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 61709.14 Day 59 8597.32 91-180 Days E-2 8727.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 111986.82 Day 59 6310.88 30-90 Days G-1 5677.58 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 6454.98 Day 59 142.85 Open G-2 1144.21 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 92934.60 Day 59 11448.57 30-90 Days G-3 18164.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 18439.70 Day 59 1340.13 91-180 Days IG-1 3095.23 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 73371.67 Day 59 103.80 Open IG-2 10315.52 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 29887.66 Day 59 1609.13 91-180 Days S-1 5764.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 12318.22 Day 59 1274.44 <30 Days S-2 1545.75 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 75992.19 Day 59 4431.82 30-90 Days S-3 13171.92 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 2029.94 Day 59 138.17 <30 Days S-4 359.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 110524.45 Day 59 1534.35 Open S-5 16220.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 29687.32 Day 59 2410.26 91-180 Days S-6 2613.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 92428.76 Day 59 1526.35 Open S-7 7041.49 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 13523.23 Day 60 1793.92 Open A-0-Q 1988.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 8039.00 Day 60 637.68 Open A-1-Q 47.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 39390.36 Day 60 947.64 Open A-2-Q 2273.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 63002.80 Day 60 2287.70 30-90 Days A-3-Q 9750.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 8973.91 Day 60 1003.13 Open A-4-Q 828.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 93101.70 Day 60 3382.00 30-90 Days A-5-Q 2144.78 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 62531.22 Day 60 8918.31 <30 Days CB-1-Q 12091.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 65690.60 Day 60 2659.74 Open CB-2-Q 1148.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 64877.43 Day 60 8835.80 91-180 Days S-1-Q 11824.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 39326.66 Day 60 4309.74 30-90 Days S-2-Q 4130.71 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 70637.62 Day 60 3634.47 Open S-3-Q 13407.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 93188.01 Day 60 697.20 30-90 Days S-4-Q 4321.77 Yes Liberty International Finance Ltd. Legal