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 109253.67 83 - 90 Days 8861.41 <30 Days IG-2 12722.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 98941.38 83 - 90 Days 3023.15 30-90 Days S-1 252.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 21546.34 83 - 90 Days 284.91 30-90 Days S-2 3172.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 54429.82 83 - 90 Days 2845.98 <30 Days S-3 332.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 77544.98 83 - 90 Days 4529.25 <30 Days S-4 151.51 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 8380.85 83 - 90 Days 889.38 91-180 Days S-5 1665.32 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 108692.05 83 - 90 Days 5401.39 30-90 Days S-6 4696.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 72293.40 83 - 90 Days 3787.56 Open S-7 3984.77 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 69853.82 91 - 120 Days 4885.67 Open A-0-Q 8974.56 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 41416.59 91 - 120 Days 4248.55 91-180 Days A-1-Q 7476.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 87939.42 91 - 120 Days 4434.50 30-90 Days A-2-Q 8754.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 106342.91 91 - 120 Days 9084.73 Open A-3-Q 6865.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 69295.28 91 - 120 Days 1284.45 Open A-4-Q 1348.38 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 6891.92 91 - 120 Days 980.25 91-180 Days A-5-Q 156.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 55534.39 91 - 120 Days 4909.38 91-180 Days CB-1-Q 7864.35 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 13623.46 91 - 120 Days 1777.92 Open CB-2-Q 1303.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 29288.35 91 - 120 Days 1582.36 91-180 Days S-1-Q 1355.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 101460.85 91 - 120 Days 839.70 Open S-2-Q 20192.67 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 55991.77 91 - 120 Days 2373.81 30-90 Days S-3-Q 7041.57 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 14759.93 91 - 120 Days 1264.67 91-180 Days S-4-Q 2676.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 63207.54 91 - 120 Days 5910.87 <30 Days CB-3-Q 1054.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 81102.17 91 - 120 Days 11857.48 30-90 Days G-1-Q 10142.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 98734.69 91 - 120 Days 10324.45 Open G-2-Q 11497.89 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 84533.19 91 - 120 Days 4496.44 30-90 Days G-3-Q 5438.14 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 47871.98 91 - 120 Days 360.85 91-180 Days S-5-Q 3273.56 No Finance