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 111925.50 271 - 364 Days 2408.22 91-180 Days S-4-Q 10998.08 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 36563.48 271 - 364 Days 4616.25 Open CB-3-Q 7055.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 31838.51 271 - 364 Days 4314.33 <30 Days G-1-Q 1289.91 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 86150.08 271 - 364 Days 6736.51 <30 Days G-2-Q 10789.47 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 29352.29 271 - 364 Days 2107.79 <30 Days G-3-Q 5613.88 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 51122.27 271 - 364 Days 4796.39 Open S-5-Q 6425.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 19258.79 271 - 364 Days 226.65 30-90 Days S-6-Q 2260.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 83116.25 271 - 364 Days 10626.41 30-90 Days S-7-Q 15750.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 30193.05 271 - 364 Days 2178.95 Open E-1-Q 6008.76 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 94595.48 271 - 364 Days 1346.63 91-180 Days E-2-Q 901.46 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 1607.97 271 - 364 Days 167.88 <30 Days IG-1-Q 309.02 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 108740.73 271 - 364 Days 16290.63 <30 Days IG-2-Q 20312.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 5275.80 271 - 364 Days 295.44 <30 Days C-1 797.97 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 20967.08 271 - 364 Days 415.21 30-90 Days CB-4 1101.54 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 97106.32 271 - 364 Days 11982.87 91-180 Days E-10 18000.45 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 No 13576.05 271 - 364 Days 89.22 Open E-3 1751.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 72204.68 271 - 364 Days 461.61 30-90 Days E-4 11888.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 99210.49 271 - 364 Days 13243.16 30-90 Days E-5 10066.15 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 92399.41 271 - 364 Days 5840.27 91-180 Days E-6 18307.79 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 108645.37 271 - 364 Days 12076.29 Open E-7 5639.52 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 10732.00 271 - 364 Days 726.97 91-180 Days E-8 1678.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 41803.96 271 - 364 Days 1059.64 30-90 Days E-9 7641.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 30416.74 271 - 364 Days 2294.78 <30 Days G-4 1732.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 83614.96 271 - 364 Days 5531.46 <30 Days IG-3 8965.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 100802.16 271 - 364 Days 3757.23 91-180 Days IG-4 7736.66 Yes Liberty Wealth Management LLC Treasury