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 No 66934.38 Day 28 2100.97 30-90 Days P-1 8619.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 55382.94 Day 28 8268.93 91-180 Days P-2 1032.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 6131.45 Day 28 334.30 <30 Days S-8 943.29 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 29982.83 Day 28 4493.07 Open Y-1 2193.64 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 85673.24 Day 28 5643.71 <30 Days Y-2 10720.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 47660.38 Day 28 5461.11 91-180 Days Y-3 7806.48 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 84460.22 Day 28 4065.34 91-180 Days Y-4 1889.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 35620.14 Day 28 3341.91 30-90 Days Z-1 416.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 59288.62 Day 28 3235.40 91-180 Days A-2 10914.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 47959.03 Day 28 4402.70 <30 Days A-3 3349.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 6618.28 Day 28 925.10 <30 Days A-4 200.03 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 43698.10 Day 28 1258.16 Open A-5 6789.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 90492.29 Day 28 6162.12 <30 Days CB-1 7374.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 31252.47 Day 28 4243.57 30-90 Days CB-2 1405.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 49609.17 Day 28 5052.39 91-180 Days CB-3 4811.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 29225.18 Day 28 1930.64 30-90 Days E-1 2239.81 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 26854.89 Day 28 1435.21 Open E-2 5138.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 82501.74 Day 28 635.25 91-180 Days G-1 2866.90 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 86784.03 Day 28 1468.81 30-90 Days G-2 3873.72 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 14449.96 Day 28 410.42 Open G-3 231.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 55580.55 Day 28 3767.14 91-180 Days IG-1 9513.71 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 65013.91 Day 28 1088.06 91-180 Days IG-2 3609.00 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 3155.77 Day 28 227.70 Open S-1 370.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 59361.50 Day 28 6311.60 30-90 Days S-2 10413.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 106952.09 Day 28 15063.84 30-90 Days S-3 21315.20 Yes Liberty International Finance Ltd. Finance