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 Other Supervised Non-Bank Financial Entity Yes 65469.44 271 - 364 Days 3076.68 <30 Days S-2 4674.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 2177.70 271 - 364 Days 168.55 91-180 Days S-3 75.69 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 31054.42 271 - 364 Days 3257.75 91-180 Days S-4 2080.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 92119.07 271 - 364 Days 2358.78 Open S-5 6191.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 88773.16 271 - 364 Days 7497.73 30-90 Days S-6 4884.45 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 76573.77 271 - 364 Days 2345.84 91-180 Days S-7 222.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 103585.32 >= 1 Yr <= 2 Yr 13094.44 30-90 Days A-0-Q 3266.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 52402.84 >= 1 Yr <= 2 Yr 6932.41 Open A-1-Q 6189.10 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 110819.78 >= 1 Yr <= 2 Yr 15785.47 30-90 Days A-2-Q 6979.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 93076.93 >= 1 Yr <= 2 Yr 6832.72 91-180 Days A-3-Q 2231.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 100671.81 >= 1 Yr <= 2 Yr 9371.69 <30 Days A-4-Q 13607.91 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 94386.44 >= 1 Yr <= 2 Yr 6653.91 Open A-5-Q 7637.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 22184.42 >= 1 Yr <= 2 Yr 2177.32 Open CB-1-Q 2652.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 22644.67 >= 1 Yr <= 2 Yr 928.48 <30 Days CB-2-Q 4241.10 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 81461.51 >= 1 Yr <= 2 Yr 7791.59 Open S-1-Q 1789.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 68776.08 >= 1 Yr <= 2 Yr 5594.18 <30 Days S-2-Q 11812.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 80024.83 >= 1 Yr <= 2 Yr 1517.25 30-90 Days S-3-Q 15845.90 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 93173.26 >= 1 Yr <= 2 Yr 12419.92 91-180 Days S-4-Q 13625.55 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 34597.17 >= 1 Yr <= 2 Yr 2145.01 <30 Days CB-3-Q 898.18 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 40838.67 >= 1 Yr <= 2 Yr 5654.77 30-90 Days G-1-Q 1480.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 54229.26 >= 1 Yr <= 2 Yr 3625.40 91-180 Days G-2-Q 7165.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 16277.79 >= 1 Yr <= 2 Yr 251.01 91-180 Days G-3-Q 1292.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 66192.95 >= 1 Yr <= 2 Yr 9076.85 <30 Days S-5-Q 12747.97 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 29793.34 >= 1 Yr <= 2 Yr 2608.47 91-180 Days S-6-Q 4772.56 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 4904.05 >= 1 Yr <= 2 Yr 142.55 91-180 Days S-7-Q 942.52 No Treasury