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 PSE No 77284.50 Day 9 9103.23 30-90 Days IG-4 9080.87 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 81183.73 Day 9 10891.41 91-180 Days IG-5 12868.82 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 26258.99 Day 9 97.29 Open IG-6 3606.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48686.57 Day 9 2805.57 Open IG-7 4473.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 69218.30 Day 9 9632.81 30-90 Days IG-8 5948.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83954.66 Day 9 3910.75 91-180 Days L-1 12308.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6420.97 Day 9 789.12 <30 Days L-10 243.73 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 29332.85 Day 9 1920.00 <30 Days L-11 3852.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7881.11 Day 9 721.53 91-180 Days L-2 599.45 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62492.95 Day 9 1278.74 Open L-3 2664.58 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 34812.51 Day 9 4097.75 30-90 Days L-4 944.96 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 29060.48 Day 9 2805.73 <30 Days L-5 3674.32 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 22468.86 Day 9 846.77 30-90 Days L-6 118.06 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 35037.01 Day 9 2582.22 30-90 Days L-7 3171.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 42195.26 Day 9 2789.26 Open L-8 1911.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 13175.25 Day 9 1009.31 <30 Days L-9 2150.24 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 24642.37 Day 9 2848.38 91-180 Days LC-1 1433.33 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47855.75 Day 9 6242.26 91-180 Days LC-2 7380.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 20159.09 Day 9 2809.07 30-90 Days N-1 2507.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 98605.27 Day 9 12826.89 91-180 Days N-2 16973.84 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 7063.16 Day 9 280.13 Open N-3 359.01 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 103091.51 Day 9 810.79 <30 Days N-4 9907.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72694.86 Day 9 1936.44 <30 Days N-5 1033.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 42016.22 Day 9 2837.42 91-180 Days N-6 4492.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80448.90 Day 9 5141.98 91-180 Days N-7 15535.14 No Operations