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 MDB No 52991.79 >2 Yr <= 3 Yr 2322.77 30-90 Days A-3-Q 10161.89 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 72851.99 >2 Yr <= 3 Yr 6794.16 30-90 Days A-4-Q 1521.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 69724.47 >2 Yr <= 3 Yr 8515.52 91-180 Days A-5-Q 5260.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 93310.89 >2 Yr <= 3 Yr 1135.41 30-90 Days CB-1-Q 15246.92 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 108759.55 >2 Yr <= 3 Yr 14000.00 <30 Days CB-2-Q 1934.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 33630.97 >2 Yr <= 3 Yr 4114.08 Open S-1-Q 103.80 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 62765.46 >2 Yr <= 3 Yr 5839.74 <30 Days S-2-Q 1828.50 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 74266.27 >2 Yr <= 3 Yr 1435.60 <30 Days S-3-Q 7115.30 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 107313.31 >2 Yr <= 3 Yr 12332.38 Open S-4-Q 14647.81 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 81994.11 >2 Yr <= 3 Yr 7570.76 <30 Days CB-3-Q 8784.44 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 13108.10 >2 Yr <= 3 Yr 1298.60 91-180 Days G-1-Q 2018.13 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 40067.48 >2 Yr <= 3 Yr 3591.26 91-180 Days G-2-Q 5075.46 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 48957.81 >2 Yr <= 3 Yr 618.95 91-180 Days G-3-Q 9322.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95284.76 >2 Yr <= 3 Yr 5534.89 30-90 Days S-5-Q 13102.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 76425.92 >2 Yr <= 3 Yr 5486.38 30-90 Days S-6-Q 9354.80 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 86652.68 >2 Yr <= 3 Yr 851.56 Open S-7-Q 5503.45 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 108985.93 >2 Yr <= 3 Yr 5047.42 30-90 Days E-1-Q 19713.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 29542.14 >2 Yr <= 3 Yr 20.26 <30 Days E-2-Q 2986.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 90046.78 >2 Yr <= 3 Yr 685.63 91-180 Days IG-1-Q 4105.45 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 55225.89 >2 Yr <= 3 Yr 3229.97 30-90 Days IG-2-Q 4299.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 97190.06 >2 Yr <= 3 Yr 9028.47 30-90 Days C-1 146.65 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 28324.62 >2 Yr <= 3 Yr 2669.85 <30 Days CB-4 2520.80 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 95647.14 >2 Yr <= 3 Yr 5752.61 <30 Days E-10 10150.36 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB Yes 20104.92 >2 Yr <= 3 Yr 1875.00 30-90 Days E-3 3891.78 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions MDB No 88129.51 >2 Yr <= 3 Yr 1588.01 91-180 Days E-4 8620.96 Yes Liberty Mortgage Services Corp. Finance