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 76130.46 Day 19 9055.90 30-90 Days G-3 6070.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 110038.79 Day 19 12910.90 91-180 Days IG-1 1252.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 445.66 Day 19 24.75 30-90 Days IG-2 12.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 48626.51 Day 19 5659.77 30-90 Days S-1 15.03 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 71462.68 Day 19 8073.85 30-90 Days S-2 12239.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 3862.71 Day 19 214.03 91-180 Days S-3 91.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 100597.47 Day 19 5301.14 30-90 Days S-4 9423.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48338.07 Day 19 3265.90 30-90 Days S-5 5203.77 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 54347.14 Day 19 4035.17 30-90 Days S-6 4096.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60026.72 Day 19 6281.27 <30 Days S-7 7029.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 52055.49 Day 20 7420.16 Open A-0-Q 2280.84 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57789.43 Day 20 6524.15 <30 Days A-1-Q 7472.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 112247.79 Day 20 6049.07 <30 Days A-2-Q 19306.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89499.76 Day 20 11422.40 Open A-3-Q 10863.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 93621.12 Day 20 13740.69 Open A-4-Q 18294.81 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 9493.83 Day 20 998.97 Open A-5-Q 769.96 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 106463.74 Day 20 2606.16 <30 Days CB-1-Q 8990.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 10776.56 Day 20 1202.00 Open CB-2-Q 1428.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 67849.97 Day 20 2241.71 <30 Days S-1-Q 8087.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 21438.52 Day 20 703.79 <30 Days S-2-Q 3262.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 27713.71 Day 20 2836.97 30-90 Days S-3-Q 2063.90 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 102164.78 Day 20 13748.78 91-180 Days S-4-Q 15182.78 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82654.94 Day 20 11394.31 30-90 Days CB-3-Q 2543.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 68282.57 Day 20 1081.50 30-90 Days G-1-Q 3710.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 95654.46 Day 20 9987.02 30-90 Days G-2-Q 3472.65 Yes Liberty Mortgage Services Corp. Operations