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 Broker-Dealer Yes 21056.21 >3 Yr <= 4 Yr 775.63 91-180 Days N-6 915.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 46462.13 >3 Yr <= 4 Yr 4457.28 30-90 Days N-7 4297.25 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 22309.32 >3 Yr <= 4 Yr 86.60 Open P-1 1113.99 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 100477.38 >3 Yr <= 4 Yr 5323.23 91-180 Days P-2 5232.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 64296.59 >3 Yr <= 4 Yr 9108.47 30-90 Days S-8 2303.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 60082.66 >3 Yr <= 4 Yr 4942.75 91-180 Days Y-1 11959.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 48555.13 >3 Yr <= 4 Yr 4941.32 Open Y-2 5514.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 2293.07 >3 Yr <= 4 Yr 280.56 30-90 Days Y-3 390.58 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 84254.81 >3 Yr <= 4 Yr 5924.52 30-90 Days Y-4 12371.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 107110.17 >3 Yr <= 4 Yr 9413.10 91-180 Days Z-1 5554.51 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 60093.78 >3 Yr <= 4 Yr 1327.58 30-90 Days A-2 6969.00 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 70233.95 >3 Yr <= 4 Yr 5450.26 91-180 Days A-3 4630.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 64760.86 >3 Yr <= 4 Yr 5258.03 Open A-4 6261.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 486.89 >3 Yr <= 4 Yr 19.30 30-90 Days A-5 75.95 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 104894.82 >3 Yr <= 4 Yr 3206.32 30-90 Days CB-1 8400.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 40440.41 >3 Yr <= 4 Yr 1774.98 30-90 Days CB-2 4811.70 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 85837.04 >3 Yr <= 4 Yr 206.19 <30 Days CB-3 2533.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 97467.06 >3 Yr <= 4 Yr 13147.57 <30 Days E-1 15444.69 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 101708.32 >3 Yr <= 4 Yr 13876.05 Open E-2 2057.62 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 79853.26 >3 Yr <= 4 Yr 2029.36 30-90 Days G-1 6255.78 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 68632.78 >3 Yr <= 4 Yr 2442.60 30-90 Days G-2 5046.66 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer No 32620.37 >3 Yr <= 4 Yr 1532.09 Open G-3 4632.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 58076.77 >3 Yr <= 4 Yr 6578.42 30-90 Days IG-1 10963.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 41371.22 >3 Yr <= 4 Yr 1818.17 Open IG-2 3997.56 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Broker-Dealer Yes 30454.43 >3 Yr <= 4 Yr 1126.38 91-180 Days S-1 1058.95 No Operations