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 Retail Yes 60133.97 Day 29 6116.52 30-90 Days Y-2 8108.52 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4542.83 Day 29 280.74 Open Y-3 383.11 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6087.33 Day 29 102.10 30-90 Days Y-4 998.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 28781.10 Day 29 3982.82 <30 Days Z-1 1552.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57476.10 Day 29 2631.40 91-180 Days A-2 1537.23 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 57347.04 Day 29 6039.68 Open A-3 10327.34 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 84600.05 Day 29 3063.62 <30 Days A-4 909.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 61916.99 Day 29 3448.24 <30 Days A-5 7379.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4506.11 Day 29 190.89 91-180 Days CB-1 303.39 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 62221.20 Day 29 988.13 30-90 Days CB-2 5895.40 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10398.56 Day 29 524.82 91-180 Days CB-3 370.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 69035.27 Day 29 9336.07 91-180 Days E-1 4994.01 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 36641.46 Day 29 4360.53 <30 Days E-2 646.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 94780.89 Day 29 13255.15 <30 Days G-1 5722.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 97269.79 Day 29 9056.22 91-180 Days G-2 16149.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90123.85 Day 29 897.56 <30 Days G-3 10880.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 72100.10 Day 29 8818.31 30-90 Days IG-1 4555.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34724.29 Day 29 4080.17 91-180 Days IG-2 4517.78 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 6612.04 Day 29 94.90 Open S-1 697.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 80279.71 Day 29 9871.64 91-180 Days S-2 12403.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 17938.81 Day 29 1046.43 <30 Days S-3 2713.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 14470.04 Day 29 850.99 91-180 Days S-4 2076.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71051.21 Day 29 1954.62 91-180 Days S-5 1191.36 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 17506.05 Day 29 471.27 30-90 Days S-6 617.68 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 47389.82 Day 29 2172.86 <30 Days S-7 6548.32 Yes Liberty Mortgage Services Corp. Finance