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 82776.88 >5 Yr 7540.78 <30 Days IG-5 15629.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 63145.82 >5 Yr 6240.29 30-90 Days IG-6 9588.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 73264.78 >5 Yr 9281.45 91-180 Days IG-7 8010.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32487.58 >5 Yr 513.47 Open IG-8 1137.87 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 85136.71 >5 Yr 11440.75 Open L-1 8113.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 25287.87 >5 Yr 1994.99 Open L-10 3211.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 104157.16 >5 Yr 12422.78 <30 Days L-11 17428.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 40266.95 >5 Yr 726.99 91-180 Days L-2 2485.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 52253.59 >5 Yr 3833.53 91-180 Days L-3 2422.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 109501.79 >5 Yr 12962.19 Open L-4 5370.10 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 16286.68 >5 Yr 2371.90 Open L-5 1409.16 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69254.43 >5 Yr 9623.23 91-180 Days L-6 8067.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 20118.48 >5 Yr 1865.61 <30 Days L-7 595.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 11230.74 >5 Yr 1652.55 30-90 Days L-8 2101.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87224.63 >5 Yr 3820.21 Open L-9 14096.46 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 111008.90 >5 Yr 14609.34 <30 Days LC-1 21688.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 6373.37 >5 Yr 814.70 30-90 Days LC-2 498.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 48846.00 >5 Yr 186.39 30-90 Days N-1 7166.28 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 14175.89 >5 Yr 445.14 <30 Days N-2 779.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 100991.34 >5 Yr 4020.16 <30 Days N-3 5491.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 67879.31 >5 Yr 8974.82 91-180 Days N-4 4193.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 34519.98 >5 Yr 3835.84 91-180 Days N-5 6885.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 77420.50 >5 Yr 6920.87 91-180 Days N-6 11485.62 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 103784.32 >5 Yr 2640.75 91-180 Days N-7 10752.88 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 58150.04 >5 Yr 7680.10 <30 Days P-1 9680.35 No Risk Management