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 105037.51 Day 26 15433.21 91-180 Days Y-4 2884.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 4458.61 Day 26 168.47 30-90 Days Z-1 314.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86947.31 Day 26 6354.86 Open A-2 1969.59 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 98623.51 Day 26 7965.00 Open A-3 17797.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84449.35 Day 26 4768.49 30-90 Days A-4 6768.46 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 45160.06 Day 26 962.91 Open A-5 7693.49 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4314.13 Day 26 201.69 <30 Days CB-1 197.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 88107.24 Day 26 1584.59 Open CB-2 6327.35 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 23116.90 Day 26 2460.73 Open CB-3 664.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 32936.52 Day 26 84.70 Open E-1 3117.35 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38223.94 Day 26 2536.32 <30 Days E-2 7614.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 7191.11 Day 26 404.19 91-180 Days G-1 58.75 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 110720.91 Day 26 9637.25 <30 Days G-2 20315.29 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 108966.99 Day 26 2321.11 30-90 Days G-3 16225.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 76750.52 Day 26 11015.02 30-90 Days IG-1 8183.00 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 66596.77 Day 26 4535.76 <30 Days IG-2 12688.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 41119.68 Day 26 2986.67 Open S-1 6105.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 9121.87 Day 26 1314.75 91-180 Days S-2 1548.47 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 2962.15 Day 26 319.13 Open S-3 257.24 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 86468.22 Day 26 5726.81 <30 Days S-4 14363.64 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 111599.41 Day 26 9661.46 <30 Days S-5 737.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18202.96 Day 26 2314.64 91-180 Days S-6 2283.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38983.99 Day 26 3048.81 Open S-7 312.10 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 73804.85 Day 27 6628.77 <30 Days A-0-Q 2268.15 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 58838.41 Day 27 4435.19 30-90 Days A-1-Q 2716.60 Yes Liberty Wealth Management LLC Operations