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 No 77366.80 >4 Yr <= 5 Yr 6945.64 <30 Days LC-2 10120.14 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 89843.32 >4 Yr <= 5 Yr 12735.63 <30 Days N-1 15902.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 95204.76 >4 Yr <= 5 Yr 11805.86 30-90 Days N-2 2079.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 105537.21 >4 Yr <= 5 Yr 5645.46 30-90 Days N-3 12576.74 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 17278.91 >4 Yr <= 5 Yr 812.08 <30 Days N-4 220.27 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 77637.12 >4 Yr <= 5 Yr 9187.56 Open N-5 9228.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 52452.06 >4 Yr <= 5 Yr 3515.36 30-90 Days N-6 4632.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 38799.95 >4 Yr <= 5 Yr 1480.82 91-180 Days N-7 299.09 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 96649.32 >4 Yr <= 5 Yr 3674.93 Open P-1 16192.39 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 65312.25 >4 Yr <= 5 Yr 6200.19 <30 Days P-2 9350.37 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 9415.05 >4 Yr <= 5 Yr 667.36 30-90 Days S-8 1522.38 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 61460.12 >4 Yr <= 5 Yr 3534.83 30-90 Days Y-1 822.78 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 No 56674.94 >4 Yr <= 5 Yr 7209.40 Open Y-2 4374.02 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 90915.82 >4 Yr <= 5 Yr 5057.78 91-180 Days Y-3 6708.75 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 21454.68 >4 Yr <= 5 Yr 43.03 30-90 Days Y-4 1832.48 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 Yes 67721.51 >4 Yr <= 5 Yr 9094.46 Open Z-1 4191.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 49952.47 >4 Yr <= 5 Yr 2409.86 Open A-2 7161.97 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 40068.44 >4 Yr <= 5 Yr 5298.79 <30 Days A-3 3841.69 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 59394.04 >4 Yr <= 5 Yr 5712.05 30-90 Days A-4 11380.66 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 77808.91 >4 Yr <= 5 Yr 182.77 Open A-5 322.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 28557.41 >4 Yr <= 5 Yr 1124.62 30-90 Days CB-1 2610.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 81035.27 >4 Yr <= 5 Yr 2036.20 91-180 Days CB-2 1228.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 83801.90 >4 Yr <= 5 Yr 2457.93 <30 Days CB-3 11203.04 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 107841.46 >4 Yr <= 5 Yr 6867.79 30-90 Days E-1 15544.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 110102.13 >4 Yr <= 5 Yr 343.78 <30 Days E-2 20849.88 Yes Liberty International Finance Ltd. Treasury