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 Yes 81552.75 151 - 179 Days 6176.88 91-180 Days Y-3 1066.49 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 19048.59 151 - 179 Days 1787.04 91-180 Days Y-4 1520.76 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 34166.40 151 - 179 Days 1920.10 Open Z-1 1772.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 88710.30 151 - 179 Days 6452.47 <30 Days A-2 14870.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36161.83 151 - 179 Days 3597.63 <30 Days A-3 6701.66 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 33310.34 151 - 179 Days 596.83 <30 Days A-4 1029.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101136.55 151 - 179 Days 12069.51 91-180 Days A-5 16700.74 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 8403.35 151 - 179 Days 39.50 <30 Days CB-1 1050.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4641.25 151 - 179 Days 374.35 30-90 Days CB-2 765.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86234.27 151 - 179 Days 11080.92 <30 Days CB-3 370.46 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 56482.65 151 - 179 Days 7881.44 Open E-1 2820.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 49191.28 151 - 179 Days 936.37 <30 Days E-2 8183.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 48277.56 151 - 179 Days 1124.21 <30 Days G-1 6800.80 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 50802.90 151 - 179 Days 6794.49 <30 Days G-2 2357.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 103467.18 151 - 179 Days 4074.30 91-180 Days G-3 17857.31 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 11287.96 151 - 179 Days 1032.80 91-180 Days IG-1 2.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107210.91 151 - 179 Days 4441.53 91-180 Days IG-2 10906.93 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 65285.35 151 - 179 Days 6540.59 Open S-1 3524.18 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4267.56 151 - 179 Days 3.86 30-90 Days S-2 757.97 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 16763.86 151 - 179 Days 1055.64 <30 Days S-3 2369.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 74770.52 151 - 179 Days 1967.94 Open S-4 9214.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 86465.42 151 - 179 Days 373.78 30-90 Days S-5 17175.74 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108857.75 151 - 179 Days 9412.09 <30 Days S-6 17159.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 40084.28 151 - 179 Days 3158.94 91-180 Days S-7 5293.72 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 51439.72 180 - 270 Days 2846.74 91-180 Days A-0-Q 4688.84 Yes Liberty Mortgage Services Corp. Legal