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 91473.63 >3 Yr <= 4 Yr 3448.31 <30 Days E-1-Q 18069.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 38372.17 >3 Yr <= 4 Yr 4183.68 Open E-2-Q 5581.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 6075.89 >3 Yr <= 4 Yr 371.00 <30 Days IG-1-Q 297.26 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 80433.80 >3 Yr <= 4 Yr 4217.20 91-180 Days IG-2-Q 9343.59 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 108478.47 >3 Yr <= 4 Yr 4242.49 Open C-1 15168.96 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 94058.88 >3 Yr <= 4 Yr 12563.49 Open CB-4 17004.72 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 2182.59 >3 Yr <= 4 Yr 250.29 30-90 Days E-10 220.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 94699.19 >3 Yr <= 4 Yr 12817.91 91-180 Days E-3 9893.03 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 60928.40 >3 Yr <= 4 Yr 4470.04 91-180 Days E-4 126.02 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 27909.11 >3 Yr <= 4 Yr 1217.85 <30 Days E-5 3308.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 72132.65 >3 Yr <= 4 Yr 4968.79 Open E-6 5576.05 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 22529.13 >3 Yr <= 4 Yr 193.28 30-90 Days E-7 1425.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 27655.40 >3 Yr <= 4 Yr 2299.32 30-90 Days E-8 2500.66 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 66140.89 >3 Yr <= 4 Yr 8490.67 Open E-9 3017.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 4089.70 >3 Yr <= 4 Yr 69.96 30-90 Days G-4 574.22 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 No 57955.75 >3 Yr <= 4 Yr 485.86 <30 Days IG-3 3694.35 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 48229.68 >3 Yr <= 4 Yr 3783.20 Open IG-4 8101.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 72725.15 >3 Yr <= 4 Yr 703.80 Open IG-5 5823.89 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 105057.62 >3 Yr <= 4 Yr 14195.26 91-180 Days IG-6 13472.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 46529.47 >3 Yr <= 4 Yr 852.08 Open IG-7 7125.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 26768.87 >3 Yr <= 4 Yr 1288.07 30-90 Days IG-8 3848.35 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 61845.68 >3 Yr <= 4 Yr 7900.15 30-90 Days L-1 8462.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 39587.33 >3 Yr <= 4 Yr 2488.38 <30 Days L-10 4891.68 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 427.25 >3 Yr <= 4 Yr 20.17 91-180 Days L-11 9.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 25646.41 >3 Yr <= 4 Yr 1492.09 <30 Days L-2 426.87 Yes Liberty International Finance Ltd. Finance