.74 Day 60 601.81 <30 Days N-3 1394.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 29526.45 Day 60 1798.65 <30 Days N-4 3103.20 Yes Liberty Mortgage Services Corp. Treasury