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 8807.92 271 - 364 Days 862.06 Open S-6 1422.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 82600.68 271 - 364 Days 2679.60 91-180 Days S-7 12259.10 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 36857.18 >= 1 Yr <= 2 Yr 2326.85 Open A-0-Q 6384.75 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 57139.22 >= 1 Yr <= 2 Yr 1877.55 <30 Days A-1-Q 8348.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 100876.41 >= 1 Yr <= 2 Yr 14929.99 30-90 Days A-2-Q 11327.52 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 91758.07 >= 1 Yr <= 2 Yr 3331.25 91-180 Days A-3-Q 11617.08 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 76840.33 >= 1 Yr <= 2 Yr 9855.40 Open A-4-Q 12654.73 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71829.24 >= 1 Yr <= 2 Yr 8443.30 Open A-5-Q 7998.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 19152.19 >= 1 Yr <= 2 Yr 1777.10 30-90 Days CB-1-Q 1749.02 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 6698.93 >= 1 Yr <= 2 Yr 551.08 Open CB-2-Q 815.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 94397.95 >= 1 Yr <= 2 Yr 13633.17 <30 Days S-1-Q 2015.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 99737.92 >= 1 Yr <= 2 Yr 10766.66 30-90 Days S-2-Q 19375.43 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 28236.63 >= 1 Yr <= 2 Yr 3260.31 <30 Days S-3-Q 1940.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 77324.37 >= 1 Yr <= 2 Yr 605.80 Open S-4-Q 7762.12 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 2786.16 >= 1 Yr <= 2 Yr 79.84 <30 Days CB-3-Q 284.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83610.21 >= 1 Yr <= 2 Yr 6419.14 Open G-1-Q 14547.35 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16145.27 >= 1 Yr <= 2 Yr 166.12 <30 Days G-2-Q 2339.86 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108806.21 >= 1 Yr <= 2 Yr 9989.77 <30 Days G-3-Q 2096.92 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 87470.82 >= 1 Yr <= 2 Yr 3661.13 91-180 Days S-5-Q 7359.55 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 3566.74 >= 1 Yr <= 2 Yr 352.07 <30 Days S-6-Q 400.57 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101141.22 >= 1 Yr <= 2 Yr 225.42 Open S-7-Q 12810.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41527.17 >= 1 Yr <= 2 Yr 2996.89 30-90 Days E-1-Q 7924.75 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12605.34 >= 1 Yr <= 2 Yr 1217.20 30-90 Days E-2-Q 543.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37225.54 >= 1 Yr <= 2 Yr 3204.85 30-90 Days IG-1-Q 6824.64 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 10703.36 >= 1 Yr <= 2 Yr 480.83 91-180 Days IG-2-Q 1177.78 Yes Liberty Mortgage Services Corp. Legal