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 95483.94 91 - 120 Days 10969.48 91-180 Days L-11 3041.75 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 33087.00 91 - 120 Days 4711.46 30-90 Days L-2 5410.31 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 36981.99 91 - 120 Days 2365.54 Open L-3 1401.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 77292.20 91 - 120 Days 7575.42 91-180 Days L-4 3928.77 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 107918.45 91 - 120 Days 14047.88 <30 Days L-5 7138.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 57989.73 91 - 120 Days 4330.73 91-180 Days L-6 4033.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 13606.82 91 - 120 Days 1744.37 <30 Days L-7 1621.20 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 98948.16 91 - 120 Days 146.91 91-180 Days L-8 2497.30 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 58598.72 91 - 120 Days 2267.48 Open L-9 7645.42 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 70427.08 91 - 120 Days 990.84 91-180 Days LC-1 12505.97 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 92136.53 91 - 120 Days 8639.18 91-180 Days LC-2 3882.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 17623.74 91 - 120 Days 1346.92 Open N-1 1974.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 32549.72 91 - 120 Days 330.52 <30 Days N-2 1230.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 19147.96 91 - 120 Days 16.45 30-90 Days N-3 875.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 16678.05 91 - 120 Days 2285.56 <30 Days N-4 768.32 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 79356.08 91 - 120 Days 8507.00 Open N-5 11990.81 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 44197.08 91 - 120 Days 5299.97 91-180 Days N-6 7785.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 3625.49 91 - 120 Days 4.24 30-90 Days N-7 199.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 73481.26 91 - 120 Days 6631.85 <30 Days P-1 7640.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 1445.82 91 - 120 Days 96.17 30-90 Days P-2 85.23 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 98842.34 91 - 120 Days 7779.73 <30 Days S-8 4974.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 54504.18 91 - 120 Days 1576.54 91-180 Days Y-1 6484.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 82255.03 91 - 120 Days 10429.68 91-180 Days Y-2 15957.97 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 10366.55 91 - 120 Days 1531.90 <30 Days Y-3 1734.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 56337.98 91 - 120 Days 6591.57 30-90 Days Y-4 7260.40 Yes Liberty Mortgage Services Corp. Risk Management