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 Yes 28566.45 >4 Yr <= 5 Yr 3304.04 <30 Days N-3 4243.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 10810.90 >4 Yr <= 5 Yr 1504.81 91-180 Days N-4 851.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 70604.40 >4 Yr <= 5 Yr 3827.15 <30 Days N-5 7141.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 66141.98 >4 Yr <= 5 Yr 4660.58 30-90 Days N-6 7067.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 53552.39 >4 Yr <= 5 Yr 630.28 <30 Days N-7 1783.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 91516.60 >4 Yr <= 5 Yr 719.12 Open P-1 17079.53 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 29640.25 >4 Yr <= 5 Yr 4145.88 Open P-2 3963.71 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 84670.12 >4 Yr <= 5 Yr 4526.66 91-180 Days S-8 6227.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 45082.22 >4 Yr <= 5 Yr 1588.73 Open Y-1 4184.13 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 86595.40 >4 Yr <= 5 Yr 511.04 91-180 Days Y-2 2525.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 18645.87 >4 Yr <= 5 Yr 2139.43 <30 Days Y-3 335.94 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 96802.77 >4 Yr <= 5 Yr 7347.40 91-180 Days Y-4 7829.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 73785.37 >4 Yr <= 5 Yr 6043.91 30-90 Days Z-1 12356.36 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 69786.78 >4 Yr <= 5 Yr 28.38 91-180 Days A-2 6978.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 61571.86 >4 Yr <= 5 Yr 6262.29 Open A-3 9968.77 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 60033.42 >4 Yr <= 5 Yr 1091.16 30-90 Days A-4 11038.24 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 85282.45 >4 Yr <= 5 Yr 1350.01 <30 Days A-5 4730.63 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 68846.98 >4 Yr <= 5 Yr 1499.38 Open CB-1 6910.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 74194.42 >4 Yr <= 5 Yr 1987.83 30-90 Days CB-2 10129.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 65169.41 >4 Yr <= 5 Yr 4527.70 30-90 Days CB-3 7195.18 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 29329.40 >4 Yr <= 5 Yr 921.08 91-180 Days E-1 4196.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 21708.09 >4 Yr <= 5 Yr 440.37 91-180 Days E-2 2374.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 78139.98 >4 Yr <= 5 Yr 4411.37 <30 Days G-1 10070.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor No 43354.84 >4 Yr <= 5 Yr 5974.13 91-180 Days G-2 5717.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Investment Company or Advisor Yes 110301.00 >4 Yr <= 5 Yr 2366.99 <30 Days G-3 12066.34 No Legal