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 Financial Market Utility Yes 96941.09 >3 Yr <= 4 Yr 4001.60 91-180 Days E-7 15225.96 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 70711.13 >3 Yr <= 4 Yr 6800.16 30-90 Days E-8 2700.30 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 11094.97 >3 Yr <= 4 Yr 626.43 <30 Days E-9 1875.50 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 108277.97 >3 Yr <= 4 Yr 7552.14 <30 Days G-4 6807.46 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 71962.21 >3 Yr <= 4 Yr 5031.08 <30 Days IG-3 9535.21 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 106523.35 >3 Yr <= 4 Yr 8678.60 <30 Days IG-4 20897.15 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 64767.90 >3 Yr <= 4 Yr 1678.90 Open IG-5 11829.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 57348.88 >3 Yr <= 4 Yr 5501.16 30-90 Days IG-6 6888.27 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 45271.87 >3 Yr <= 4 Yr 1963.36 Open IG-7 1670.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 5634.47 >3 Yr <= 4 Yr 289.50 91-180 Days IG-8 452.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 10985.94 >3 Yr <= 4 Yr 966.33 <30 Days L-1 93.70 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 71587.62 >3 Yr <= 4 Yr 526.82 30-90 Days L-10 8995.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 100633.90 >3 Yr <= 4 Yr 10339.81 Open L-11 18683.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 92521.87 >3 Yr <= 4 Yr 11220.17 30-90 Days L-2 3468.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 40055.66 >3 Yr <= 4 Yr 4006.44 30-90 Days L-3 4712.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 72392.87 >3 Yr <= 4 Yr 3248.01 91-180 Days L-4 925.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 93394.84 >3 Yr <= 4 Yr 7450.64 Open L-5 9486.16 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 20646.51 >3 Yr <= 4 Yr 187.12 30-90 Days L-6 2543.99 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 17363.45 >3 Yr <= 4 Yr 851.67 30-90 Days L-7 1560.83 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 24624.40 >3 Yr <= 4 Yr 2980.34 <30 Days L-8 2241.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 52811.82 >3 Yr <= 4 Yr 5453.53 91-180 Days L-9 4125.13 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 43359.38 >3 Yr <= 4 Yr 5944.56 Open LC-1 5778.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 41780.09 >3 Yr <= 4 Yr 6229.97 Open LC-2 4986.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 94132.77 >3 Yr <= 4 Yr 884.64 Open N-1 12597.89 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 95875.64 >3 Yr <= 4 Yr 6415.40 <30 Days N-2 5262.97 No Operations