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 6513.04 83 - 90 Days 413.64 91-180 Days CB-1-Q 1255.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 7697.63 83 - 90 Days 499.65 <30 Days CB-2-Q 61.72 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 86936.64 83 - 90 Days 9742.65 91-180 Days S-1-Q 2617.47 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 56633.27 83 - 90 Days 5980.89 Open S-2-Q 5906.04 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 45596.04 83 - 90 Days 6549.34 30-90 Days S-3-Q 5161.48 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 48869.50 83 - 90 Days 5622.92 91-180 Days S-4-Q 223.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 107239.35 83 - 90 Days 3515.50 Open CB-3-Q 17763.08 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 93451.41 83 - 90 Days 6615.29 <30 Days G-1-Q 17152.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 53579.65 83 - 90 Days 6408.36 30-90 Days G-2-Q 10148.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 42625.13 83 - 90 Days 1231.18 Open G-3-Q 6081.39 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 109729.07 83 - 90 Days 1014.72 91-180 Days S-5-Q 7167.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 102909.65 83 - 90 Days 9748.79 91-180 Days S-6-Q 10418.94 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 57070.15 83 - 90 Days 426.44 <30 Days S-7-Q 4116.84 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 19539.99 83 - 90 Days 226.76 30-90 Days E-1-Q 2904.43 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 33329.06 83 - 90 Days 2442.06 Open E-2-Q 5632.81 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 10082.81 83 - 90 Days 60.21 Open IG-1-Q 34.33 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 50926.08 83 - 90 Days 637.08 30-90 Days IG-2-Q 3656.12 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 7147.92 83 - 90 Days 402.77 <30 Days C-1 1263.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 100057.84 83 - 90 Days 5264.48 30-90 Days CB-4 3464.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 10976.79 83 - 90 Days 589.85 <30 Days E-10 725.78 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 21221.56 83 - 90 Days 546.79 <30 Days E-3 3837.91 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 45449.01 83 - 90 Days 3729.96 Open E-4 5157.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 61897.21 83 - 90 Days 7879.65 91-180 Days E-5 1255.48 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 71066.71 83 - 90 Days 9805.85 <30 Days E-6 13572.64 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 105312.38 83 - 90 Days 1402.00 Open E-7 10904.02 No Treasury