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 39601.62 >3 Yr <= 4 Yr 2945.15 91-180 Days L-10 2735.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 8695.21 >3 Yr <= 4 Yr 979.06 30-90 Days L-11 659.02 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 67531.59 >3 Yr <= 4 Yr 9573.80 30-90 Days L-2 4489.02 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 65514.16 >3 Yr <= 4 Yr 7628.51 91-180 Days L-3 4880.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 73154.50 >3 Yr <= 4 Yr 2572.33 91-180 Days L-4 7511.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 106675.30 >3 Yr <= 4 Yr 15303.27 Open L-5 353.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 911.76 >3 Yr <= 4 Yr 8.08 Open L-6 3.50 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 74199.29 >3 Yr <= 4 Yr 3103.62 91-180 Days L-7 5922.17 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 Yes 82295.93 >3 Yr <= 4 Yr 6715.12 30-90 Days L-8 4026.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 90805.63 >3 Yr <= 4 Yr 6988.70 30-90 Days L-9 12779.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 25436.64 >3 Yr <= 4 Yr 2043.26 30-90 Days LC-1 3611.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 46458.64 >3 Yr <= 4 Yr 3893.32 91-180 Days LC-2 2348.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 21811.98 >3 Yr <= 4 Yr 990.93 Open N-1 606.24 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 19903.57 >3 Yr <= 4 Yr 2612.76 91-180 Days N-2 263.00 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 28039.10 >3 Yr <= 4 Yr 150.47 <30 Days N-3 5592.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 51408.51 >3 Yr <= 4 Yr 2294.42 Open N-4 6294.03 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 Yes 74288.98 >3 Yr <= 4 Yr 6177.54 <30 Days N-5 11867.10 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 32964.70 >3 Yr <= 4 Yr 1906.39 Open N-6 125.13 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 No 101947.02 >3 Yr <= 4 Yr 10727.22 Open N-7 1374.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 27633.06 >3 Yr <= 4 Yr 1298.42 30-90 Days P-1 700.89 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 No 57654.34 >3 Yr <= 4 Yr 6967.24 91-180 Days P-2 10191.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 80243.39 >3 Yr <= 4 Yr 9368.39 30-90 Days S-8 11680.52 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 102600.30 >3 Yr <= 4 Yr 4125.40 30-90 Days Y-1 7711.61 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 No 36463.24 >3 Yr <= 4 Yr 1888.67 30-90 Days Y-2 2886.55 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 69776.01 >3 Yr <= 4 Yr 4527.66 Open Y-3 7082.21 No Treasury