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 110098.73 >2 Yr <= 3 Yr 15913.15 91-180 Days S-1-Q 1319.37 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 97332.44 >2 Yr <= 3 Yr 10788.28 Open S-2-Q 271.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 49465.67 >2 Yr <= 3 Yr 1547.73 91-180 Days S-3-Q 1703.83 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 4486.75 >2 Yr <= 3 Yr 450.83 Open S-4-Q 570.50 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 55490.35 >2 Yr <= 3 Yr 3624.40 <30 Days CB-3-Q 8782.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 46144.80 >2 Yr <= 3 Yr 6299.04 Open G-1-Q 2183.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 17315.25 >2 Yr <= 3 Yr 631.68 <30 Days G-2-Q 2904.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 27972.58 >2 Yr <= 3 Yr 3946.47 30-90 Days G-3-Q 3666.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 47155.97 >2 Yr <= 3 Yr 5335.70 30-90 Days S-5-Q 7028.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 35017.98 >2 Yr <= 3 Yr 3008.31 91-180 Days S-6-Q 4972.32 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 17557.82 >2 Yr <= 3 Yr 1623.02 Open S-7-Q 647.28 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 37534.76 >2 Yr <= 3 Yr 123.84 91-180 Days E-1-Q 904.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 78322.28 >2 Yr <= 3 Yr 8786.85 30-90 Days E-2-Q 7729.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 19900.02 >2 Yr <= 3 Yr 100.55 30-90 Days IG-1-Q 3310.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 61274.54 >2 Yr <= 3 Yr 3050.53 91-180 Days IG-2-Q 9944.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 28960.22 >2 Yr <= 3 Yr 3535.91 <30 Days C-1 3324.96 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 100288.26 >2 Yr <= 3 Yr 4420.23 <30 Days CB-4 11242.52 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 54295.06 >2 Yr <= 3 Yr 2060.04 91-180 Days E-10 4685.78 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 13985.74 >2 Yr <= 3 Yr 550.61 91-180 Days E-3 1909.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 104213.58 >2 Yr <= 3 Yr 11648.38 30-90 Days E-4 19125.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 101327.37 >2 Yr <= 3 Yr 15180.96 30-90 Days E-5 10748.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 3599.30 >2 Yr <= 3 Yr 281.73 30-90 Days E-6 624.99 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 Yes 78774.88 >2 Yr <= 3 Yr 10331.90 <30 Days E-7 3490.73 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 109926.27 >2 Yr <= 3 Yr 8086.69 <30 Days E-8 12685.85 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 29907.98 >2 Yr <= 3 Yr 4465.43 30-90 Days E-9 4914.52 Yes Liberty Capital Markets Inc. Finance