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 Other Supervised Non-Bank Financial Entity No 109534.97 Day 17 4208.18 91-180 Days P-2 13493.34 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 64987.17 Day 17 9658.67 Open S-8 6608.17 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 45516.72 Day 17 3989.89 30-90 Days Y-1 341.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 65125.52 Day 17 4470.55 <30 Days Y-2 7165.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 31190.68 Day 17 2254.61 91-180 Days Y-3 5308.43 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 68109.95 Day 17 4954.49 30-90 Days Y-4 6109.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 57475.68 Day 17 3563.29 30-90 Days Z-1 704.47 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 67961.34 Day 17 1238.29 91-180 Days A-2 13084.28 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 31630.69 Day 17 1105.10 Open A-3 904.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 86039.13 Day 17 11515.41 91-180 Days A-4 16085.02 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 95580.59 Day 17 8788.25 Open A-5 10532.54 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 3776.91 Day 17 176.16 91-180 Days CB-1 453.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 37765.98 Day 17 2306.28 91-180 Days CB-2 482.98 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 87461.24 Day 17 2074.23 91-180 Days CB-3 7299.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 41380.16 Day 17 4789.90 91-180 Days E-1 1099.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 73002.03 Day 17 2348.52 91-180 Days E-2 6627.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 56166.05 Day 17 7155.67 <30 Days G-1 8416.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 66164.35 Day 17 4893.68 91-180 Days G-2 11508.13 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 27810.10 Day 17 2689.12 <30 Days G-3 2814.14 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 97426.88 Day 17 455.47 <30 Days IG-1 4039.36 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 40129.59 Day 17 1704.93 Open IG-2 2637.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 29871.45 Day 17 1684.90 Open S-1 1258.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 27708.39 Day 17 1950.14 30-90 Days S-2 1241.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 86834.22 Day 17 10713.44 <30 Days S-3 14289.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 52175.33 Day 17 4565.62 Open S-4 9024.17 Yes Liberty International Finance Ltd. Risk Management