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 67275.40 180 - 270 Days 9981.33 Open L-9 3144.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 76584.44 180 - 270 Days 7884.65 30-90 Days LC-1 8793.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 100313.09 180 - 270 Days 13303.21 <30 Days LC-2 17318.15 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 84993.11 180 - 270 Days 7809.97 30-90 Days N-1 3957.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 42339.14 180 - 270 Days 5953.05 <30 Days N-2 1774.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 42004.88 180 - 270 Days 937.25 <30 Days N-3 1361.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 88320.11 180 - 270 Days 4063.67 Open N-4 6638.32 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 57965.66 180 - 270 Days 5460.35 91-180 Days N-5 1222.90 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 67817.89 180 - 270 Days 2225.58 <30 Days N-6 9125.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 37821.08 180 - 270 Days 4613.11 <30 Days N-7 7048.52 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 60847.13 180 - 270 Days 7866.31 30-90 Days P-1 601.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 58756.00 180 - 270 Days 6026.91 Open P-2 9270.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 80174.04 180 - 270 Days 2032.35 91-180 Days S-8 87.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 69353.13 180 - 270 Days 2732.77 91-180 Days Y-1 6681.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 2854.14 180 - 270 Days 152.52 91-180 Days Y-2 245.01 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 34484.84 180 - 270 Days 3186.43 Open Y-3 5306.08 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 112814.21 180 - 270 Days 5946.58 <30 Days Y-4 3960.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 79346.29 180 - 270 Days 6292.73 30-90 Days Z-1 10004.24 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 42526.18 180 - 270 Days 463.67 91-180 Days A-2 5173.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 98372.36 180 - 270 Days 14361.84 30-90 Days A-3 14115.41 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 12721.73 180 - 270 Days 695.32 <30 Days A-4 2130.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 103804.41 180 - 270 Days 11419.39 30-90 Days A-5 13342.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 8402.12 180 - 270 Days 302.23 91-180 Days CB-1 830.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 39900.02 180 - 270 Days 2111.99 91-180 Days CB-2 7649.97 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 35630.20 180 - 270 Days 4878.66 <30 Days CB-3 6675.95 Yes Liberty Wealth Management LLC Operations