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 Investment Company or Advisor No 29128.67 >3 Yr <= 4 Yr 2586.89 Open A-3 2636.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 19437.55 >3 Yr <= 4 Yr 1158.90 30-90 Days A-4 3119.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 96651.18 >3 Yr <= 4 Yr 10648.68 91-180 Days A-5 16550.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 72385.18 >3 Yr <= 4 Yr 2027.39 91-180 Days CB-1 6377.08 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 64748.28 >3 Yr <= 4 Yr 9123.27 Open CB-2 7243.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 112353.44 >3 Yr <= 4 Yr 31.11 91-180 Days CB-3 7708.45 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 50078.25 >3 Yr <= 4 Yr 1407.00 30-90 Days E-1 9710.53 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 60666.79 >3 Yr <= 4 Yr 5620.72 30-90 Days E-2 10055.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 77160.81 >3 Yr <= 4 Yr 2484.27 91-180 Days G-1 547.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 4012.01 >3 Yr <= 4 Yr 375.96 Open G-2 269.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 40927.60 >3 Yr <= 4 Yr 643.20 30-90 Days G-3 4888.30 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 40191.77 >3 Yr <= 4 Yr 2988.17 91-180 Days IG-1 5865.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 59000.10 >3 Yr <= 4 Yr 8769.84 Open IG-2 6611.21 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 84937.52 >3 Yr <= 4 Yr 7235.52 <30 Days S-1 4687.26 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 84854.63 >3 Yr <= 4 Yr 1416.80 <30 Days S-2 1421.57 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 18279.44 >3 Yr <= 4 Yr 2180.53 <30 Days S-3 3585.64 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 100759.40 >3 Yr <= 4 Yr 14393.32 30-90 Days S-4 17669.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 21117.74 >3 Yr <= 4 Yr 1837.29 30-90 Days S-5 3221.65 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 95939.67 >3 Yr <= 4 Yr 5573.75 30-90 Days S-6 6990.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 63721.15 >3 Yr <= 4 Yr 9055.22 91-180 Days S-7 9890.90 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 873.95 >4 Yr <= 5 Yr 47.65 91-180 Days A-0-Q 165.86 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 3358.43 >4 Yr <= 5 Yr 163.69 30-90 Days A-1-Q 142.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 83233.37 >4 Yr <= 5 Yr 8202.58 30-90 Days A-2-Q 437.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 76781.49 >4 Yr <= 5 Yr 4059.66 <30 Days A-3-Q 464.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 38748.68 >4 Yr <= 5 Yr 665.27 30-90 Days A-4-Q 1790.53 No Treasury