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 Sovereign No 31903.87 Day 54 924.51 Open CB-1 5125.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 99329.57 Day 54 8182.18 91-180 Days CB-2 9953.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 65230.10 Day 54 3897.24 Open CB-3 1696.84 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74540.34 Day 54 5026.90 <30 Days E-1 3612.05 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 78306.76 Day 54 7698.11 91-180 Days E-2 1621.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 75164.74 Day 54 4431.32 <30 Days G-1 4490.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110852.31 Day 54 14784.55 Open G-2 2460.83 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 44856.07 Day 54 2072.54 <30 Days G-3 21.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83923.64 Day 54 10695.13 91-180 Days IG-1 13322.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 72404.56 Day 54 4891.28 <30 Days IG-2 9277.78 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85559.78 Day 54 1093.39 91-180 Days S-1 9263.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 54606.89 Day 54 2360.16 Open S-2 255.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90627.42 Day 54 10182.53 Open S-3 11612.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2784.95 Day 54 349.42 30-90 Days S-4 217.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 53175.44 Day 54 6856.68 30-90 Days S-5 9913.54 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17733.56 Day 54 859.44 <30 Days S-6 1267.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 54054.38 Day 54 2575.50 Open S-7 884.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42205.75 Day 55 3941.73 <30 Days A-0-Q 812.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83220.40 Day 55 9147.87 Open A-1-Q 4945.75 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 103009.33 Day 55 1526.99 Open A-2-Q 15155.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39432.78 Day 55 3296.53 91-180 Days A-3-Q 1587.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 7733.41 Day 55 960.09 <30 Days A-4-Q 578.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 32687.18 Day 55 1843.81 91-180 Days A-5-Q 1052.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 46979.91 Day 55 1494.70 Open CB-1-Q 8546.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17379.94 Day 55 1735.89 <30 Days CB-2-Q 2785.46 Yes Liberty Mortgage Services Corp. Operations