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 10804.76 91 - 120 Days 1592.26 Open Z-1 353.30 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 50928.45 91 - 120 Days 6824.57 Open A-2 6922.11 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 64866.33 91 - 120 Days 4445.68 Open A-3 6144.95 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 69412.27 91 - 120 Days 358.51 30-90 Days A-4 10601.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 54084.01 91 - 120 Days 3587.81 Open A-5 1464.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 35273.87 91 - 120 Days 3169.15 30-90 Days CB-1 6263.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 93956.75 91 - 120 Days 8464.59 Open CB-2 14028.37 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 38936.75 91 - 120 Days 4155.04 91-180 Days CB-3 1907.12 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 34416.82 91 - 120 Days 2005.61 91-180 Days E-1 3788.40 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 22352.47 91 - 120 Days 2243.17 <30 Days E-2 197.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 16128.08 91 - 120 Days 609.30 Open G-1 1153.15 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 62649.90 91 - 120 Days 2924.32 91-180 Days G-2 1028.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 8241.49 91 - 120 Days 400.34 Open G-3 1638.11 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 28814.32 91 - 120 Days 10.61 91-180 Days IG-1 5757.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 98699.69 91 - 120 Days 6449.47 30-90 Days IG-2 3641.36 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 81198.10 91 - 120 Days 3781.06 Open S-1 7687.36 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 23470.82 91 - 120 Days 819.25 Open S-2 3395.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 105166.92 91 - 120 Days 2479.30 91-180 Days S-3 15696.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 108313.89 91 - 120 Days 15387.32 <30 Days S-4 16834.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 26477.65 91 - 120 Days 854.06 Open S-5 1155.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 49287.84 91 - 120 Days 206.30 91-180 Days S-6 4132.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 49564.86 91 - 120 Days 1101.64 30-90 Days S-7 5982.50 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 21309.28 121 - 150 Days 1337.25 30-90 Days A-0-Q 2977.77 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 28036.58 121 - 150 Days 197.01 91-180 Days A-1-Q 5596.72 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 31955.40 121 - 150 Days 3039.76 30-90 Days A-2-Q 186.48 Yes Liberty Wealth Management LLC Risk Management