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 103060.95 180 - 270 Days 13709.92 <30 Days L-4 7683.89 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 605.69 180 - 270 Days 69.00 30-90 Days L-5 62.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 49372.34 180 - 270 Days 7181.06 Open L-6 4740.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 89662.27 180 - 270 Days 10326.45 <30 Days L-7 13918.06 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 38883.12 180 - 270 Days 1482.63 Open L-8 1601.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 111871.99 180 - 270 Days 11529.43 Open L-9 15184.17 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 16347.18 180 - 270 Days 289.94 Open LC-1 1674.47 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55234.60 180 - 270 Days 7067.16 <30 Days LC-2 1887.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 74485.02 180 - 270 Days 8036.92 Open N-1 12428.66 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93179.79 180 - 270 Days 9293.87 <30 Days N-2 5481.67 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 82038.98 180 - 270 Days 10323.63 30-90 Days N-3 798.38 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12814.86 180 - 270 Days 999.82 91-180 Days N-4 1794.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 50465.58 180 - 270 Days 6191.69 Open N-5 8040.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 99589.23 180 - 270 Days 2701.58 91-180 Days N-6 11172.05 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 77293.99 180 - 270 Days 5719.78 Open N-7 1326.05 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 92146.47 180 - 270 Days 13374.56 <30 Days P-1 17503.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 17960.04 180 - 270 Days 73.55 Open P-2 3383.68 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 294.66 180 - 270 Days 5.76 <30 Days S-8 26.51 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90009.37 180 - 270 Days 12079.63 Open Y-1 8994.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33826.83 180 - 270 Days 2838.17 <30 Days Y-2 3679.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63123.45 180 - 270 Days 1015.24 <30 Days Y-3 10342.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4969.82 180 - 270 Days 308.91 Open Y-4 611.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48273.23 180 - 270 Days 6708.33 <30 Days Z-1 5629.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87098.84 180 - 270 Days 12181.36 30-90 Days A-2 2907.69 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2851.42 180 - 270 Days 18.93 <30 Days A-3 491.58 Yes Liberty Capital Markets Inc. Treasury