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 112869.09 Day 27 5117.40 30-90 Days CB-3 1206.93 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 29437.91 Day 27 1105.80 30-90 Days E-1 3117.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 40305.12 Day 27 2572.59 <30 Days E-2 2316.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 31080.28 Day 27 1420.86 <30 Days G-1 1775.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 112817.16 Day 27 2435.81 30-90 Days G-2 10605.37 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 54019.13 Day 27 1542.85 91-180 Days G-3 6358.18 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 37448.85 Day 27 1707.91 91-180 Days IG-1 7021.11 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 25375.16 Day 27 3427.99 91-180 Days IG-2 1062.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 18023.74 Day 27 1720.13 91-180 Days S-1 3230.94 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 50358.56 Day 27 1565.11 30-90 Days S-2 8742.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 108547.12 Day 27 9387.75 91-180 Days S-3 16009.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 17394.70 Day 27 1224.83 <30 Days S-4 115.34 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 17607.93 Day 27 1732.30 <30 Days S-5 1102.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 67478.37 Day 27 1229.59 <30 Days S-6 11536.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 5028.16 Day 27 472.94 30-90 Days S-7 417.73 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 Yes 95795.35 Day 28 8114.43 <30 Days A-0-Q 564.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 26796.10 Day 28 711.05 Open A-1-Q 4664.31 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 90108.10 Day 28 5306.48 30-90 Days A-2-Q 15393.52 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 72111.13 Day 28 5297.76 <30 Days A-3-Q 6420.16 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 Yes 27650.52 Day 28 3533.01 <30 Days A-4-Q 644.32 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 47052.13 Day 28 3171.34 91-180 Days A-5-Q 132.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 5248.02 Day 28 60.90 Open CB-1-Q 656.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 22628.44 Day 28 543.74 91-180 Days CB-2-Q 4228.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 12892.07 Day 28 414.24 <30 Days S-1-Q 1652.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 91051.27 Day 28 2942.43 30-90 Days S-2-Q 12836.17 No Legal