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 65345.01 Day 57 3338.25 91-180 Days A-4-Q 5324.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 27950.40 Day 57 315.09 Open A-5-Q 3261.79 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 17854.08 Day 57 2108.83 30-90 Days CB-1-Q 1380.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 66202.75 Day 57 2931.48 Open CB-2-Q 9211.81 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 31253.70 Day 57 4015.91 Open S-1-Q 173.82 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 110183.02 Day 57 16234.50 Open S-2-Q 13385.38 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 39173.55 Day 57 4.28 30-90 Days S-3-Q 2020.14 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 91039.41 Day 57 3083.98 <30 Days S-4-Q 997.83 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 95665.70 Day 57 2941.59 Open CB-3-Q 1390.54 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 46661.06 Day 57 444.62 91-180 Days G-1-Q 1745.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 35285.26 Day 57 1943.34 Open G-2-Q 1228.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 88545.84 Day 57 3218.33 30-90 Days G-3-Q 3083.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 10571.28 Day 57 161.84 Open S-5-Q 1986.68 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 10834.38 Day 57 1533.93 <30 Days S-6-Q 40.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 59271.42 Day 57 306.95 30-90 Days S-7-Q 7840.58 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 17651.88 Day 57 2258.79 Open E-1-Q 904.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 74330.12 Day 57 2812.61 91-180 Days E-2-Q 2574.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 36548.68 Day 57 5458.56 30-90 Days IG-1-Q 5411.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 68705.97 Day 57 8327.86 <30 Days IG-2-Q 4145.32 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 49123.14 Day 57 6522.32 Open C-1 4206.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 111672.30 Day 57 9043.68 <30 Days CB-4 11102.54 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 88341.79 Day 57 5025.08 <30 Days E-10 11155.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 31436.57 Day 57 3495.06 <30 Days E-3 1829.92 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 108146.83 Day 57 4177.20 30-90 Days E-4 2226.36 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 33479.88 Day 57 2858.02 Open E-5 883.47 No Legal