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 Yes 10868.47 Day 27 1118.81 91-180 Days N-6 260.47 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 105518.58 Day 27 10663.71 30-90 Days N-7 3105.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112045.26 Day 27 10043.44 91-180 Days P-1 8886.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 84612.77 Day 27 1759.38 30-90 Days P-2 40.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101025.57 Day 27 648.52 91-180 Days S-8 8450.64 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 108153.31 Day 27 7605.52 30-90 Days Y-1 10007.44 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 82818.91 Day 27 1132.18 30-90 Days Y-2 12445.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 109913.00 Day 27 3856.12 30-90 Days Y-3 14531.31 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 86253.65 Day 27 6973.90 91-180 Days Y-4 7474.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 113448.68 Day 27 1449.74 <30 Days Z-1 312.17 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 80538.76 Day 27 356.14 Open A-2 12178.32 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 110442.35 Day 27 8908.84 30-90 Days A-3 14428.56 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 90501.98 Day 27 11069.98 91-180 Days A-4 2815.02 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 88065.20 Day 27 2923.66 <30 Days A-5 2539.06 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 45403.52 Day 27 1326.14 91-180 Days CB-1 1175.14 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 97985.21 Day 27 3953.05 Open CB-2 18636.01 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 94920.08 Day 27 2424.76 91-180 Days CB-3 7108.69 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 74567.60 Day 27 9481.31 <30 Days E-1 14618.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 101697.75 Day 27 12262.11 <30 Days E-2 10574.47 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 112437.71 Day 27 12934.71 Open G-1 10390.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 96840.91 Day 27 7112.73 <30 Days G-2 8685.88 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 112417.42 Day 27 11219.77 91-180 Days G-3 3869.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE No 78270.52 Day 27 6732.49 30-90 Days IG-1 4890.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 97092.66 Day 27 3865.35 91-180 Days IG-2 16360.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions PSE Yes 65737.74 Day 27 327.43 <30 Days S-1 10667.06 Yes Liberty Mortgage Services Corp. Legal