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 Other Supervised Non-Bank Financial Entity No 35096.64 Day 41 4435.00 <30 Days E-1 5497.67 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 104278.55 Day 41 8243.01 Open E-2 10794.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 6125.51 Day 41 58.41 30-90 Days G-1 75.86 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 89504.16 Day 41 8405.45 91-180 Days G-2 9228.65 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 103123.84 Day 41 8582.90 <30 Days G-3 12250.45 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 113246.73 Day 41 591.69 <30 Days IG-1 8892.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 8564.66 Day 41 1171.67 <30 Days IG-2 1249.26 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 63019.94 Day 41 4813.88 Open S-1 12381.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 28247.81 Day 41 1130.13 Open S-2 5547.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 95279.82 Day 41 11721.09 30-90 Days S-3 6255.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 106570.15 Day 41 1389.78 30-90 Days S-4 10422.65 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 59655.24 Day 41 797.35 <30 Days S-5 212.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 18273.76 Day 41 1041.74 30-90 Days S-6 1804.40 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 53932.02 Day 41 2247.84 Open S-7 8113.42 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 93467.68 Day 42 945.39 30-90 Days A-0-Q 11901.71 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 101999.14 Day 42 13637.66 30-90 Days A-1-Q 2088.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 83653.81 Day 42 2219.57 91-180 Days A-2-Q 807.21 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 47039.52 Day 42 1427.15 30-90 Days A-3-Q 7344.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 112338.82 Day 42 4762.77 91-180 Days A-4-Q 21042.06 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 19670.85 Day 42 2177.22 30-90 Days A-5-Q 26.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 54338.04 Day 42 213.81 91-180 Days CB-1-Q 4510.66 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 111246.30 Day 42 5882.71 Open CB-2-Q 6955.96 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 24579.67 Day 42 1716.10 Open S-1-Q 2618.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 26064.57 Day 42 3561.37 <30 Days S-2-Q 1577.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 18268.08 Day 42 923.81 30-90 Days S-3-Q 249.00 Yes Liberty Capital Markets Inc. Finance