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 33330.54 Day 34 4958.20 30-90 Days E-7 5855.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 44868.37 Day 34 5336.87 Open E-8 7164.09 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 102331.22 Day 34 2916.90 <30 Days E-9 16040.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 52480.54 Day 34 244.21 91-180 Days G-4 4213.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 96901.29 Day 34 13530.41 30-90 Days IG-3 310.44 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 53293.97 Day 34 2995.76 91-180 Days IG-4 2518.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 12554.97 Day 34 537.96 <30 Days IG-5 1.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 68836.46 Day 34 2997.17 <30 Days IG-6 12464.37 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 65516.80 Day 34 5457.15 30-90 Days IG-7 5277.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 31952.10 Day 34 3466.77 30-90 Days IG-8 1760.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 28135.14 Day 34 3950.33 30-90 Days L-1 3722.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 21532.30 Day 34 180.46 <30 Days L-10 859.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 26362.91 Day 34 2716.83 <30 Days L-11 3135.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 40884.90 Day 34 3577.03 91-180 Days L-2 265.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 79450.68 Day 34 9085.16 30-90 Days L-3 8529.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 80063.25 Day 34 5487.59 Open L-4 15178.98 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 52566.74 Day 34 7131.18 <30 Days L-5 3533.34 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 63327.93 Day 34 684.39 Open L-6 5528.14 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 44236.32 Day 34 504.32 30-90 Days L-7 3151.35 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 52166.70 Day 34 5832.48 91-180 Days L-8 5921.40 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 66619.57 Day 34 1821.81 30-90 Days L-9 3540.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 59518.27 Day 34 4439.05 Open LC-1 8019.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 104479.09 Day 34 3045.95 91-180 Days LC-2 12748.49 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 70964.58 Day 34 4179.25 30-90 Days N-1 10361.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 79858.70 Day 34 927.03 30-90 Days N-2 433.47 Yes Liberty Mortgage Services Corp. Legal