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 94265.02 Day 40 6553.27 Open S-6-Q 12800.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 21624.36 Day 40 50.01 Open S-7-Q 3689.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 20649.36 Day 40 2519.89 Open E-1-Q 173.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 106650.41 Day 40 4854.32 <30 Days E-2-Q 15099.84 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 71217.63 Day 40 8852.50 Open IG-1-Q 8578.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 63915.31 Day 40 8879.55 30-90 Days IG-2-Q 8003.46 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 23199.49 Day 40 449.38 30-90 Days C-1 1716.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 93846.62 Day 40 6599.49 91-180 Days CB-4 1216.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 95744.76 Day 40 7892.25 91-180 Days E-10 13709.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 41385.96 Day 40 2305.36 Open E-3 7742.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 80110.17 Day 40 5307.03 91-180 Days E-4 5516.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 105945.18 Day 40 13237.30 30-90 Days E-5 8214.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 23097.38 Day 40 2264.56 91-180 Days E-6 2213.33 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 92285.89 Day 40 4601.85 30-90 Days E-7 9197.51 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 85924.00 Day 40 10476.03 <30 Days E-8 1388.30 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 84195.45 Day 40 2366.71 30-90 Days E-9 15252.33 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 66936.56 Day 40 4674.54 30-90 Days G-4 12505.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 28983.62 Day 40 607.53 30-90 Days IG-3 280.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 60247.57 Day 40 5052.31 91-180 Days IG-4 1930.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 10246.45 Day 40 767.72 Open IG-5 1592.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 7749.22 Day 40 1055.32 30-90 Days IG-6 1301.19 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 98588.08 Day 40 14331.61 <30 Days IG-7 10055.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 38203.53 Day 40 4370.25 30-90 Days IG-8 3319.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 48777.24 Day 40 5460.42 <30 Days L-1 6944.47 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 25157.02 Day 40 1934.26 30-90 Days L-10 2369.29 Yes Liberty International Finance Ltd. Treasury