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 Investment Company or Advisor Yes 106746.40 Day 6 15091.45 Open S-7-Q 16201.62 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 76463.92 Day 6 2731.91 91-180 Days E-1-Q 11040.04 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 72013.76 Day 6 2192.58 30-90 Days E-2-Q 6333.57 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 11158.27 Day 6 684.80 30-90 Days IG-1-Q 174.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 83883.65 Day 6 9573.57 <30 Days IG-2-Q 15184.24 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 79209.91 Day 6 2238.27 Open C-1 10581.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 31325.98 Day 6 3684.48 Open CB-4 1885.28 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 23083.28 Day 6 251.28 30-90 Days E-10 2046.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 34381.03 Day 6 4424.93 Open E-3 627.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 26126.43 Day 6 2029.49 30-90 Days E-4 487.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 80676.37 Day 6 2721.88 <30 Days E-5 484.17 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 48610.14 Day 6 2757.50 30-90 Days E-6 3517.67 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 4167.27 Day 6 421.67 <30 Days E-7 654.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 101072.55 Day 6 5696.01 30-90 Days E-8 4908.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 15028.84 Day 6 249.94 <30 Days E-9 414.45 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 98244.89 Day 6 9856.03 30-90 Days G-4 12040.43 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 15591.23 Day 6 354.10 Open IG-3 1822.01 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 71975.55 Day 6 8357.45 Open IG-4 13875.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 62528.28 Day 6 5994.80 30-90 Days IG-5 8684.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 7148.09 Day 6 446.52 <30 Days IG-6 68.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 79083.59 Day 6 8243.66 91-180 Days IG-7 11521.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 31877.41 Day 6 747.88 30-90 Days IG-8 6058.54 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 38359.24 Day 6 4534.46 91-180 Days L-1 6788.75 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 40190.38 Day 6 4872.85 <30 Days L-10 2543.91 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 77350.50 Day 6 9938.08 <30 Days L-11 13432.50 Yes Liberty Mortgage Services Corp. Risk Management