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 74160.62 >4 Yr <= 5 Yr 3017.13 30-90 Days E-7 4992.92 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 28609.46 >4 Yr <= 5 Yr 3382.23 91-180 Days E-8 1871.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 62609.31 >4 Yr <= 5 Yr 6521.19 <30 Days E-9 11708.05 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 61157.70 >4 Yr <= 5 Yr 5897.74 <30 Days G-4 8023.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 21468.94 >4 Yr <= 5 Yr 2210.14 30-90 Days IG-3 3646.68 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 44311.95 >4 Yr <= 5 Yr 1716.25 91-180 Days IG-4 2758.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 75847.22 >4 Yr <= 5 Yr 9920.88 Open IG-5 5889.59 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 2621.76 >4 Yr <= 5 Yr 320.75 <30 Days IG-6 464.17 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 58754.12 >4 Yr <= 5 Yr 7730.41 Open IG-7 9986.82 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 104857.23 >4 Yr <= 5 Yr 1091.79 Open IG-8 5474.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 52078.76 >4 Yr <= 5 Yr 3375.72 30-90 Days L-1 2076.21 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 53321.81 >4 Yr <= 5 Yr 7510.56 30-90 Days L-10 3377.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 81211.62 >4 Yr <= 5 Yr 3030.24 <30 Days L-11 10516.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 82299.52 >4 Yr <= 5 Yr 7240.92 <30 Days L-2 13547.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 24753.08 >4 Yr <= 5 Yr 3202.57 30-90 Days L-3 345.74 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 27545.36 >4 Yr <= 5 Yr 2113.39 30-90 Days L-4 610.87 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 90085.86 >4 Yr <= 5 Yr 3869.68 <30 Days L-5 15693.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 85909.99 >4 Yr <= 5 Yr 10640.60 91-180 Days L-6 1137.46 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 10560.29 >4 Yr <= 5 Yr 1187.16 Open L-7 1786.46 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 16851.64 >4 Yr <= 5 Yr 2506.70 <30 Days L-8 2786.12 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 55758.42 >4 Yr <= 5 Yr 6583.10 91-180 Days L-9 1959.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 99479.94 >4 Yr <= 5 Yr 3938.32 30-90 Days LC-1 16191.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 82508.97 >4 Yr <= 5 Yr 2994.87 Open LC-2 8106.65 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 86445.59 >4 Yr <= 5 Yr 3542.50 91-180 Days N-1 8790.83 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 15343.76 >4 Yr <= 5 Yr 228.71 91-180 Days N-2 2050.05 Yes Liberty Capital Markets Inc. Finance