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 Yes 26806.51 Day 50 1830.83 Open N-3 2849.25 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 19764.80 Day 50 1502.71 30-90 Days N-4 2087.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 26068.52 Day 50 1012.27 91-180 Days N-5 3215.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 86289.14 Day 50 2650.08 91-180 Days N-6 5407.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22218.55 Day 50 2446.16 30-90 Days N-7 3346.68 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 109066.62 Day 50 12639.52 91-180 Days P-1 20422.73 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 22282.56 Day 50 1308.88 30-90 Days P-2 3608.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 45016.22 Day 50 5810.00 91-180 Days S-8 939.99 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 51810.42 Day 50 75.40 30-90 Days Y-1 873.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 23162.98 Day 50 1928.37 <30 Days Y-2 1785.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 52480.48 Day 50 6734.09 30-90 Days Y-3 88.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 51030.73 Day 50 6620.21 <30 Days Y-4 9399.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 94374.53 Day 50 2203.95 91-180 Days Z-1 16637.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 38563.36 Day 50 4957.50 30-90 Days A-2 1700.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 63421.17 Day 50 1335.62 <30 Days A-3 5515.49 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 28322.69 Day 50 3949.16 Open A-4 1916.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 106893.03 Day 50 13873.49 Open A-5 17758.18 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 111328.94 Day 50 12313.12 30-90 Days CB-1 20550.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 113247.72 Day 50 8523.25 <30 Days CB-2 6286.47 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13598.52 Day 50 766.00 Open CB-3 2468.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46586.07 Day 50 336.36 <30 Days E-1 3118.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 74366.72 Day 50 8083.79 <30 Days E-2 13752.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27081.74 Day 50 2574.03 30-90 Days G-1 1499.00 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 17938.95 Day 50 424.70 30-90 Days G-2 1670.49 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 46624.54 Day 50 2672.87 Open G-3 5452.18 No Operations