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 72569.20 Day 35 1755.51 30-90 Days S-6 4363.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 17420.93 Day 35 709.76 30-90 Days S-7 1319.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 31451.19 Day 36 185.28 30-90 Days A-0-Q 943.18 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 70257.41 Day 36 7145.43 91-180 Days A-1-Q 8404.76 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 102382.97 Day 36 11599.54 30-90 Days A-2-Q 16390.61 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 45049.32 Day 36 5679.32 Open A-3-Q 8351.07 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 93053.96 Day 36 5196.57 <30 Days A-4-Q 9100.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 29638.64 Day 36 2737.31 <30 Days A-5-Q 842.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 57304.40 Day 36 2934.01 <30 Days CB-1-Q 10326.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 113495.95 Day 36 14528.66 Open CB-2-Q 10900.24 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 83303.51 Day 36 6603.79 <30 Days S-1-Q 10445.00 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 48705.85 Day 36 1254.85 91-180 Days S-2-Q 2804.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 100613.82 Day 36 13360.13 91-180 Days S-3-Q 18472.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 52218.04 Day 36 3498.75 30-90 Days S-4-Q 8235.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 70782.14 Day 36 4646.17 91-180 Days CB-3-Q 10920.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 102793.83 Day 36 12749.38 30-90 Days G-1-Q 784.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 89889.73 Day 36 4012.32 91-180 Days G-2-Q 15387.21 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 76542.48 Day 36 3035.43 30-90 Days G-3-Q 12764.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 92724.66 Day 36 7383.06 30-90 Days S-5-Q 166.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 87977.50 Day 36 2564.97 30-90 Days S-6-Q 10647.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 83882.15 Day 36 7114.34 Open S-7-Q 14658.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 40116.94 Day 36 4322.26 91-180 Days E-1-Q 3496.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 38159.69 Day 36 4267.57 Open E-2-Q 3316.08 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 59541.23 Day 36 2672.03 91-180 Days IG-1-Q 7765.70 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 46488.92 Day 36 1065.42 Open IG-2-Q 5639.48 No Legal