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 No 111581.16 >2 Yr <= 3 Yr 3911.56 <30 Days G-4 12070.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 108403.90 >2 Yr <= 3 Yr 1256.64 Open IG-3 6399.09 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 60601.73 >2 Yr <= 3 Yr 1598.87 Open IG-4 7189.20 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 5812.65 >2 Yr <= 3 Yr 753.26 Open IG-5 848.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 51592.49 >2 Yr <= 3 Yr 5075.99 Open IG-6 6137.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 99140.63 >2 Yr <= 3 Yr 3299.84 Open IG-7 12464.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 47407.83 >2 Yr <= 3 Yr 5012.44 Open IG-8 6420.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 70721.39 >2 Yr <= 3 Yr 3200.74 Open L-1 3656.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 52441.12 >2 Yr <= 3 Yr 7692.11 <30 Days L-10 8936.21 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 22280.90 >2 Yr <= 3 Yr 660.66 91-180 Days L-11 687.73 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 94343.71 >2 Yr <= 3 Yr 4706.66 Open L-2 3891.07 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 72886.30 >2 Yr <= 3 Yr 1005.63 <30 Days L-3 6601.64 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 50137.30 >2 Yr <= 3 Yr 6930.41 30-90 Days L-4 8018.34 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 55241.22 >2 Yr <= 3 Yr 3088.75 Open L-5 9483.72 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 58926.41 >2 Yr <= 3 Yr 8655.33 <30 Days L-6 2674.46 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 37961.63 >2 Yr <= 3 Yr 1625.67 Open L-7 4061.62 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 82343.22 >2 Yr <= 3 Yr 8076.18 <30 Days L-8 13503.15 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 97401.04 >2 Yr <= 3 Yr 2708.22 Open L-9 6831.98 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 72614.31 >2 Yr <= 3 Yr 9757.39 Open LC-1 5738.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 30197.85 >2 Yr <= 3 Yr 3055.06 Open LC-2 2492.06 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 23949.91 >2 Yr <= 3 Yr 1917.45 <30 Days N-1 4583.84 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 20151.81 >2 Yr <= 3 Yr 859.58 Open N-2 3446.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 13459.25 >2 Yr <= 3 Yr 1279.70 Open N-3 2347.14 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 5269.93 >2 Yr <= 3 Yr 274.66 91-180 Days N-4 999.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 103971.85 >2 Yr <= 3 Yr 14200.12 30-90 Days N-5 13999.96 Yes Liberty International Finance Ltd. Operations