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 102698.13 75 - 82 Days 12036.83 30-90 Days A-4 640.91 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 61386.57 75 - 82 Days 2786.85 Open A-5 8160.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 19904.66 75 - 82 Days 1173.77 30-90 Days CB-1 1452.82 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 28546.71 75 - 82 Days 4120.19 Open CB-2 1023.84 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 92088.89 75 - 82 Days 11036.64 <30 Days CB-3 432.63 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 34344.63 75 - 82 Days 3560.71 30-90 Days E-1 5650.73 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 39046.74 75 - 82 Days 1799.80 91-180 Days E-2 190.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 82946.48 75 - 82 Days 6786.44 91-180 Days G-1 1552.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 111655.61 75 - 82 Days 8166.34 <30 Days G-2 7349.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 78097.55 75 - 82 Days 3083.23 30-90 Days G-3 6386.63 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 85226.22 75 - 82 Days 4667.83 30-90 Days IG-1 2758.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 27368.76 75 - 82 Days 886.59 30-90 Days IG-2 263.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 95673.06 75 - 82 Days 3190.97 30-90 Days S-1 6991.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 41071.49 75 - 82 Days 1944.22 <30 Days S-2 7234.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 25335.52 75 - 82 Days 2876.34 <30 Days S-3 2495.36 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 95696.46 75 - 82 Days 8278.70 <30 Days S-4 10657.02 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 26019.96 75 - 82 Days 1426.50 30-90 Days S-5 3575.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 35695.41 75 - 82 Days 4328.65 30-90 Days S-6 2188.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 91815.86 75 - 82 Days 3339.36 30-90 Days S-7 4623.35 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 106179.63 83 - 90 Days 11960.49 <30 Days A-0-Q 9768.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 45117.06 83 - 90 Days 255.03 30-90 Days A-1-Q 7418.87 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 93634.50 83 - 90 Days 10328.76 30-90 Days A-2-Q 4397.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 16532.88 83 - 90 Days 1457.32 91-180 Days A-3-Q 742.95 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 97437.84 83 - 90 Days 9587.15 30-90 Days A-4-Q 974.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 99432.42 83 - 90 Days 11292.35 91-180 Days A-5-Q 9768.59 No Risk Management