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 25279.24 >3 Yr <= 4 Yr 222.73 91-180 Days A-4 4360.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 9406.31 >3 Yr <= 4 Yr 352.28 91-180 Days A-5 143.88 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 68711.98 >3 Yr <= 4 Yr 658.83 <30 Days CB-1 10852.79 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 88726.15 >3 Yr <= 4 Yr 2800.21 30-90 Days CB-2 5360.20 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 68177.75 >3 Yr <= 4 Yr 432.10 30-90 Days CB-3 11717.60 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 6087.37 >3 Yr <= 4 Yr 366.84 30-90 Days E-1 194.45 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 98693.31 >3 Yr <= 4 Yr 2532.87 91-180 Days E-2 16902.31 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 36271.78 >3 Yr <= 4 Yr 386.51 30-90 Days G-1 4507.97 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 12990.64 >3 Yr <= 4 Yr 1926.25 91-180 Days G-2 349.86 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 52089.52 >3 Yr <= 4 Yr 4860.19 30-90 Days G-3 5437.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 113198.75 >3 Yr <= 4 Yr 12837.85 Open IG-1 11783.48 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 60851.22 >3 Yr <= 4 Yr 4577.14 91-180 Days IG-2 8949.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 85272.35 >3 Yr <= 4 Yr 11786.44 <30 Days S-1 1462.28 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 83742.21 >3 Yr <= 4 Yr 18.57 91-180 Days S-2 10105.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 108350.70 >3 Yr <= 4 Yr 9322.14 Open S-3 16333.79 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 101125.06 >3 Yr <= 4 Yr 6748.51 Open S-4 4820.07 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 107013.93 >3 Yr <= 4 Yr 3212.42 91-180 Days S-5 10574.38 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 58951.30 >3 Yr <= 4 Yr 3361.14 30-90 Days S-6 4158.66 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 13024.62 >3 Yr <= 4 Yr 787.09 Open S-7 2299.33 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 101279.96 >4 Yr <= 5 Yr 7379.80 Open A-0-Q 8945.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign Yes 37515.92 >4 Yr <= 5 Yr 4014.00 Open A-1-Q 6927.11 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 102717.30 >4 Yr <= 5 Yr 3772.00 <30 Days A-2-Q 8671.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 103322.62 >4 Yr <= 5 Yr 13349.97 30-90 Days A-3-Q 8837.19 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 41967.03 >4 Yr <= 5 Yr 3009.42 30-90 Days A-4-Q 5971.82 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Sovereign No 42420.14 >4 Yr <= 5 Yr 3966.57 Open A-5-Q 6314.85 Yes Liberty Capital Markets Inc. Operations