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 Central Bank No 103167.23 >= 1 Yr <= 2 Yr 4494.55 Open IG-3 18838.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 75746.98 >= 1 Yr <= 2 Yr 6681.83 Open IG-4 8679.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 110754.96 >= 1 Yr <= 2 Yr 12604.10 30-90 Days IG-5 13861.41 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 33828.71 >= 1 Yr <= 2 Yr 2476.91 30-90 Days IG-6 1413.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 11224.75 >= 1 Yr <= 2 Yr 678.25 30-90 Days IG-7 232.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 3941.56 >= 1 Yr <= 2 Yr 460.29 <30 Days IG-8 157.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 15358.52 >= 1 Yr <= 2 Yr 1034.24 91-180 Days L-1 2423.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8309.78 >= 1 Yr <= 2 Yr 151.03 <30 Days L-10 1165.67 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 97623.77 >= 1 Yr <= 2 Yr 6270.09 91-180 Days L-11 2304.85 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 26340.43 >= 1 Yr <= 2 Yr 760.79 Open L-2 4934.91 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 65914.57 >= 1 Yr <= 2 Yr 5034.56 91-180 Days L-3 8989.62 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 34797.74 >= 1 Yr <= 2 Yr 2652.56 Open L-4 5637.69 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 108701.43 >= 1 Yr <= 2 Yr 13624.04 30-90 Days L-5 5252.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 6320.85 >= 1 Yr <= 2 Yr 567.69 <30 Days L-6 255.01 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 58169.28 >= 1 Yr <= 2 Yr 4633.14 30-90 Days L-7 6152.06 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 52076.52 >= 1 Yr <= 2 Yr 1782.85 91-180 Days L-8 6922.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 31732.85 >= 1 Yr <= 2 Yr 4583.98 <30 Days L-9 1329.76 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 5735.02 >= 1 Yr <= 2 Yr 673.40 30-90 Days LC-1 249.76 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 42731.72 >= 1 Yr <= 2 Yr 3664.38 30-90 Days LC-2 6567.99 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 74228.98 >= 1 Yr <= 2 Yr 946.09 Open N-1 13009.37 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 81467.75 >= 1 Yr <= 2 Yr 7382.09 Open N-2 15577.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 79458.32 >= 1 Yr <= 2 Yr 9069.48 30-90 Days N-3 3824.73 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 90689.70 >= 1 Yr <= 2 Yr 5382.73 30-90 Days N-4 8579.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 107291.47 >= 1 Yr <= 2 Yr 6430.61 30-90 Days N-5 5732.37 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 51197.90 >= 1 Yr <= 2 Yr 4863.42 Open N-6 2412.99 Yes Liberty Wealth Management LLC Operations