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 62929.80 Day 22 9160.83 Open L-3 2075.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 27231.11 Day 22 764.10 91-180 Days L-4 3532.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 16813.88 Day 22 57.78 91-180 Days L-5 2598.69 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 68866.62 Day 22 3690.15 91-180 Days L-6 1775.70 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 50509.20 Day 22 911.21 30-90 Days L-7 5996.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 107723.78 Day 22 4590.79 <30 Days L-8 8844.16 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 6800.31 Day 22 588.98 30-90 Days L-9 1161.06 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 23647.39 Day 22 3304.68 91-180 Days LC-1 2662.43 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 94922.48 Day 22 13869.79 30-90 Days LC-2 4362.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 59795.17 Day 22 2552.14 30-90 Days N-1 5978.28 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 53090.26 Day 22 7494.78 Open N-2 7410.25 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 27430.62 Day 22 1052.14 Open N-3 2158.26 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 1075.51 Day 22 29.29 30-90 Days N-4 52.38 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 63451.75 Day 22 295.73 91-180 Days N-5 324.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 60261.11 Day 22 1753.12 30-90 Days N-6 5680.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 110643.52 Day 22 14283.43 <30 Days N-7 16987.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 85453.72 Day 22 5928.07 Open P-1 3080.44 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 11148.33 Day 22 254.23 <30 Days P-2 913.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 55540.64 Day 22 3444.07 91-180 Days S-8 3606.28 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 2308.12 Day 22 62.33 <30 Days Y-1 395.20 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 83547.47 Day 22 5302.46 <30 Days Y-2 14379.73 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 82031.00 Day 22 4897.61 30-90 Days Y-3 3291.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 68160.15 Day 22 9111.48 91-180 Days Y-4 9849.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 67145.39 Day 22 2390.12 91-180 Days Z-1 13319.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 68789.49 Day 22 10256.85 30-90 Days A-2 6941.55 Yes Liberty Capital Markets Inc. Operations