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 No 4928.86 Day 40 124.00 Open L-5 74.17 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 106899.98 Day 40 2003.60 30-90 Days L-6 392.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 34385.19 Day 40 5007.63 91-180 Days L-7 3427.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 85858.17 Day 40 12794.61 Open L-8 2462.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 104864.32 Day 40 9353.53 30-90 Days L-9 16456.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 12665.29 Day 40 231.58 91-180 Days LC-1 1890.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 4252.77 Day 40 511.60 91-180 Days LC-2 181.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 36090.67 Day 40 334.17 <30 Days N-1 3757.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 83328.27 Day 40 9349.67 Open N-2 15187.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 12661.15 Day 40 1314.01 30-90 Days N-3 2078.99 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 44561.70 Day 40 303.26 <30 Days N-4 6074.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 98855.74 Day 40 7848.22 30-90 Days N-5 17600.07 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 89057.54 Day 40 12112.23 <30 Days N-6 5539.62 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 36988.98 Day 40 2533.97 91-180 Days N-7 1252.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 56286.06 Day 40 3596.51 <30 Days P-1 10390.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 32769.86 Day 40 3581.83 Open P-2 2620.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 63243.54 Day 40 7270.06 Open S-8 5808.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 92979.59 Day 40 10185.89 91-180 Days Y-1 8953.80 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 100709.78 Day 40 10175.30 <30 Days Y-2 14210.57 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 19967.53 Day 40 85.93 <30 Days Y-3 3153.59 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 84891.69 Day 40 2191.59 <30 Days Y-4 7463.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business Yes 103804.34 Day 40 10445.58 <30 Days Z-1 1520.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 37387.84 Day 40 2534.06 <30 Days A-2 459.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 31523.68 Day 40 1838.35 Open A-3 5042.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Small Business No 27669.32 Day 40 2463.41 91-180 Days A-4 372.90 No Treasury