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 111168.61 >2 Yr <= 3 Yr 15664.39 91-180 Days IG-3 20657.86 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 45415.14 >2 Yr <= 3 Yr 6469.04 30-90 Days IG-4 4219.85 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110872.27 >2 Yr <= 3 Yr 11141.31 91-180 Days IG-5 17993.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9905.98 >2 Yr <= 3 Yr 1265.24 <30 Days IG-6 1765.24 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69878.27 >2 Yr <= 3 Yr 277.88 91-180 Days IG-7 3071.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110944.49 >2 Yr <= 3 Yr 11476.13 91-180 Days IG-8 18229.94 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 4786.02 >2 Yr <= 3 Yr 211.83 30-90 Days L-1 814.68 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 32177.35 >2 Yr <= 3 Yr 2459.27 <30 Days L-10 2399.53 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2727.64 >2 Yr <= 3 Yr 18.87 Open L-11 470.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 71354.22 >2 Yr <= 3 Yr 5755.13 30-90 Days L-2 11090.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 34104.30 >2 Yr <= 3 Yr 3999.46 <30 Days L-3 6029.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112972.09 >2 Yr <= 3 Yr 9375.21 30-90 Days L-4 16732.28 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107773.07 >2 Yr <= 3 Yr 12193.12 91-180 Days L-5 12855.54 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12744.03 >2 Yr <= 3 Yr 142.24 91-180 Days L-6 1603.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 16671.12 >2 Yr <= 3 Yr 951.67 30-90 Days L-7 902.60 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 107486.23 >2 Yr <= 3 Yr 13003.37 Open L-8 4162.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 296.71 >2 Yr <= 3 Yr 40.09 <30 Days L-9 37.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 47360.03 >2 Yr <= 3 Yr 7075.67 30-90 Days LC-1 2128.97 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 84879.94 >2 Yr <= 3 Yr 4726.52 91-180 Days LC-2 15964.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 89056.09 >2 Yr <= 3 Yr 11765.04 91-180 Days N-1 621.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 112319.77 >2 Yr <= 3 Yr 1043.03 <30 Days N-2 3977.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 33565.12 >2 Yr <= 3 Yr 2001.44 <30 Days N-3 5887.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60672.33 >2 Yr <= 3 Yr 7129.30 91-180 Days N-4 5252.78 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 17036.85 >2 Yr <= 3 Yr 2096.06 <30 Days N-5 1378.11 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 243.06 >2 Yr <= 3 Yr 26.82 91-180 Days N-6 39.12 Yes Liberty International Finance Ltd. Operations