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 59151.36 >= 1 Yr <= 2 Yr 270.20 30-90 Days IG-2-Q 9746.03 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 49520.51 >= 1 Yr <= 2 Yr 4391.05 Open C-1 5861.32 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 83834.85 >= 1 Yr <= 2 Yr 5436.21 30-90 Days CB-4 6213.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 113512.37 >= 1 Yr <= 2 Yr 5532.62 91-180 Days E-10 6612.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 77015.41 >= 1 Yr <= 2 Yr 5164.65 Open E-3 4598.28 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 98461.00 >= 1 Yr <= 2 Yr 3758.47 91-180 Days E-4 4086.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 97955.11 >= 1 Yr <= 2 Yr 2722.91 Open E-5 17302.02 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 Yes 79604.98 >= 1 Yr <= 2 Yr 963.90 Open E-6 6370.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 54348.99 >= 1 Yr <= 2 Yr 999.53 91-180 Days E-7 3032.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 32116.47 >= 1 Yr <= 2 Yr 3668.97 <30 Days E-8 6110.71 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 23711.76 >= 1 Yr <= 2 Yr 364.19 <30 Days E-9 2741.70 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 77613.12 >= 1 Yr <= 2 Yr 2392.64 30-90 Days G-4 8966.57 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 103063.75 >= 1 Yr <= 2 Yr 4696.63 <30 Days IG-3 10484.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 92505.94 >= 1 Yr <= 2 Yr 7654.71 91-180 Days IG-4 13108.71 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 31739.49 >= 1 Yr <= 2 Yr 3761.09 Open IG-5 6017.07 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 33280.87 >= 1 Yr <= 2 Yr 3856.52 <30 Days IG-6 2012.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 16583.59 >= 1 Yr <= 2 Yr 33.70 <30 Days IG-7 450.90 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 10230.63 >= 1 Yr <= 2 Yr 1051.85 91-180 Days IG-8 278.29 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 78383.40 >= 1 Yr <= 2 Yr 6032.71 <30 Days L-1 8529.59 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 42964.14 >= 1 Yr <= 2 Yr 3115.93 Open L-10 4024.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 30189.58 >= 1 Yr <= 2 Yr 1399.64 91-180 Days L-11 1270.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 8765.08 >= 1 Yr <= 2 Yr 933.89 30-90 Days L-2 859.70 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 94925.41 >= 1 Yr <= 2 Yr 1401.69 <30 Days L-3 13897.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 5393.72 >= 1 Yr <= 2 Yr 546.10 Open L-4 875.13 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 1499.06 >= 1 Yr <= 2 Yr 15.77 91-180 Days L-5 245.50 Yes Liberty Mortgage Services Corp. Treasury