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 36845.74 271 - 364 Days 1699.41 30-90 Days S-5 7170.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 89277.98 271 - 364 Days 1058.65 <30 Days S-6 11267.49 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 No 62353.74 271 - 364 Days 6166.18 <30 Days S-7 10075.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 80099.66 >= 1 Yr <= 2 Yr 4482.50 <30 Days A-0-Q 2515.62 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 53797.23 >= 1 Yr <= 2 Yr 6703.60 <30 Days A-1-Q 8744.41 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 No 17475.87 >= 1 Yr <= 2 Yr 754.31 30-90 Days A-2-Q 2414.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 106052.68 >= 1 Yr <= 2 Yr 1789.94 <30 Days A-3-Q 2945.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 53438.63 >= 1 Yr <= 2 Yr 5890.32 30-90 Days A-4-Q 2624.88 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 112546.67 >= 1 Yr <= 2 Yr 12653.82 Open A-5-Q 14295.37 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 37842.55 >= 1 Yr <= 2 Yr 5621.89 91-180 Days CB-1-Q 2252.22 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 No 68355.40 >= 1 Yr <= 2 Yr 1443.97 30-90 Days CB-2-Q 4226.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 79651.34 >= 1 Yr <= 2 Yr 11747.31 <30 Days S-1-Q 11501.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 11571.65 >= 1 Yr <= 2 Yr 299.72 Open S-2-Q 1028.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 37250.16 >= 1 Yr <= 2 Yr 5440.52 30-90 Days S-3-Q 6576.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 43678.81 >= 1 Yr <= 2 Yr 4120.50 91-180 Days S-4-Q 3259.70 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 97370.67 >= 1 Yr <= 2 Yr 7234.75 30-90 Days CB-3-Q 15415.67 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 Yes 73723.70 >= 1 Yr <= 2 Yr 10549.84 Open G-1-Q 11790.53 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 100614.97 >= 1 Yr <= 2 Yr 6087.81 Open G-2-Q 3236.84 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 34750.08 >= 1 Yr <= 2 Yr 4847.10 Open G-3-Q 3381.69 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 112379.37 >= 1 Yr <= 2 Yr 4726.31 30-90 Days S-5-Q 4657.67 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 51031.12 >= 1 Yr <= 2 Yr 3228.72 Open S-6-Q 81.99 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 86270.06 >= 1 Yr <= 2 Yr 4108.77 91-180 Days S-7-Q 2883.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 66077.88 >= 1 Yr <= 2 Yr 6161.44 Open E-1-Q 11891.46 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 81341.93 >= 1 Yr <= 2 Yr 11541.77 30-90 Days E-2-Q 3160.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 90643.33 >= 1 Yr <= 2 Yr 544.82 30-90 Days IG-1-Q 15316.52 Yes Liberty Mortgage Services Corp. Operations