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 102970.43 >2 Yr <= 3 Yr 3874.98 30-90 Days A-5-Q 4256.76 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 34536.60 >2 Yr <= 3 Yr 4598.39 91-180 Days CB-1-Q 1158.43 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 8536.14 >2 Yr <= 3 Yr 1087.51 91-180 Days CB-2-Q 696.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 39091.25 >2 Yr <= 3 Yr 1320.36 Open S-1-Q 1787.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 16823.70 >2 Yr <= 3 Yr 1145.40 91-180 Days S-2-Q 509.07 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 Yes 50859.03 >2 Yr <= 3 Yr 5317.67 30-90 Days S-3-Q 8648.69 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 57880.06 >2 Yr <= 3 Yr 1154.85 91-180 Days S-4-Q 257.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 77012.74 >2 Yr <= 3 Yr 11367.38 30-90 Days CB-3-Q 11428.37 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 87068.14 >2 Yr <= 3 Yr 1108.57 30-90 Days G-1-Q 16142.18 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 Yes 15510.87 >2 Yr <= 3 Yr 164.45 Open G-2-Q 2365.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 79968.10 >2 Yr <= 3 Yr 8553.33 30-90 Days G-3-Q 8955.23 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 93072.12 >2 Yr <= 3 Yr 4935.77 <30 Days S-5-Q 11762.64 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 69339.01 >2 Yr <= 3 Yr 5983.66 91-180 Days S-6-Q 4295.09 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 94581.56 >2 Yr <= 3 Yr 6872.58 Open S-7-Q 12719.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 68554.31 >2 Yr <= 3 Yr 4471.63 30-90 Days E-1-Q 5378.75 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 109098.21 >2 Yr <= 3 Yr 16224.97 30-90 Days E-2-Q 20593.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 21668.93 >2 Yr <= 3 Yr 2529.22 <30 Days IG-1-Q 4017.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 53006.84 >2 Yr <= 3 Yr 4536.93 91-180 Days IG-2-Q 2448.69 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 No 4513.19 >2 Yr <= 3 Yr 123.66 30-90 Days C-1 61.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 16340.35 >2 Yr <= 3 Yr 872.54 91-180 Days CB-4 1306.06 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 Yes 89736.52 >2 Yr <= 3 Yr 5496.47 <30 Days E-10 3075.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 99585.61 >2 Yr <= 3 Yr 4177.13 <30 Days E-3 17307.64 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 112400.30 >2 Yr <= 3 Yr 13387.94 Open E-4 11711.09 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 69519.41 >2 Yr <= 3 Yr 7405.01 30-90 Days E-5 452.20 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 101409.00 >2 Yr <= 3 Yr 13035.87 <30 Days E-6 4000.94 Yes Liberty Wealth Management LLC Legal