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 96391.79 Day 12 9049.50 30-90 Days A-2 2787.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 47957.24 Day 12 3508.59 30-90 Days A-3 2259.78 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 6274.37 Day 12 627.12 91-180 Days A-4 790.11 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 72859.64 Day 12 9393.63 <30 Days A-5 1045.59 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78841.42 Day 12 3001.54 91-180 Days CB-1 9756.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83267.16 Day 12 8492.49 <30 Days CB-2 9205.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 62292.41 Day 12 68.97 91-180 Days CB-3 10573.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 70027.05 Day 12 6644.79 91-180 Days E-1 12231.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 48317.77 Day 12 7153.97 30-90 Days E-2 4988.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88541.98 Day 12 7240.65 Open G-1 6951.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 84395.37 Day 12 597.14 91-180 Days G-2 14404.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101337.76 Day 12 9607.21 <30 Days G-3 10411.25 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 5837.40 Day 12 433.14 <30 Days IG-1 468.17 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 56573.24 Day 12 2861.38 30-90 Days IG-2 7704.12 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89260.12 Day 12 9869.03 30-90 Days S-1 15914.51 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 89149.23 Day 12 10314.95 Open S-2 13073.64 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 106661.15 Day 12 10325.95 91-180 Days S-3 4138.33 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 83557.57 Day 12 8512.47 <30 Days S-4 9850.75 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 101722.38 Day 12 385.49 91-180 Days S-5 6013.13 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 13496.19 Day 12 1901.03 91-180 Days S-6 688.97 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 99098.65 Day 12 6291.25 30-90 Days S-7 1957.21 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 60932.90 Day 13 6525.17 <30 Days A-0-Q 1910.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112953.36 Day 13 12697.99 Open A-1-Q 3462.17 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 106222.66 Day 13 2930.02 Open A-2-Q 13194.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97636.19 Day 13 3993.49 30-90 Days A-3-Q 11225.94 No Risk Management