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 7739.94 >4 Yr <= 5 Yr 1064.48 91-180 Days A-2-Q 305.91 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 102716.86 >4 Yr <= 5 Yr 7332.09 91-180 Days A-3-Q 19782.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 10947.06 >4 Yr <= 5 Yr 1529.48 Open A-4-Q 1877.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 110209.58 >4 Yr <= 5 Yr 4492.13 Open A-5-Q 3543.82 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 No 25812.92 >4 Yr <= 5 Yr 360.38 <30 Days CB-1-Q 198.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 87187.91 >4 Yr <= 5 Yr 7835.81 Open CB-2-Q 8076.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 47508.19 >4 Yr <= 5 Yr 5755.68 91-180 Days S-1-Q 2893.32 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 Yes 71993.65 >4 Yr <= 5 Yr 8459.72 91-180 Days S-2-Q 3749.54 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 Yes 64216.92 >4 Yr <= 5 Yr 1519.53 <30 Days S-3-Q 8988.47 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 113449.03 >4 Yr <= 5 Yr 9916.51 Open S-4-Q 15857.94 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 76254.69 >4 Yr <= 5 Yr 2084.68 91-180 Days CB-3-Q 13923.95 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 52869.55 >4 Yr <= 5 Yr 4792.10 30-90 Days G-1-Q 8143.71 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 25462.33 >4 Yr <= 5 Yr 360.53 <30 Days G-2-Q 194.74 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 23205.69 >4 Yr <= 5 Yr 1008.01 91-180 Days G-3-Q 2430.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 103893.05 >4 Yr <= 5 Yr 12687.67 Open S-5-Q 15305.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 101528.05 >4 Yr <= 5 Yr 4846.52 91-180 Days S-6-Q 7169.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 113187.81 >4 Yr <= 5 Yr 13286.58 30-90 Days S-7-Q 12972.03 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 Yes 111675.66 >4 Yr <= 5 Yr 4020.85 Open E-1-Q 20778.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 23027.66 >4 Yr <= 5 Yr 1135.27 91-180 Days E-2-Q 428.96 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 51303.66 >4 Yr <= 5 Yr 3069.09 91-180 Days IG-1-Q 1743.63 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 12313.58 >4 Yr <= 5 Yr 379.07 91-180 Days IG-2-Q 768.98 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 10056.77 >4 Yr <= 5 Yr 625.51 91-180 Days C-1 464.02 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 Yes 49983.70 >4 Yr <= 5 Yr 4663.77 30-90 Days CB-4 7914.81 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 94732.99 >4 Yr <= 5 Yr 11144.19 91-180 Days E-10 7167.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 59987.00 >4 Yr <= 5 Yr 889.90 30-90 Days E-3 4804.05 Yes Liberty Capital Markets Inc. Legal