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 35628.11 >2 Yr <= 3 Yr 4415.65 91-180 Days S-2 174.42 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 111684.11 >2 Yr <= 3 Yr 4685.16 <30 Days S-3 13501.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 44679.65 >2 Yr <= 3 Yr 4603.68 91-180 Days S-4 1313.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 81124.08 >2 Yr <= 3 Yr 5334.68 Open S-5 6391.04 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 61087.44 >2 Yr <= 3 Yr 9020.96 Open S-6 5497.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 109069.64 >2 Yr <= 3 Yr 6193.23 91-180 Days S-7 3770.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 64866.56 >3 Yr <= 4 Yr 6468.08 <30 Days A-0-Q 525.88 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 39874.53 >3 Yr <= 4 Yr 4786.68 30-90 Days A-1-Q 215.48 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 62436.44 >3 Yr <= 4 Yr 6494.64 30-90 Days A-2-Q 9898.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 82352.30 >3 Yr <= 4 Yr 4627.03 30-90 Days A-3-Q 10675.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 60917.21 >3 Yr <= 4 Yr 3642.21 30-90 Days A-4-Q 4171.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 19613.16 >3 Yr <= 4 Yr 1736.56 30-90 Days A-5-Q 2899.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 51880.80 >3 Yr <= 4 Yr 187.56 <30 Days CB-1-Q 5903.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 108505.39 >3 Yr <= 4 Yr 15992.63 Open CB-2-Q 12856.30 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 38261.61 >3 Yr <= 4 Yr 988.13 91-180 Days S-1-Q 4059.22 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 18082.00 >3 Yr <= 4 Yr 1439.41 91-180 Days S-2-Q 2981.73 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 42144.89 >3 Yr <= 4 Yr 75.67 91-180 Days S-3-Q 5389.04 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 44001.32 >3 Yr <= 4 Yr 422.19 91-180 Days S-4-Q 8083.84 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 29677.23 >3 Yr <= 4 Yr 2248.63 Open CB-3-Q 24.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 23090.93 >3 Yr <= 4 Yr 3216.62 30-90 Days G-1-Q 2399.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 13620.86 >3 Yr <= 4 Yr 640.27 <30 Days G-2-Q 509.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 108455.79 >3 Yr <= 4 Yr 8071.84 <30 Days G-3-Q 16494.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 97732.04 >3 Yr <= 4 Yr 12947.23 91-180 Days S-5-Q 7515.84 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 84753.14 >3 Yr <= 4 Yr 8754.28 30-90 Days S-6-Q 13844.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 12903.27 >3 Yr <= 4 Yr 1070.76 Open S-7-Q 833.99 No Treasury