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 73606.62 271 - 364 Days 2787.83 Open P-2 787.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 7033.00 271 - 364 Days 968.74 91-180 Days S-8 322.39 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 79736.09 271 - 364 Days 10331.32 <30 Days Y-1 9772.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 90664.96 271 - 364 Days 12027.94 <30 Days Y-2 4693.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 113165.66 271 - 364 Days 14802.87 91-180 Days Y-3 15411.65 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 16145.62 271 - 364 Days 1687.21 Open Y-4 375.69 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 16857.89 271 - 364 Days 2144.36 Open Z-1 2085.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 61483.72 271 - 364 Days 8127.18 30-90 Days A-2 9566.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 89826.98 271 - 364 Days 5327.79 Open A-3 6607.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 93179.10 271 - 364 Days 8871.08 Open A-4 12533.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 18637.73 271 - 364 Days 1428.86 91-180 Days A-5 2674.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 1506.62 271 - 364 Days 53.70 91-180 Days CB-1 2.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 6193.04 271 - 364 Days 497.46 30-90 Days CB-2 687.77 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 102239.68 271 - 364 Days 3418.46 <30 Days CB-3 19643.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 75398.52 271 - 364 Days 8095.31 30-90 Days E-1 11521.21 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 34633.86 271 - 364 Days 3048.37 <30 Days E-2 5145.24 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 73326.53 271 - 364 Days 210.17 <30 Days G-1 6189.38 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 63279.17 271 - 364 Days 2989.32 91-180 Days G-2 11606.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 56332.27 271 - 364 Days 102.99 Open G-3 9447.64 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 101689.53 271 - 364 Days 2807.31 Open IG-1 15054.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 88790.99 271 - 364 Days 6444.41 Open IG-2 1418.31 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 30603.88 271 - 364 Days 1090.88 <30 Days S-1 4088.39 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 68720.43 271 - 364 Days 117.64 30-90 Days S-2 1370.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 35243.46 271 - 364 Days 1351.15 Open S-3 3853.60 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 111227.13 271 - 364 Days 11257.02 30-90 Days S-4 21616.22 No Operations