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 62776.84 Day 30 381.47 <30 Days CB-2-Q 5314.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 16058.13 Day 30 1860.25 Open S-1-Q 806.41 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 14538.17 Day 30 919.23 30-90 Days S-2-Q 2189.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 75456.63 Day 30 5338.18 <30 Days S-3-Q 4931.85 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 6000.72 Day 30 516.73 30-90 Days S-4-Q 113.07 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 94672.22 Day 30 11307.34 30-90 Days CB-3-Q 16455.67 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 19418.82 Day 30 73.31 Open G-1-Q 2130.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 87541.74 Day 30 3459.68 <30 Days G-2-Q 13640.15 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 64339.40 Day 30 7547.85 <30 Days G-3-Q 318.00 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 31788.55 Day 30 2120.04 30-90 Days S-5-Q 1483.36 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 14608.22 Day 30 1081.73 <30 Days S-6-Q 1407.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 48901.16 Day 30 2991.88 30-90 Days S-7-Q 7679.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 95472.66 Day 30 3613.57 <30 Days E-1-Q 15970.15 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 24099.50 Day 30 3115.64 Open E-2-Q 4215.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 108205.56 Day 30 14200.18 <30 Days IG-1-Q 18167.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 73586.85 Day 30 1886.21 91-180 Days IG-2-Q 12172.18 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 No 3341.90 Day 30 293.47 30-90 Days C-1 138.45 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 41574.79 Day 30 3521.89 30-90 Days CB-4 4998.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 51201.96 Day 30 4698.03 30-90 Days E-10 1405.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 22279.91 Day 30 192.70 <30 Days E-3 1152.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 21464.25 Day 30 1220.54 Open E-4 56.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 83245.37 Day 30 2529.88 Open E-5 2454.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 25096.11 Day 30 2294.81 Open E-6 1276.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 50943.47 Day 30 4599.19 Open E-7 9199.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 99395.70 Day 30 5477.32 91-180 Days E-8 11974.60 Yes Liberty Mortgage Services Corp. Finance