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 GSE Yes 31915.12 >2 Yr <= 3 Yr 3809.85 30-90 Days CB-1-Q 6146.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88136.73 >2 Yr <= 3 Yr 352.66 30-90 Days CB-2-Q 8496.99 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19078.24 >2 Yr <= 3 Yr 1109.20 <30 Days S-1-Q 987.53 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94633.70 >2 Yr <= 3 Yr 1236.15 91-180 Days S-2-Q 8265.26 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31790.99 >2 Yr <= 3 Yr 1765.47 Open S-3-Q 538.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33407.87 >2 Yr <= 3 Yr 1622.73 30-90 Days S-4-Q 5225.35 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113207.11 >2 Yr <= 3 Yr 9548.89 30-90 Days CB-3-Q 2969.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106948.66 >2 Yr <= 3 Yr 4029.29 Open G-1-Q 10521.99 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69023.28 >2 Yr <= 3 Yr 3618.96 91-180 Days G-2-Q 7456.21 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29869.80 >2 Yr <= 3 Yr 447.63 91-180 Days G-3-Q 4131.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101747.26 >2 Yr <= 3 Yr 13824.35 30-90 Days S-5-Q 11933.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3270.78 >2 Yr <= 3 Yr 230.89 91-180 Days S-6-Q 568.03 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16614.82 >2 Yr <= 3 Yr 1232.22 30-90 Days S-7-Q 2252.50 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92832.50 >2 Yr <= 3 Yr 10958.39 30-90 Days E-1-Q 17957.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98895.33 >2 Yr <= 3 Yr 2449.53 30-90 Days E-2-Q 5414.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16279.41 >2 Yr <= 3 Yr 14.50 91-180 Days IG-1-Q 656.37 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 191.38 >2 Yr <= 3 Yr 10.37 Open IG-2-Q 33.59 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106400.95 >2 Yr <= 3 Yr 8887.65 91-180 Days C-1 3889.30 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80006.48 >2 Yr <= 3 Yr 2178.98 Open CB-4 4752.63 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79680.23 >2 Yr <= 3 Yr 9549.44 30-90 Days E-10 5068.78 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24595.43 >2 Yr <= 3 Yr 2129.15 Open E-3 1183.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52609.90 >2 Yr <= 3 Yr 707.43 Open E-4 7145.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78654.62 >2 Yr <= 3 Yr 9817.37 91-180 Days E-5 12627.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9155.13 >2 Yr <= 3 Yr 1176.18 Open E-6 474.94 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40029.19 >2 Yr <= 3 Yr 2678.81 91-180 Days E-7 3468.36 Yes Liberty Mortgage Services Corp. Operations