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 16743.90 180 - 270 Days 265.77 <30 Days A-0-Q 2014.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 94770.38 180 - 270 Days 5935.46 30-90 Days A-1-Q 17214.89 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 95372.91 180 - 270 Days 2696.40 Open A-2-Q 10130.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 21070.03 180 - 270 Days 2459.79 Open A-3-Q 2178.30 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 93290.39 180 - 270 Days 9230.27 <30 Days A-4-Q 4343.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 261.02 180 - 270 Days 17.11 <30 Days A-5-Q 44.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 21245.00 180 - 270 Days 2595.22 91-180 Days CB-1-Q 1552.51 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 29254.00 180 - 270 Days 1923.78 30-90 Days CB-2-Q 1301.23 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 41526.85 180 - 270 Days 4543.91 91-180 Days S-1-Q 7133.13 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 103022.30 180 - 270 Days 15169.01 30-90 Days S-2-Q 15566.53 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 23016.44 180 - 270 Days 2596.35 <30 Days S-3-Q 3010.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 1561.57 180 - 270 Days 3.59 91-180 Days S-4-Q 302.48 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 43241.20 180 - 270 Days 3463.95 Open CB-3-Q 8041.03 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 8376.68 180 - 270 Days 401.11 <30 Days G-1-Q 688.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 69804.88 180 - 270 Days 7455.69 91-180 Days G-2-Q 5044.06 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 105380.51 180 - 270 Days 3495.21 Open G-3-Q 7495.47 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 1839.74 180 - 270 Days 75.99 91-180 Days S-5-Q 329.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 112792.96 180 - 270 Days 2950.14 30-90 Days S-6-Q 6102.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 55316.73 180 - 270 Days 4953.41 30-90 Days S-7-Q 2299.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 112591.56 180 - 270 Days 11316.79 91-180 Days E-1-Q 4857.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 50656.98 180 - 270 Days 5781.26 91-180 Days E-2-Q 9072.01 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 23447.08 180 - 270 Days 894.05 91-180 Days IG-1-Q 2637.44 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 49108.95 180 - 270 Days 1415.15 91-180 Days IG-2-Q 5425.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 44262.18 180 - 270 Days 1383.40 91-180 Days C-1 5170.23 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 22228.67 180 - 270 Days 1171.02 91-180 Days CB-4 2828.53 No Operations