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 No 5090.04 >4 Yr <= 5 Yr 605.04 30-90 Days A-4 186.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 18713.39 >4 Yr <= 5 Yr 368.57 Open A-5 2239.17 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 26814.52 >4 Yr <= 5 Yr 3814.60 <30 Days CB-1 1676.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 33021.34 >4 Yr <= 5 Yr 551.84 Open CB-2 868.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 28982.06 >4 Yr <= 5 Yr 1627.03 <30 Days CB-3 3544.25 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 53917.59 >4 Yr <= 5 Yr 1644.97 91-180 Days E-1 2190.36 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 31527.46 >4 Yr <= 5 Yr 1527.63 Open E-2 6140.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 42641.21 >4 Yr <= 5 Yr 5653.88 <30 Days G-1 6725.86 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 104582.34 >4 Yr <= 5 Yr 10361.58 30-90 Days G-2 5612.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 99046.80 >4 Yr <= 5 Yr 8499.15 91-180 Days G-3 18745.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 63700.08 >4 Yr <= 5 Yr 3966.33 30-90 Days IG-1 4777.90 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 81021.35 >4 Yr <= 5 Yr 5850.68 <30 Days IG-2 11335.79 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 103125.22 >4 Yr <= 5 Yr 8513.57 Open S-1 9793.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 97054.62 >4 Yr <= 5 Yr 56.24 <30 Days S-2 4375.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 47221.90 >4 Yr <= 5 Yr 4975.84 91-180 Days S-3 6761.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 42211.03 >4 Yr <= 5 Yr 4204.40 Open S-4 2664.33 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 70224.43 >4 Yr <= 5 Yr 6024.79 91-180 Days S-5 10139.86 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 101005.61 >4 Yr <= 5 Yr 11787.84 Open S-6 20027.13 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 80020.49 >4 Yr <= 5 Yr 4518.16 Open S-7 14181.09 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 54193.62 >5 Yr 5511.25 Open A-0-Q 10735.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 83929.72 >5 Yr 10705.68 Open A-1-Q 595.42 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 23205.70 >5 Yr 2711.71 91-180 Days A-2-Q 1825.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate Yes 69495.62 >5 Yr 2304.79 30-90 Days A-3-Q 5590.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 85318.24 >5 Yr 5321.12 Open A-4-Q 12658.81 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Non-Financial Corporate No 93654.05 >5 Yr 12371.46 Open A-5-Q 18490.12 Yes Liberty International Finance Ltd. Legal