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 2964.67 Day 36 177.56 91-180 Days CB-2 522.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 66116.55 Day 36 8396.45 Open CB-3 8091.57 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 42147.65 Day 36 88.63 91-180 Days E-1 7797.51 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 59902.42 Day 36 246.90 30-90 Days E-2 1030.73 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 76819.92 Day 36 4037.33 91-180 Days G-1 1763.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 66143.55 Day 36 6614.81 Open G-2 11908.56 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 64569.94 Day 36 5364.46 91-180 Days G-3 7980.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 67935.92 Day 36 9093.86 30-90 Days IG-1 9438.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 69530.69 Day 36 7910.77 Open IG-2 6659.46 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 68.47 Day 36 6.98 30-90 Days S-1 13.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 52593.10 Day 36 7337.29 30-90 Days S-2 5870.54 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 109180.84 Day 36 9980.30 30-90 Days S-3 6766.34 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 96782.00 Day 36 2417.17 91-180 Days S-4 9204.42 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 52.94 Day 36 0.73 30-90 Days S-5 5.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 89459.50 Day 36 4539.58 91-180 Days S-6 11307.10 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 33219.91 Day 36 427.66 30-90 Days S-7 2034.82 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 No 96949.80 Day 37 8329.20 <30 Days A-0-Q 17271.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 99815.77 Day 37 3865.72 Open A-1-Q 12173.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 75208.59 Day 37 1220.01 30-90 Days A-2-Q 11999.32 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 25567.15 Day 37 3066.97 30-90 Days A-3-Q 146.00 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 8748.76 Day 37 412.38 91-180 Days A-4-Q 147.44 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 105065.11 Day 37 9862.34 Open A-5-Q 12446.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 44600.04 Day 37 369.44 <30 Days CB-1-Q 3469.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 16070.44 Day 37 1193.51 91-180 Days CB-2-Q 495.87 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 38388.29 Day 37 873.46 30-90 Days S-1-Q 5135.42 No Operations