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 Bank No 5964.77 Day 11 237.47 30-90 Days E-2 600.56 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 56956.89 Day 11 103.12 Open G-1 7394.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84902.18 Day 11 9776.34 91-180 Days G-2 5489.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 42621.92 Day 11 2047.16 91-180 Days G-3 92.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 31079.80 Day 11 691.15 91-180 Days IG-1 741.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 105282.93 Day 11 3637.89 Open IG-2 19960.88 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26818.14 Day 11 2554.75 <30 Days S-1 3619.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46013.61 Day 11 523.84 30-90 Days S-2 1268.10 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 61514.52 Day 11 6744.49 <30 Days S-3 10434.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 71735.31 Day 11 9634.90 Open S-4 8279.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 80181.04 Day 11 10874.33 Open S-5 338.53 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32652.90 Day 11 3433.17 Open S-6 133.76 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111820.53 Day 11 10497.95 Open S-7 13648.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108362.37 Day 12 3600.87 Open A-0-Q 12679.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28223.66 Day 12 72.81 30-90 Days A-1-Q 4332.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93336.07 Day 12 5090.72 30-90 Days A-2-Q 9925.36 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 30357.91 Day 12 0.61 <30 Days A-3-Q 2781.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9123.60 Day 12 579.81 30-90 Days A-4-Q 170.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 97135.15 Day 12 12909.99 Open A-5-Q 17900.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 58997.24 Day 12 4374.89 Open CB-1-Q 3044.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18841.36 Day 12 2315.15 30-90 Days CB-2-Q 188.91 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 75951.58 Day 12 6485.36 91-180 Days S-1-Q 10192.49 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 60625.90 Day 12 2057.63 Open S-2-Q 948.72 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 72471.29 Day 12 9041.42 91-180 Days S-3-Q 10415.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45855.39 Day 12 11.61 Open S-4-Q 5479.46 No Risk Management