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 Non-Financial Corporate Yes 58145.58 >= 1 Yr <= 2 Yr 507.06 30-90 Days IG-6 9887.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 51830.66 >= 1 Yr <= 2 Yr 7573.99 30-90 Days IG-7 4844.79 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 64711.13 >= 1 Yr <= 2 Yr 1046.04 91-180 Days IG-8 574.50 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 92958.89 >= 1 Yr <= 2 Yr 5846.98 Open L-1 14880.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 71435.13 >= 1 Yr <= 2 Yr 10239.46 91-180 Days L-10 1022.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 4998.34 >= 1 Yr <= 2 Yr 744.85 Open L-11 687.27 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 35272.39 >= 1 Yr <= 2 Yr 313.34 <30 Days L-2 5758.76 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 78656.91 >= 1 Yr <= 2 Yr 1230.92 <30 Days L-3 5830.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 90067.49 >= 1 Yr <= 2 Yr 11295.96 30-90 Days L-4 13610.29 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 55191.87 >= 1 Yr <= 2 Yr 2121.21 91-180 Days L-5 1241.63 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 1018.80 >= 1 Yr <= 2 Yr 104.33 30-90 Days L-6 168.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 65252.93 >= 1 Yr <= 2 Yr 6884.09 Open L-7 3918.16 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 17261.46 >= 1 Yr <= 2 Yr 700.28 <30 Days L-8 3310.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 27437.78 >= 1 Yr <= 2 Yr 2788.14 <30 Days L-9 769.27 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 106440.26 >= 1 Yr <= 2 Yr 13039.30 Open LC-1 5421.68 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 43744.33 >= 1 Yr <= 2 Yr 4024.59 Open LC-2 5583.89 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 27894.45 >= 1 Yr <= 2 Yr 65.92 30-90 Days N-1 4876.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 77630.04 >= 1 Yr <= 2 Yr 9634.57 Open N-2 492.11 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 102092.36 >= 1 Yr <= 2 Yr 9949.91 <30 Days N-3 9360.80 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 60541.47 >= 1 Yr <= 2 Yr 6841.47 91-180 Days N-4 828.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 96796.02 >= 1 Yr <= 2 Yr 4790.50 <30 Days N-5 692.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 110296.25 >= 1 Yr <= 2 Yr 76.54 Open N-6 20170.39 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 102738.25 >= 1 Yr <= 2 Yr 2478.94 Open N-7 18895.77 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 85120.05 >= 1 Yr <= 2 Yr 484.58 Open P-1 899.62 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 75099.90 >= 1 Yr <= 2 Yr 9230.03 Open P-2 8112.22 Yes Liberty Wealth Management LLC Operations