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 105424.06 121 - 150 Days 8385.23 91-180 Days N-1 10243.32 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 57419.44 121 - 150 Days 7613.71 Open N-2 11419.53 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 52253.42 121 - 150 Days 5010.51 30-90 Days N-3 2655.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 81454.48 121 - 150 Days 3740.17 Open N-4 6928.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 92300.80 121 - 150 Days 1803.30 Open N-5 16148.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 34776.80 121 - 150 Days 210.64 91-180 Days N-6 1579.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 47255.75 121 - 150 Days 4163.98 Open N-7 3486.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 80333.46 121 - 150 Days 1519.78 <30 Days P-1 14568.46 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 38433.73 121 - 150 Days 3793.60 91-180 Days P-2 1480.96 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 12714.12 121 - 150 Days 1403.13 <30 Days S-8 841.93 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 95415.29 121 - 150 Days 5745.27 91-180 Days Y-1 15654.05 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 18698.84 121 - 150 Days 1529.66 91-180 Days Y-2 3545.83 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 35253.48 121 - 150 Days 1347.04 Open Y-3 184.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 102560.34 121 - 150 Days 13886.00 <30 Days Y-4 787.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 34036.77 121 - 150 Days 4849.71 <30 Days Z-1 2932.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 71497.64 121 - 150 Days 8482.50 <30 Days A-2 5193.16 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 Yes 32742.14 121 - 150 Days 4793.07 30-90 Days A-3 6532.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 29140.05 121 - 150 Days 2841.61 <30 Days A-4 180.68 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 75537.23 121 - 150 Days 6583.23 <30 Days A-5 2099.30 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 65875.85 121 - 150 Days 7161.64 <30 Days CB-1 12587.71 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 68786.42 121 - 150 Days 9652.80 <30 Days CB-2 1661.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 17672.87 121 - 150 Days 434.65 91-180 Days CB-3 975.54 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 Yes 87647.54 121 - 150 Days 7201.43 Open E-1 16866.18 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 104149.71 121 - 150 Days 4045.09 91-180 Days E-2 7962.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 39266.78 121 - 150 Days 702.33 <30 Days G-1 1005.59 Yes Liberty International Finance Ltd. Legal