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 58169.60 Day 59 7388.36 Open LC-1 7732.83 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 8964.23 Day 59 877.49 Open LC-2 263.08 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 85558.92 Day 59 12763.25 <30 Days N-1 12956.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 63485.49 Day 59 6977.16 30-90 Days N-2 1576.60 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 56293.49 Day 59 2085.92 Open N-3 4341.02 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 27069.23 Day 59 26.56 91-180 Days N-4 3048.45 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 52124.16 Day 59 5509.72 <30 Days N-5 9411.77 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 98381.87 Day 59 14178.27 <30 Days N-6 11564.98 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 51457.89 Day 59 1723.97 <30 Days N-7 7915.32 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 45418.32 Day 59 2817.61 91-180 Days P-1 6769.18 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 60932.57 Day 59 8199.13 91-180 Days P-2 9860.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 61028.27 Day 59 4663.60 Open S-8 4953.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 113391.48 Day 59 13417.67 30-90 Days Y-1 347.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 76554.06 Day 59 6772.73 <30 Days Y-2 15015.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 99001.12 Day 59 12047.17 <30 Days Y-3 17389.33 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 746.50 Day 59 61.86 Open Y-4 98.50 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 74049.28 Day 59 1279.35 Open Z-1 10412.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 66666.17 Day 59 9550.60 91-180 Days A-2 12360.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 62987.51 Day 59 4049.51 30-90 Days A-3 5953.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 29301.44 Day 59 1236.47 30-90 Days A-4 438.95 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 4559.17 Day 59 148.24 91-180 Days A-5 143.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 77276.83 Day 59 4540.84 Open CB-1 7166.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 93011.61 Day 59 5387.24 30-90 Days CB-2 5264.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 47922.40 Day 59 3876.73 <30 Days CB-3 2710.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 43655.76 Day 59 1707.36 Open E-1 4292.42 Yes Liberty Capital Markets Inc. Treasury