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 No 29604.62 >2 Yr <= 3 Yr 1910.55 91-180 Days IG-1 4955.21 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 47522.86 >2 Yr <= 3 Yr 1754.06 Open IG-2 1590.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 102604.42 >2 Yr <= 3 Yr 9819.16 Open S-1 7828.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 7729.92 >2 Yr <= 3 Yr 1010.47 91-180 Days S-2 655.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 95073.98 >2 Yr <= 3 Yr 1912.82 <30 Days S-3 14993.99 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 5967.49 >2 Yr <= 3 Yr 745.13 <30 Days S-4 357.29 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 Yes 64917.79 >2 Yr <= 3 Yr 8439.53 91-180 Days S-5 12216.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 11159.50 >2 Yr <= 3 Yr 719.40 30-90 Days S-6 160.50 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 96687.84 >2 Yr <= 3 Yr 11870.49 30-90 Days S-7 1101.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 101897.12 >3 Yr <= 4 Yr 11422.73 91-180 Days A-0-Q 10110.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 61950.04 >3 Yr <= 4 Yr 4475.70 91-180 Days A-1-Q 12119.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 91970.40 >3 Yr <= 4 Yr 2207.27 91-180 Days A-2-Q 18026.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 7150.63 >3 Yr <= 4 Yr 26.89 30-90 Days A-3-Q 671.89 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 111861.58 >3 Yr <= 4 Yr 5316.98 <30 Days A-4-Q 11047.81 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 Yes 12727.96 >3 Yr <= 4 Yr 1787.65 30-90 Days A-5-Q 2431.71 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 14400.69 >3 Yr <= 4 Yr 2114.55 Open CB-1-Q 2694.84 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 4119.43 >3 Yr <= 4 Yr 200.17 Open CB-2-Q 749.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 27526.32 >3 Yr <= 4 Yr 3019.38 30-90 Days S-1-Q 179.53 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 Yes 51517.24 >3 Yr <= 4 Yr 5280.80 <30 Days S-2-Q 9382.74 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 106601.97 >3 Yr <= 4 Yr 1810.52 91-180 Days S-3-Q 15987.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 12860.51 >3 Yr <= 4 Yr 642.53 Open S-4-Q 2291.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 49911.25 >3 Yr <= 4 Yr 3651.58 Open CB-3-Q 4214.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 3095.03 >3 Yr <= 4 Yr 396.42 91-180 Days G-1-Q 66.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 102967.31 >3 Yr <= 4 Yr 10476.15 Open G-2-Q 13335.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 74359.63 >3 Yr <= 4 Yr 3796.38 <30 Days G-3-Q 1262.05 No Legal