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 45176.34 >3 Yr <= 4 Yr 6488.60 <30 Days IG-2 7198.38 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 98880.90 >3 Yr <= 4 Yr 253.52 <30 Days S-1 5440.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 12435.55 >3 Yr <= 4 Yr 1821.47 <30 Days S-2 2052.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 78576.98 >3 Yr <= 4 Yr 5308.86 91-180 Days S-3 11071.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 43555.53 >3 Yr <= 4 Yr 2611.34 <30 Days S-4 6791.55 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 24899.39 >3 Yr <= 4 Yr 464.46 <30 Days S-5 488.05 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 107844.71 >3 Yr <= 4 Yr 7768.38 <30 Days S-6 19139.21 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 95428.26 >3 Yr <= 4 Yr 2167.80 30-90 Days S-7 11375.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 33628.86 >4 Yr <= 5 Yr 2424.96 Open A-0-Q 6616.10 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 72539.93 >4 Yr <= 5 Yr 2743.78 <30 Days A-1-Q 13236.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 17784.49 >4 Yr <= 5 Yr 1139.95 91-180 Days A-2-Q 2600.15 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 64653.05 >4 Yr <= 5 Yr 9188.45 30-90 Days A-3-Q 2879.82 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 85206.30 >4 Yr <= 5 Yr 179.96 Open A-4-Q 13087.46 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 42912.43 >4 Yr <= 5 Yr 5881.35 Open A-5-Q 7692.91 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 8897.43 >4 Yr <= 5 Yr 1201.85 91-180 Days CB-1-Q 492.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 23030.91 >4 Yr <= 5 Yr 234.96 <30 Days CB-2-Q 1131.80 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 8073.70 >4 Yr <= 5 Yr 507.40 Open S-1-Q 1544.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 52026.26 >4 Yr <= 5 Yr 7026.67 <30 Days S-2-Q 1911.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 58698.72 >4 Yr <= 5 Yr 3001.18 <30 Days S-3-Q 230.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 73414.89 >4 Yr <= 5 Yr 6049.28 <30 Days S-4-Q 3621.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank No 75941.84 >4 Yr <= 5 Yr 9649.49 <30 Days CB-3-Q 9963.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 50317.67 >4 Yr <= 5 Yr 4771.41 <30 Days G-1-Q 420.46 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 72667.83 >4 Yr <= 5 Yr 3619.58 30-90 Days G-2-Q 10237.11 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 20716.54 >4 Yr <= 5 Yr 972.61 Open G-3-Q 1491.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Central Bank Yes 82757.37 >4 Yr <= 5 Yr 6677.67 91-180 Days S-5-Q 12673.97 Yes Liberty Capital Markets Inc. Operations