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 88280.63 Day 43 1880.51 <30 Days L-9 11897.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 25902.11 Day 43 3617.26 91-180 Days LC-1 2062.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 57505.00 Day 43 4416.02 <30 Days LC-2 7148.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 35039.15 Day 43 2646.98 <30 Days N-1 3125.14 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 11274.41 Day 43 1150.76 30-90 Days N-2 1485.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 1828.45 Day 43 88.25 Open N-3 344.93 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 47955.98 Day 43 4861.60 Open N-4 4800.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 91371.10 Day 43 13337.82 30-90 Days N-5 9146.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 37101.91 Day 43 5483.03 30-90 Days N-6 6918.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 18658.30 Day 43 2201.30 30-90 Days N-7 3533.12 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 5611.91 Day 43 486.56 30-90 Days P-1 635.22 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 81504.37 Day 43 10578.16 Open P-2 2224.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 12235.48 Day 43 25.96 30-90 Days S-8 394.63 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 41073.75 Day 43 1097.97 <30 Days Y-1 4351.23 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 33065.61 Day 43 4499.95 30-90 Days Y-2 3046.38 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 88548.26 Day 43 9715.76 Open Y-3 3823.05 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 78476.03 Day 43 9472.20 Open Y-4 4298.25 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 56866.29 Day 43 6424.78 30-90 Days Z-1 8234.13 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 8441.13 Day 43 546.04 <30 Days A-2 1230.05 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 49521.55 Day 43 1449.38 30-90 Days A-3 1185.65 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 79565.90 Day 43 3300.91 Open A-4 8530.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 27137.46 Day 43 3791.13 <30 Days A-5 3705.32 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 37200.55 Day 43 861.40 Open CB-1 3409.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 77455.00 Day 43 10753.17 Open CB-2 4855.69 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 5965.25 Day 43 145.73 91-180 Days CB-3 1005.51 No Treasury