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 61202.66 Day 34 7934.72 30-90 Days E-2 7956.40 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 97180.88 Day 34 6854.92 Open G-1 15757.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 111911.51 Day 34 3029.07 Open G-2 10101.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 32102.83 Day 34 4241.69 30-90 Days G-3 120.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 79918.63 Day 34 6629.37 91-180 Days IG-1 9320.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 100509.36 Day 34 10692.97 30-90 Days IG-2 6181.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 81419.32 Day 34 847.19 <30 Days S-1 14713.42 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 69358.01 Day 34 7867.42 <30 Days S-2 1714.64 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 91021.47 Day 34 12498.34 Open S-3 5425.29 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 68907.63 Day 34 6396.68 30-90 Days S-4 9811.85 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 98248.46 Day 34 2642.67 30-90 Days S-5 9335.13 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 68371.74 Day 34 3469.14 Open S-6 12103.26 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 75685.74 Day 34 2659.95 <30 Days S-7 14582.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 20162.92 Day 35 571.98 Open A-0-Q 1066.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 94588.26 Day 35 6422.85 <30 Days A-1-Q 5089.22 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 20452.89 Day 35 768.87 Open A-2-Q 1011.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 14795.66 Day 35 393.63 Open A-3-Q 598.19 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 67433.84 Day 35 7219.72 Open A-4-Q 7178.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 35819.15 Day 35 1424.51 30-90 Days A-5-Q 3970.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 103393.44 Day 35 2377.77 91-180 Days CB-1-Q 20574.67 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 97009.55 Day 35 4275.66 91-180 Days CB-2-Q 18059.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 78637.61 Day 35 2921.18 30-90 Days S-1-Q 6749.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 39296.92 Day 35 5892.24 Open S-2-Q 438.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 47799.83 Day 35 3303.59 91-180 Days S-3-Q 3266.22 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 47952.96 Day 35 75.46 <30 Days S-4-Q 6524.01 Yes Liberty Capital Markets Inc. Risk Management