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 No 47212.59 61 - 67 Days 5535.56 30-90 Days L-2 4055.78 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 23694.93 61 - 67 Days 1770.30 91-180 Days L-3 3060.35 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 52687.51 61 - 67 Days 1521.40 <30 Days L-4 5362.75 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91587.72 61 - 67 Days 3058.16 30-90 Days L-5 17317.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76009.81 61 - 67 Days 9563.40 91-180 Days L-6 5526.14 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29414.79 61 - 67 Days 1560.46 Open L-7 5316.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100726.99 61 - 67 Days 3169.94 Open L-8 6388.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 91186.16 61 - 67 Days 4230.06 91-180 Days L-9 10264.80 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51744.01 61 - 67 Days 5265.11 30-90 Days LC-1 4388.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 72561.74 61 - 67 Days 5435.07 <30 Days LC-2 2880.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50897.67 61 - 67 Days 7453.89 Open N-1 1145.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 51565.32 61 - 67 Days 7111.56 Open N-2 4446.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 27792.86 61 - 67 Days 2155.30 Open N-3 4017.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 26985.31 61 - 67 Days 2255.54 91-180 Days N-4 2737.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74593.64 61 - 67 Days 8510.38 <30 Days N-5 9035.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 68109.49 61 - 67 Days 5483.44 30-90 Days N-6 7425.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 76955.53 61 - 67 Days 3186.09 91-180 Days N-7 8600.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48047.56 61 - 67 Days 1233.62 Open P-1 2981.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38738.96 61 - 67 Days 2926.50 91-180 Days P-2 3667.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48248.09 61 - 67 Days 4486.07 Open S-8 8218.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 46146.41 61 - 67 Days 4364.41 Open Y-1 6728.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 26589.38 61 - 67 Days 646.13 <30 Days Y-2 2709.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95496.30 61 - 67 Days 9930.96 <30 Days Y-3 12706.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38341.45 61 - 67 Days 4560.75 91-180 Days Y-4 47.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33347.01 61 - 67 Days 1011.14 91-180 Days Z-1 3825.72 Yes Liberty Wealth Management LLC Finance