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 MDB Yes 95355.30 >4 Yr <= 5 Yr 5016.96 Open A-0-Q 2401.29 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41557.11 >4 Yr <= 5 Yr 4197.54 Open A-1-Q 2790.00 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 3274.12 >4 Yr <= 5 Yr 357.86 30-90 Days A-2-Q 470.35 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80695.90 >4 Yr <= 5 Yr 1249.36 30-90 Days A-3-Q 7238.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 91123.20 >4 Yr <= 5 Yr 10778.29 91-180 Days A-4-Q 454.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 57041.33 >4 Yr <= 5 Yr 2985.77 <30 Days A-5-Q 8765.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 10440.80 >4 Yr <= 5 Yr 603.22 30-90 Days CB-1-Q 384.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80891.74 >4 Yr <= 5 Yr 1568.48 91-180 Days CB-2-Q 6372.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 80610.01 >4 Yr <= 5 Yr 9132.36 Open S-1-Q 15815.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 4049.48 >4 Yr <= 5 Yr 1.24 <30 Days S-2-Q 666.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 8486.17 >4 Yr <= 5 Yr 1235.10 <30 Days S-3-Q 1368.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108761.62 >4 Yr <= 5 Yr 9552.28 <30 Days S-4-Q 21425.93 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 75289.98 >4 Yr <= 5 Yr 688.50 <30 Days CB-3-Q 3984.86 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 113022.55 >4 Yr <= 5 Yr 14176.22 Open G-1-Q 11749.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 95598.64 >4 Yr <= 5 Yr 2418.46 91-180 Days G-2-Q 17231.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 32967.37 >4 Yr <= 5 Yr 3816.52 30-90 Days G-3-Q 3971.71 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 15129.52 >4 Yr <= 5 Yr 2153.50 <30 Days S-5-Q 369.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 90685.79 >4 Yr <= 5 Yr 9606.92 Open S-6-Q 13219.49 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 87906.52 >4 Yr <= 5 Yr 10046.30 30-90 Days S-7-Q 10344.16 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 33748.76 >4 Yr <= 5 Yr 4643.48 <30 Days E-1-Q 2250.70 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 3739.14 >4 Yr <= 5 Yr 138.62 91-180 Days E-2-Q 117.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 36188.70 >4 Yr <= 5 Yr 3059.32 Open IG-1-Q 2818.96 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 99594.07 >4 Yr <= 5 Yr 2673.95 91-180 Days IG-2-Q 12489.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 100796.44 >4 Yr <= 5 Yr 6230.26 91-180 Days C-1 6581.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 41054.46 >4 Yr <= 5 Yr 681.67 30-90 Days CB-4 7962.27 Yes Liberty Capital Markets Inc. Finance