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 Small Business Yes 104683.80 >4 Yr <= 5 Yr 13799.62 91-180 Days IG-3 5607.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 39171.42 >4 Yr <= 5 Yr 5302.12 91-180 Days IG-4 829.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 28003.75 >4 Yr <= 5 Yr 298.70 Open IG-5 1263.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 101573.07 >4 Yr <= 5 Yr 14090.62 30-90 Days IG-6 18071.86 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 55216.38 >4 Yr <= 5 Yr 2490.54 Open IG-7 1916.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 57303.42 >4 Yr <= 5 Yr 1915.78 <30 Days IG-8 3186.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 42017.60 >4 Yr <= 5 Yr 5200.67 91-180 Days L-1 1697.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 19022.96 >4 Yr <= 5 Yr 57.56 Open L-10 995.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 109525.30 >4 Yr <= 5 Yr 14285.27 <30 Days L-11 2933.95 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 85302.68 >4 Yr <= 5 Yr 2262.59 <30 Days L-2 7723.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 85262.83 >4 Yr <= 5 Yr 6744.66 30-90 Days L-3 15705.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 60011.05 >4 Yr <= 5 Yr 495.59 30-90 Days L-4 6481.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 29711.93 >4 Yr <= 5 Yr 4410.13 30-90 Days L-5 828.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 8459.12 >4 Yr <= 5 Yr 382.42 Open L-6 1609.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 18547.22 >4 Yr <= 5 Yr 2421.79 Open L-7 1067.92 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 100301.07 >4 Yr <= 5 Yr 14912.37 30-90 Days L-8 17600.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 62688.32 >4 Yr <= 5 Yr 8861.75 91-180 Days L-9 9790.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 28953.43 >4 Yr <= 5 Yr 4031.01 91-180 Days LC-1 4070.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 71777.98 >4 Yr <= 5 Yr 8367.86 30-90 Days LC-2 8566.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 60492.04 >4 Yr <= 5 Yr 3482.78 91-180 Days N-1 4025.93 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 3219.26 >4 Yr <= 5 Yr 98.13 <30 Days N-2 264.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 2421.11 >4 Yr <= 5 Yr 314.04 91-180 Days N-3 222.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 20589.65 >4 Yr <= 5 Yr 2856.48 91-180 Days N-4 480.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 100447.95 >4 Yr <= 5 Yr 6376.40 91-180 Days N-5 2535.26 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 3117.60 >4 Yr <= 5 Yr 199.91 91-180 Days N-6 177.32 No Operations