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 47975.57 >2 Yr <= 3 Yr 7154.46 91-180 Days N-6 5814.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 49152.84 >2 Yr <= 3 Yr 4808.32 Open N-7 668.23 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 5485.09 >2 Yr <= 3 Yr 390.21 91-180 Days P-1 32.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 8547.33 >2 Yr <= 3 Yr 285.88 30-90 Days P-2 1502.16 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 7996.83 >2 Yr <= 3 Yr 758.31 30-90 Days S-8 1306.19 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 58437.45 >2 Yr <= 3 Yr 3922.41 <30 Days Y-1 1074.53 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 14530.69 >2 Yr <= 3 Yr 562.56 30-90 Days Y-2 775.20 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 92570.71 >2 Yr <= 3 Yr 1295.67 <30 Days Y-3 12424.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 70424.02 >2 Yr <= 3 Yr 10102.50 91-180 Days Y-4 10140.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 19745.42 >2 Yr <= 3 Yr 2218.98 30-90 Days Z-1 2581.87 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 104215.42 >2 Yr <= 3 Yr 11298.58 <30 Days A-2 11155.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 67499.17 >2 Yr <= 3 Yr 6865.90 Open A-3 10469.81 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 87069.25 >2 Yr <= 3 Yr 5604.68 30-90 Days A-4 16719.77 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 19087.95 >2 Yr <= 3 Yr 1861.69 30-90 Days A-5 382.25 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 80884.26 >2 Yr <= 3 Yr 9783.39 Open CB-1 5297.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 25781.68 >2 Yr <= 3 Yr 3275.12 Open CB-2 4597.85 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 28861.36 >2 Yr <= 3 Yr 207.96 Open CB-3 3873.14 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 69740.74 >2 Yr <= 3 Yr 849.42 30-90 Days E-1 1032.40 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 17760.80 >2 Yr <= 3 Yr 2062.08 Open E-2 2956.67 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 33548.31 >2 Yr <= 3 Yr 1723.65 91-180 Days G-1 3051.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 82122.80 >2 Yr <= 3 Yr 8666.00 91-180 Days G-2 6588.08 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 107453.65 >2 Yr <= 3 Yr 6491.00 91-180 Days G-3 7629.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 1066.65 >2 Yr <= 3 Yr 133.57 Open IG-1 15.31 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 83239.75 >2 Yr <= 3 Yr 11923.51 91-180 Days IG-2 9483.23 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 38670.43 >2 Yr <= 3 Yr 5686.65 <30 Days S-1 2125.79 Yes Liberty Mortgage Services Corp. Operations