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 2578.01 91 - 120 Days 36.76 30-90 Days S-6-Q 234.84 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 26610.76 91 - 120 Days 2892.27 Open S-7-Q 3406.75 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 97747.26 91 - 120 Days 7133.66 Open E-1-Q 3080.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 51919.65 91 - 120 Days 704.95 <30 Days E-2-Q 6924.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 30755.27 91 - 120 Days 1603.61 <30 Days IG-1-Q 4394.50 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 19985.67 91 - 120 Days 1229.31 91-180 Days IG-2-Q 852.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 23276.06 91 - 120 Days 2801.61 91-180 Days C-1 586.98 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 20652.31 91 - 120 Days 2112.45 <30 Days CB-4 1837.09 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 80743.52 91 - 120 Days 11785.24 91-180 Days E-10 13465.11 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 27033.88 91 - 120 Days 522.10 91-180 Days E-3 4966.05 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 71354.06 91 - 120 Days 1444.07 <30 Days E-4 5814.00 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 47055.35 91 - 120 Days 6225.26 <30 Days E-5 1115.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 104970.54 91 - 120 Days 9229.60 <30 Days E-6 16347.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 15587.72 91 - 120 Days 1063.92 Open E-7 2260.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 111375.67 91 - 120 Days 15600.97 91-180 Days E-8 10743.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 18586.36 91 - 120 Days 86.96 91-180 Days E-9 1680.50 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 Yes 64434.28 91 - 120 Days 468.87 Open G-4 4271.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 37212.42 91 - 120 Days 3701.68 Open IG-3 6310.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 84638.78 91 - 120 Days 11022.40 Open IG-4 12054.66 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 39151.78 91 - 120 Days 1395.21 Open IG-5 4610.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 101910.15 91 - 120 Days 11099.71 <30 Days IG-6 2290.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 8637.39 91 - 120 Days 427.28 91-180 Days IG-7 957.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 94075.48 91 - 120 Days 6318.88 <30 Days IG-8 12338.39 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 20578.55 91 - 120 Days 2792.20 Open L-1 3121.49 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 33352.22 91 - 120 Days 2097.61 Open L-10 5573.27 Yes Liberty International Finance Ltd. Treasury