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 PSE No 26481.98 >= 1 Yr <= 2 Yr 1268.96 30-90 Days N-4 341.22 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 107548.89 >= 1 Yr <= 2 Yr 5451.39 91-180 Days N-5 10890.49 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 67939.99 >= 1 Yr <= 2 Yr 1204.95 30-90 Days N-6 7160.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84904.74 >= 1 Yr <= 2 Yr 6256.75 <30 Days N-7 16730.04 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110807.67 >= 1 Yr <= 2 Yr 14870.56 Open P-1 17840.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 71449.39 >= 1 Yr <= 2 Yr 8612.46 <30 Days P-2 13751.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103748.35 >= 1 Yr <= 2 Yr 5595.68 Open S-8 4208.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 46044.33 >= 1 Yr <= 2 Yr 2900.48 Open Y-1 4402.09 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5596.71 >= 1 Yr <= 2 Yr 574.99 91-180 Days Y-2 291.70 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 93647.89 >= 1 Yr <= 2 Yr 13470.14 30-90 Days Y-3 2862.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84010.05 >= 1 Yr <= 2 Yr 4953.19 <30 Days Y-4 10049.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 52023.99 >= 1 Yr <= 2 Yr 5147.06 91-180 Days Z-1 1514.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 73204.43 >= 1 Yr <= 2 Yr 10814.49 91-180 Days A-2 6631.32 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 55747.80 >= 1 Yr <= 2 Yr 3591.11 <30 Days A-3 8865.83 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 107054.90 >= 1 Yr <= 2 Yr 398.76 Open A-4 3145.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84575.26 >= 1 Yr <= 2 Yr 6062.74 Open A-5 3162.21 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 49947.92 >= 1 Yr <= 2 Yr 4102.36 30-90 Days CB-1 4251.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 85598.90 >= 1 Yr <= 2 Yr 1979.51 30-90 Days CB-2 10083.17 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82853.01 >= 1 Yr <= 2 Yr 3808.92 91-180 Days CB-3 16389.01 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109812.33 >= 1 Yr <= 2 Yr 4122.71 Open E-1 21350.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29954.51 >= 1 Yr <= 2 Yr 518.88 30-90 Days E-2 2313.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 73142.45 >= 1 Yr <= 2 Yr 5164.09 30-90 Days G-1 12492.90 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20560.53 >= 1 Yr <= 2 Yr 424.88 Open G-2 3592.53 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 19491.85 >= 1 Yr <= 2 Yr 1110.73 Open G-3 3337.11 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35556.69 >= 1 Yr <= 2 Yr 2231.06 91-180 Days IG-1 3.15 Yes Liberty Wealth Management LLC Treasury