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 20468.51 >2 Yr <= 3 Yr 506.72 Open S-3 3823.26 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 2924.32 >2 Yr <= 3 Yr 134.63 30-90 Days S-4 263.27 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 94998.94 >2 Yr <= 3 Yr 8172.10 Open S-5 12712.98 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 39542.29 >2 Yr <= 3 Yr 3291.58 <30 Days S-6 1955.93 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41390.56 >2 Yr <= 3 Yr 669.88 <30 Days S-7 1499.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 74091.63 >3 Yr <= 4 Yr 4775.34 Open A-0-Q 8093.95 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 66432.29 >3 Yr <= 4 Yr 4289.50 91-180 Days A-1-Q 6940.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 50308.85 >3 Yr <= 4 Yr 3872.66 30-90 Days A-2-Q 3121.03 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 9064.44 >3 Yr <= 4 Yr 641.29 Open A-3-Q 1489.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 70458.15 >3 Yr <= 4 Yr 8156.59 Open A-4-Q 8394.73 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 17653.22 >3 Yr <= 4 Yr 2380.84 <30 Days A-5-Q 703.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 98803.57 >3 Yr <= 4 Yr 11322.99 30-90 Days CB-1-Q 13204.65 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 111146.90 >3 Yr <= 4 Yr 13389.05 Open CB-2-Q 3284.37 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 77659.72 >3 Yr <= 4 Yr 11518.45 30-90 Days S-1-Q 4413.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85155.91 >3 Yr <= 4 Yr 11747.95 <30 Days S-2-Q 15324.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59710.63 >3 Yr <= 4 Yr 4963.83 Open S-3-Q 181.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 112961.67 >3 Yr <= 4 Yr 14137.01 Open S-4-Q 9838.55 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 5833.90 >3 Yr <= 4 Yr 133.38 <30 Days CB-3-Q 291.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 28171.60 >3 Yr <= 4 Yr 287.39 Open G-1-Q 5190.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 84877.71 >3 Yr <= 4 Yr 8764.19 <30 Days G-2-Q 8693.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 110544.37 >3 Yr <= 4 Yr 7227.13 <30 Days G-3-Q 10069.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101116.90 >3 Yr <= 4 Yr 7964.38 <30 Days S-5-Q 14030.24 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 104392.22 >3 Yr <= 4 Yr 6718.66 91-180 Days S-6-Q 952.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 69082.28 >3 Yr <= 4 Yr 5664.74 <30 Days S-7-Q 13016.43 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 59475.50 >3 Yr <= 4 Yr 4791.04 Open E-1-Q 7119.62 Yes Liberty Mortgage Services Corp. Operations