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 60388.10 Day 46 2236.76 91-180 Days N-6 1909.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 53750.66 Day 46 6517.96 91-180 Days N-7 9212.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 100763.64 Day 46 6580.53 91-180 Days P-1 16418.06 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 105138.67 Day 46 6380.82 30-90 Days P-2 6897.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 97153.99 Day 46 7927.48 30-90 Days S-8 12665.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 14468.89 Day 46 1917.25 30-90 Days Y-1 1701.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 38526.97 Day 46 1765.51 30-90 Days Y-2 2547.18 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 38337.36 Day 46 4835.77 <30 Days Y-3 5073.28 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 31137.90 Day 46 2908.30 30-90 Days Y-4 2289.44 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 74921.51 Day 46 7297.32 91-180 Days Z-1 9391.01 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 29906.98 Day 46 3722.19 91-180 Days A-2 4739.79 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 43115.92 Day 46 3190.57 91-180 Days A-3 1153.14 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 103337.95 Day 46 9553.21 30-90 Days A-4 15614.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 92412.08 Day 46 8014.34 Open A-5 15887.91 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 30284.64 Day 46 2028.64 Open CB-1 2191.40 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 73839.16 Day 46 2782.56 30-90 Days CB-2 5820.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 33756.90 Day 46 4235.68 91-180 Days CB-3 3406.71 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 111110.29 Day 46 2101.08 91-180 Days E-1 3554.00 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 53942.41 Day 46 3379.37 91-180 Days E-2 10526.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 55540.69 Day 46 3200.29 30-90 Days G-1 3193.07 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 105468.41 Day 46 12331.77 <30 Days G-2 12498.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 100079.85 Day 46 2358.73 <30 Days G-3 7776.84 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 70331.70 Day 46 651.94 <30 Days IG-1 7256.46 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 No 60450.25 Day 46 4592.20 91-180 Days IG-2 10838.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 95923.34 Day 46 5015.61 <30 Days S-1 9886.30 Yes Liberty Capital Markets Inc. Treasury