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 Bank Yes 28914.97 >3 Yr <= 4 Yr 3837.62 Open CB-1 3848.38 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 89611.17 >3 Yr <= 4 Yr 1106.02 <30 Days CB-2 9599.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 4661.74 >3 Yr <= 4 Yr 645.85 30-90 Days CB-3 74.08 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 64001.46 >3 Yr <= 4 Yr 8697.12 Open E-1 7420.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32881.93 >3 Yr <= 4 Yr 2832.72 91-180 Days E-2 168.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 13189.68 >3 Yr <= 4 Yr 867.86 <30 Days G-1 561.15 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 32503.83 >3 Yr <= 4 Yr 4788.31 30-90 Days G-2 4021.86 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 19701.03 >3 Yr <= 4 Yr 1308.06 <30 Days G-3 708.52 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 18250.62 >3 Yr <= 4 Yr 2519.37 30-90 Days IG-1 1584.41 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 60514.76 >3 Yr <= 4 Yr 6048.19 30-90 Days IG-2 7490.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 84239.77 >3 Yr <= 4 Yr 11503.21 30-90 Days S-1 3705.58 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 50676.01 >3 Yr <= 4 Yr 5418.11 91-180 Days S-2 5548.04 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 36502.26 >3 Yr <= 4 Yr 4023.53 <30 Days S-3 8.33 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84938.29 >3 Yr <= 4 Yr 3944.32 <30 Days S-4 9024.60 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 1637.74 >3 Yr <= 4 Yr 235.83 <30 Days S-5 254.01 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 30568.99 >3 Yr <= 4 Yr 870.66 <30 Days S-6 3879.67 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 18708.15 >3 Yr <= 4 Yr 2636.15 Open S-7 3736.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 17249.32 >4 Yr <= 5 Yr 996.14 91-180 Days A-0-Q 1767.60 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 38576.53 >4 Yr <= 5 Yr 4773.57 30-90 Days A-1-Q 7582.24 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 78094.16 >4 Yr <= 5 Yr 6262.90 30-90 Days A-2-Q 2543.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 84014.97 >4 Yr <= 5 Yr 9890.99 91-180 Days A-3-Q 15259.83 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 29201.02 >4 Yr <= 5 Yr 2690.83 <30 Days A-4-Q 2841.43 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 93420.74 >4 Yr <= 5 Yr 9321.49 Open A-5-Q 17040.46 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank Yes 54287.86 >4 Yr <= 5 Yr 3859.37 91-180 Days CB-1-Q 50.95 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Bank No 27125.16 >4 Yr <= 5 Yr 1029.69 30-90 Days CB-2-Q 162.99 No Risk Management