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 21554.53 Day 54 150.72 Open A-5 749.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 109530.59 Day 54 3368.89 Open CB-1 18842.78 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 64354.70 Day 54 930.95 30-90 Days CB-2 3941.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 2563.61 Day 54 155.34 Open CB-3 302.77 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 40957.29 Day 54 1162.78 30-90 Days E-1 6426.15 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 22715.71 Day 54 1286.61 30-90 Days E-2 1832.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 32886.74 Day 54 784.04 91-180 Days G-1 3996.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 24748.18 Day 54 262.78 <30 Days G-2 352.36 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 81352.83 Day 54 6455.20 30-90 Days G-3 10460.06 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 18163.32 Day 54 711.83 30-90 Days IG-1 2784.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 113517.45 Day 54 1448.62 30-90 Days IG-2 14774.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 71229.04 Day 54 1330.41 91-180 Days S-1 10550.80 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 76217.02 Day 54 8094.20 30-90 Days S-2 9127.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 60864.53 Day 54 8710.54 30-90 Days S-3 10313.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 26367.55 Day 54 1872.68 <30 Days S-4 34.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 64863.74 Day 54 884.00 <30 Days S-5 10694.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 413.20 Day 54 21.19 <30 Days S-6 71.06 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 37970.48 Day 54 4315.99 91-180 Days S-7 3117.74 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 49031.91 Day 55 6767.34 91-180 Days A-0-Q 886.62 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 16715.40 Day 55 1846.13 91-180 Days A-1-Q 1004.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 54813.79 Day 55 1271.35 <30 Days A-2-Q 364.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 85338.01 Day 55 1209.51 30-90 Days A-3-Q 11663.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 85838.90 Day 55 233.51 91-180 Days A-4-Q 4484.83 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 45335.44 Day 55 225.21 30-90 Days A-5-Q 1002.53 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 65870.14 Day 55 9681.42 Open CB-1-Q 8402.27 Yes Liberty International Finance Ltd. Treasury