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 97785.05 >4 Yr <= 5 Yr 3599.00 <30 Days L-10 8497.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 6642.82 >4 Yr <= 5 Yr 480.85 <30 Days L-11 1148.78 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 75454.23 >4 Yr <= 5 Yr 1568.57 91-180 Days L-2 7790.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 31585.54 >4 Yr <= 5 Yr 4473.83 91-180 Days L-3 5198.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 50088.07 >4 Yr <= 5 Yr 4366.89 91-180 Days L-4 10.66 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 51646.27 >4 Yr <= 5 Yr 689.02 <30 Days L-5 2070.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 44669.35 >4 Yr <= 5 Yr 371.22 Open L-6 6869.79 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 96498.65 >4 Yr <= 5 Yr 14023.09 <30 Days L-7 7310.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 25292.25 >4 Yr <= 5 Yr 819.19 30-90 Days L-8 77.65 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 47776.63 >4 Yr <= 5 Yr 5056.22 91-180 Days L-9 229.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 46161.64 >4 Yr <= 5 Yr 1834.24 Open LC-1 8363.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 60156.35 >4 Yr <= 5 Yr 6678.30 <30 Days LC-2 3997.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 14344.26 >4 Yr <= 5 Yr 1251.87 91-180 Days N-1 2614.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 49468.88 >4 Yr <= 5 Yr 1326.22 30-90 Days N-2 8095.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 71554.95 >4 Yr <= 5 Yr 2849.91 <30 Days N-3 11620.80 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 109550.70 >4 Yr <= 5 Yr 9098.32 Open N-4 15743.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 28466.43 >4 Yr <= 5 Yr 2325.34 <30 Days N-5 3131.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 23724.36 >4 Yr <= 5 Yr 2966.18 <30 Days N-6 4066.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 111826.72 >4 Yr <= 5 Yr 11379.82 91-180 Days N-7 6289.06 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 80886.60 >4 Yr <= 5 Yr 6941.15 <30 Days P-1 9510.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 3521.42 >4 Yr <= 5 Yr 474.87 30-90 Days P-2 382.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 71412.85 >4 Yr <= 5 Yr 9683.87 Open S-8 13194.55 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility Yes 94062.52 >4 Yr <= 5 Yr 5530.18 30-90 Days Y-1 4662.02 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 94960.10 >4 Yr <= 5 Yr 13309.15 <30 Days Y-2 10473.46 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Financial Market Utility No 29198.40 >4 Yr <= 5 Yr 2606.28 91-180 Days Y-3 1293.38 No Treasury