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 68086.04 >= 1 Yr <= 2 Yr 2526.64 <30 Days L-6 8003.45 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 110371.26 >= 1 Yr <= 2 Yr 8970.56 <30 Days L-7 2188.05 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 57337.45 >= 1 Yr <= 2 Yr 7253.53 30-90 Days L-8 3713.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 36526.17 >= 1 Yr <= 2 Yr 3769.93 91-180 Days L-9 3471.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 96154.28 >= 1 Yr <= 2 Yr 10479.78 30-90 Days LC-1 1615.21 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 68895.83 >= 1 Yr <= 2 Yr 4215.67 30-90 Days LC-2 10458.90 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 32891.94 >= 1 Yr <= 2 Yr 1958.63 91-180 Days N-1 2330.59 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 83187.90 >= 1 Yr <= 2 Yr 7286.52 <30 Days N-2 7359.21 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 87116.31 >= 1 Yr <= 2 Yr 11905.04 Open N-3 956.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 107541.90 >= 1 Yr <= 2 Yr 5572.78 Open N-4 17911.69 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 43733.47 >= 1 Yr <= 2 Yr 2358.14 91-180 Days N-5 2353.21 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 52638.62 >= 1 Yr <= 2 Yr 5650.87 <30 Days N-6 114.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 28539.49 >= 1 Yr <= 2 Yr 225.45 <30 Days N-7 767.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 11766.96 >= 1 Yr <= 2 Yr 1290.28 <30 Days P-1 270.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 108286.54 >= 1 Yr <= 2 Yr 934.80 <30 Days P-2 17227.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 72872.42 >= 1 Yr <= 2 Yr 5898.65 91-180 Days S-8 10689.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 78872.49 >= 1 Yr <= 2 Yr 11253.71 Open Y-1 11783.88 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 8791.63 >= 1 Yr <= 2 Yr 836.20 91-180 Days Y-2 696.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 13631.64 >= 1 Yr <= 2 Yr 1966.74 <30 Days Y-3 915.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 80896.84 >= 1 Yr <= 2 Yr 1619.69 30-90 Days Y-4 14452.87 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 9645.47 >= 1 Yr <= 2 Yr 555.37 30-90 Days Z-1 310.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 84215.51 >= 1 Yr <= 2 Yr 3722.39 91-180 Days A-2 16258.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 54549.08 >= 1 Yr <= 2 Yr 7704.98 91-180 Days A-3 6161.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 68671.76 >= 1 Yr <= 2 Yr 3971.80 91-180 Days A-4 13594.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 69654.90 >= 1 Yr <= 2 Yr 9624.40 30-90 Days A-5 9670.42 Yes Liberty Mortgage Services Corp. Operations