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 23610.43 61 - 67 Days 1929.12 91-180 Days CB-3 1538.95 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17491.63 61 - 67 Days 663.88 <30 Days E-1 35.01 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17778.58 61 - 67 Days 1770.82 91-180 Days E-2 57.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 22431.39 61 - 67 Days 527.64 91-180 Days G-1 428.58 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 90106.71 61 - 67 Days 12949.63 Open G-2 13517.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 79800.45 61 - 67 Days 6642.93 <30 Days G-3 10175.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68299.49 61 - 67 Days 5358.84 91-180 Days IG-1 1772.56 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 106539.35 61 - 67 Days 14326.03 <30 Days IG-2 5254.05 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 62612.66 61 - 67 Days 722.13 Open S-1 86.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77653.46 61 - 67 Days 3264.11 30-90 Days S-2 1345.54 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 30370.36 61 - 67 Days 4227.75 30-90 Days S-3 4401.25 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 78538.31 61 - 67 Days 10811.29 <30 Days S-4 6007.72 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 27146.38 61 - 67 Days 1181.73 91-180 Days S-5 1994.67 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16044.70 61 - 67 Days 590.31 91-180 Days S-6 76.49 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 72042.72 61 - 67 Days 5629.07 Open S-7 1926.73 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 69586.06 68 - 74 Days 1277.56 30-90 Days A-0-Q 12596.63 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94178.56 68 - 74 Days 9270.75 Open A-1-Q 16763.42 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98331.97 68 - 74 Days 4681.77 <30 Days A-2-Q 1003.78 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 83293.99 68 - 74 Days 5596.07 91-180 Days A-3-Q 15366.69 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103627.06 68 - 74 Days 5455.38 Open A-4-Q 18167.77 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 11813.19 68 - 74 Days 738.09 30-90 Days A-5-Q 652.41 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 38199.88 68 - 74 Days 3723.01 30-90 Days CB-1-Q 4262.09 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 49970.78 68 - 74 Days 2015.32 30-90 Days CB-2-Q 6738.36 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108900.67 68 - 74 Days 9297.57 Open S-1-Q 9295.46 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 8881.81 68 - 74 Days 1056.92 30-90 Days S-2-Q 61.14 No Treasury