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 8266.96 151 - 179 Days 484.78 <30 Days IG-8 286.25 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 73768.09 151 - 179 Days 3827.20 91-180 Days L-1 1371.32 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 98003.11 151 - 179 Days 6976.58 <30 Days L-10 6576.99 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 80190.12 151 - 179 Days 4063.19 91-180 Days L-11 16016.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 69506.59 151 - 179 Days 3118.59 91-180 Days L-2 8153.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 88838.62 151 - 179 Days 3069.48 <30 Days L-3 5043.17 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 602.92 151 - 179 Days 8.61 30-90 Days L-4 47.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 85631.66 151 - 179 Days 5015.15 <30 Days L-5 2156.92 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 33976.10 151 - 179 Days 2607.23 <30 Days L-6 4915.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 85167.06 151 - 179 Days 1374.31 91-180 Days L-7 15458.59 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 18361.88 151 - 179 Days 2227.02 91-180 Days L-8 3496.52 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 52110.71 151 - 179 Days 1515.37 91-180 Days L-9 6895.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 42257.58 151 - 179 Days 4819.15 <30 Days LC-1 540.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 34496.89 151 - 179 Days 1213.19 30-90 Days LC-2 6546.21 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 68258.04 151 - 179 Days 1977.90 Open N-1 7660.94 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 11969.77 151 - 179 Days 1047.44 91-180 Days N-2 901.34 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 112180.81 151 - 179 Days 10386.36 30-90 Days N-3 869.17 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 9021.65 151 - 179 Days 965.67 Open N-4 80.98 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 Yes 93525.10 151 - 179 Days 10721.24 <30 Days N-5 1792.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 55586.22 151 - 179 Days 5199.40 91-180 Days N-6 1282.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 9338.98 151 - 179 Days 1158.60 Open N-7 1048.63 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 31971.27 151 - 179 Days 2153.90 Open P-1 1476.43 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 41859.52 151 - 179 Days 799.92 30-90 Days P-2 766.14 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 112425.98 151 - 179 Days 3667.12 <30 Days S-8 11002.48 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 45193.92 151 - 179 Days 1890.42 91-180 Days Y-1 8852.38 No Finance