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 9743.79 Day 38 977.65 30-90 Days E-2-Q 266.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 81500.67 Day 38 271.72 30-90 Days IG-1-Q 2650.67 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 46962.84 Day 38 738.38 <30 Days IG-2-Q 1192.21 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 46843.48 Day 38 6620.65 Open C-1 855.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 51795.06 Day 38 1955.32 30-90 Days CB-4 10299.85 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 6730.82 Day 38 1003.98 <30 Days E-10 1099.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 111250.67 Day 38 3893.87 30-90 Days E-3 17061.33 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 37080.58 Day 38 4219.39 <30 Days E-4 1009.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 37513.37 Day 38 4919.00 <30 Days E-5 1211.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 60832.05 Day 38 2565.97 91-180 Days E-6 3902.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 83464.41 Day 38 4105.57 <30 Days E-7 5221.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 91706.56 Day 38 13154.74 <30 Days E-8 1054.50 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 28007.00 Day 38 653.29 30-90 Days E-9 2806.90 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 86233.18 Day 38 8921.17 30-90 Days G-4 6685.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 72972.33 Day 38 484.55 Open IG-3 3065.29 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 14327.01 Day 38 1722.10 Open IG-4 2793.92 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 76096.26 Day 38 5647.20 <30 Days IG-5 13667.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 80789.88 Day 38 4249.20 91-180 Days IG-6 2347.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 86730.83 Day 38 8077.27 30-90 Days IG-7 16748.70 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 23537.59 Day 38 100.28 30-90 Days IG-8 2224.16 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 109764.82 Day 38 11109.59 91-180 Days L-1 4856.10 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 80310.49 Day 38 12008.20 Open L-10 3022.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 98798.07 Day 38 14739.30 91-180 Days L-11 16369.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 102747.79 Day 38 14925.19 Open L-2 7425.80 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 37425.41 Day 38 1370.01 <30 Days L-3 6923.61 Yes Liberty Wealth Management LLC Finance