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 62192.88 121 - 150 Days 9321.16 30-90 Days G-2 3761.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 99129.50 121 - 150 Days 7595.15 91-180 Days G-3 5539.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 14922.08 121 - 150 Days 718.57 91-180 Days IG-1 973.74 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 54700.95 121 - 150 Days 7211.40 91-180 Days IG-2 2307.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 45975.66 121 - 150 Days 1592.38 Open S-1 224.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 112903.72 121 - 150 Days 11438.51 91-180 Days S-2 12682.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 15204.79 121 - 150 Days 462.67 30-90 Days S-3 1032.32 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 64167.87 121 - 150 Days 9197.78 <30 Days S-4 2306.42 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 37096.51 121 - 150 Days 1151.01 Open S-5 637.77 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 78019.88 121 - 150 Days 7578.02 91-180 Days S-6 11153.79 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 81618.34 121 - 150 Days 146.29 91-180 Days S-7 384.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 43885.41 151 - 179 Days 4443.92 91-180 Days A-0-Q 611.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 59927.11 151 - 179 Days 7120.16 91-180 Days A-1-Q 4446.70 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 72726.65 151 - 179 Days 5273.99 91-180 Days A-2-Q 6411.21 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 29266.44 151 - 179 Days 785.95 30-90 Days A-3-Q 74.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 10297.52 151 - 179 Days 811.24 Open A-4-Q 1304.44 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 99293.28 151 - 179 Days 1710.48 Open A-5-Q 6880.51 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 71094.07 151 - 179 Days 9309.31 Open CB-1-Q 11242.76 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 48556.96 151 - 179 Days 4127.29 <30 Days CB-2-Q 3688.63 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 25683.46 151 - 179 Days 267.54 Open S-1-Q 3075.41 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 46480.78 151 - 179 Days 6356.34 91-180 Days S-2-Q 4628.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 96661.25 151 - 179 Days 3564.68 <30 Days S-3-Q 5246.01 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 96214.95 151 - 179 Days 12697.86 30-90 Days S-4-Q 2601.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 49821.92 151 - 179 Days 5427.08 91-180 Days CB-3-Q 897.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 54404.52 151 - 179 Days 2161.87 91-180 Days G-1-Q 3746.35 Yes Liberty Mortgage Services Corp. Treasury