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 63200.77 >2 Yr <= 3 Yr 3214.15 Open G-2 7479.65 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81320.79 >2 Yr <= 3 Yr 9448.49 91-180 Days G-3 13926.50 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3894.63 >2 Yr <= 3 Yr 213.62 Open IG-1 632.76 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 2455.83 >2 Yr <= 3 Yr 264.66 Open IG-2 290.85 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 13728.24 >2 Yr <= 3 Yr 1009.38 Open S-1 2484.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 12250.26 >2 Yr <= 3 Yr 1693.87 30-90 Days S-2 855.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 66667.46 >2 Yr <= 3 Yr 3782.49 30-90 Days S-3 979.98 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41326.09 >2 Yr <= 3 Yr 2141.45 91-180 Days S-4 5133.56 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76132.77 >2 Yr <= 3 Yr 2520.49 91-180 Days S-5 13331.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 24536.63 >2 Yr <= 3 Yr 2107.46 30-90 Days S-6 4190.62 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 10174.41 >2 Yr <= 3 Yr 837.97 30-90 Days S-7 593.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 92473.54 >3 Yr <= 4 Yr 4114.66 <30 Days A-0-Q 13583.90 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 102768.55 >3 Yr <= 4 Yr 9897.14 <30 Days A-1-Q 11393.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 7385.30 >3 Yr <= 4 Yr 399.03 91-180 Days A-2-Q 889.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 81176.57 >3 Yr <= 4 Yr 399.15 91-180 Days A-3-Q 199.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 43579.15 >3 Yr <= 4 Yr 2671.95 Open A-4-Q 8041.88 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29615.84 >3 Yr <= 4 Yr 4299.08 91-180 Days A-5-Q 4034.91 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91135.52 >3 Yr <= 4 Yr 11310.28 30-90 Days CB-1-Q 6351.47 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8170.72 >3 Yr <= 4 Yr 799.64 91-180 Days CB-2-Q 1157.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 98308.83 >3 Yr <= 4 Yr 9.79 30-90 Days S-1-Q 7392.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 110117.06 >3 Yr <= 4 Yr 16121.64 91-180 Days S-2-Q 21663.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 34039.44 >3 Yr <= 4 Yr 3516.06 91-180 Days S-3-Q 6245.31 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 50360.86 >3 Yr <= 4 Yr 617.86 <30 Days S-4-Q 6421.54 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77869.96 >3 Yr <= 4 Yr 4031.89 Open CB-3-Q 10883.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 4375.44 >3 Yr <= 4 Yr 600.52 <30 Days G-1-Q 585.75 No Risk Management