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 53771.78 Day 33 8011.79 <30 Days S-2 2787.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54278.10 Day 33 1492.25 <30 Days S-3 2937.16 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7591.37 Day 33 867.50 91-180 Days S-4 579.59 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 7662.73 Day 33 449.48 <30 Days S-5 1252.65 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 51911.11 Day 33 2105.99 <30 Days S-6 4233.93 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 67579.35 Day 33 7918.80 Open S-7 13085.41 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22545.64 Day 34 2595.22 Open A-0-Q 4294.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 48059.36 Day 34 5775.56 91-180 Days A-1-Q 1440.34 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 107550.09 Day 34 3584.93 <30 Days A-2-Q 8400.78 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 49900.96 Day 34 359.00 <30 Days A-3-Q 7781.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 32138.17 Day 34 2487.94 30-90 Days A-4-Q 5243.48 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7017.87 Day 34 374.44 <30 Days A-5-Q 1104.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 20747.38 Day 34 431.30 Open CB-1-Q 2247.43 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 13392.20 Day 34 1880.83 Open CB-2-Q 486.68 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 90379.61 Day 34 4459.79 91-180 Days S-1-Q 6304.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 28837.73 Day 34 638.49 Open S-2-Q 5712.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 34709.40 Day 34 2722.99 30-90 Days S-3-Q 5895.28 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 38442.10 Day 34 2033.14 30-90 Days S-4-Q 6262.36 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51806.15 Day 34 1921.54 91-180 Days CB-3-Q 3122.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 34909.65 Day 34 5033.63 <30 Days G-1-Q 2092.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 22436.33 Day 34 127.51 <30 Days G-2-Q 1789.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 82447.78 Day 34 10721.80 91-180 Days G-3-Q 10942.10 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68855.94 Day 34 3397.19 <30 Days S-5-Q 3574.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27195.72 Day 34 1423.41 91-180 Days S-6-Q 459.77 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 105561.32 Day 34 12524.08 <30 Days S-7-Q 7279.27 Yes Liberty Mortgage Services Corp. Finance