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 10104.52 >4 Yr <= 5 Yr 438.06 30-90 Days A-5-Q 1977.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 20991.91 >4 Yr <= 5 Yr 1528.77 91-180 Days CB-1-Q 1142.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 87500.62 >4 Yr <= 5 Yr 4796.62 91-180 Days CB-2-Q 10680.52 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 77771.20 >4 Yr <= 5 Yr 6877.44 <30 Days S-1-Q 2195.09 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 93850.68 >4 Yr <= 5 Yr 309.79 30-90 Days S-2-Q 6488.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 47298.29 >4 Yr <= 5 Yr 688.02 Open S-3-Q 5760.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 25036.37 >4 Yr <= 5 Yr 830.56 30-90 Days S-4-Q 3746.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 75085.08 >4 Yr <= 5 Yr 2304.16 <30 Days CB-3-Q 12660.26 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 92235.48 >4 Yr <= 5 Yr 7998.04 Open G-1-Q 2271.16 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 40325.39 >4 Yr <= 5 Yr 47.95 Open G-2-Q 1057.44 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 81480.66 >4 Yr <= 5 Yr 4972.81 30-90 Days G-3-Q 10336.45 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 96580.48 >4 Yr <= 5 Yr 11671.15 <30 Days S-5-Q 5894.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 72345.22 >4 Yr <= 5 Yr 1138.57 91-180 Days S-6-Q 3410.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 32146.61 >4 Yr <= 5 Yr 3994.50 91-180 Days S-7-Q 723.76 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 83995.82 >4 Yr <= 5 Yr 4667.95 30-90 Days E-1-Q 7761.60 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 87660.13 >4 Yr <= 5 Yr 11401.57 91-180 Days E-2-Q 11517.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 53299.16 >4 Yr <= 5 Yr 6011.92 91-180 Days IG-1-Q 676.98 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 68548.16 >4 Yr <= 5 Yr 7600.34 30-90 Days IG-2-Q 1905.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 112589.68 >4 Yr <= 5 Yr 1687.54 30-90 Days C-1 3532.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 94632.72 >4 Yr <= 5 Yr 12766.03 91-180 Days CB-4 18820.99 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 45317.88 >4 Yr <= 5 Yr 2815.60 91-180 Days E-10 1390.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 22.83 >4 Yr <= 5 Yr 0.48 30-90 Days E-3 2.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 83249.88 >4 Yr <= 5 Yr 3100.82 91-180 Days E-4 9783.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 6269.57 >4 Yr <= 5 Yr 906.47 30-90 Days E-5 822.37 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 9025.84 >4 Yr <= 5 Yr 347.00 <30 Days E-6 1202.32 Yes Liberty Wealth Management LLC Finance