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 Other Supervised Non-Bank Financial Entity Yes 25268.90 271 - 364 Days 1446.50 Open G-4 550.16 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 100038.79 271 - 364 Days 1572.52 <30 Days IG-3 9773.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 21622.47 271 - 364 Days 602.48 <30 Days IG-4 1101.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 92894.64 271 - 364 Days 8953.88 <30 Days IG-5 13479.05 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 44764.10 271 - 364 Days 4099.11 <30 Days IG-6 2664.80 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 68104.84 271 - 364 Days 2801.89 91-180 Days IG-7 2636.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 30434.69 271 - 364 Days 3082.13 Open IG-8 661.76 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 76880.03 271 - 364 Days 601.71 30-90 Days L-1 13155.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 74172.43 271 - 364 Days 4366.65 30-90 Days L-10 1895.99 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 30245.16 271 - 364 Days 2779.43 Open L-11 4709.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 62937.46 271 - 364 Days 2129.48 91-180 Days L-2 7261.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 69013.69 271 - 364 Days 762.70 91-180 Days L-3 11915.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 62355.14 271 - 364 Days 3327.78 91-180 Days L-4 3960.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 52727.28 271 - 364 Days 5846.77 <30 Days L-5 5183.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 85794.23 271 - 364 Days 521.00 <30 Days L-6 13515.87 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 86104.29 271 - 364 Days 8699.34 91-180 Days L-7 5585.17 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 62692.18 271 - 364 Days 1334.82 30-90 Days L-8 3535.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 42182.93 271 - 364 Days 6050.05 Open L-9 5438.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 63997.00 271 - 364 Days 1103.94 91-180 Days LC-1 7185.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 100982.89 271 - 364 Days 7973.83 91-180 Days LC-2 15729.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 11858.55 271 - 364 Days 1391.96 <30 Days N-1 1464.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 34782.98 271 - 364 Days 1489.84 Open N-2 3216.92 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 1189.37 271 - 364 Days 137.37 30-90 Days N-3 54.72 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 1973.34 271 - 364 Days 273.73 <30 Days N-4 82.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 50940.20 271 - 364 Days 1712.53 30-90 Days N-5 145.71 Yes Liberty Capital Markets Inc. Legal