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 98646.98 >2 Yr <= 3 Yr 3405.50 <30 Days N-3 13527.77 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 11105.31 >2 Yr <= 3 Yr 659.79 91-180 Days N-4 1189.34 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 67158.17 >2 Yr <= 3 Yr 4029.02 <30 Days N-5 562.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 30252.40 >2 Yr <= 3 Yr 2732.70 30-90 Days N-6 5914.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 80001.53 >2 Yr <= 3 Yr 5205.80 91-180 Days N-7 14135.52 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 61480.09 >2 Yr <= 3 Yr 549.72 30-90 Days P-1 4097.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 50813.63 >2 Yr <= 3 Yr 6698.82 <30 Days P-2 5744.91 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 17908.53 >2 Yr <= 3 Yr 1869.87 <30 Days S-8 1037.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 67989.35 >2 Yr <= 3 Yr 7146.67 Open Y-1 10652.38 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 18260.75 >2 Yr <= 3 Yr 19.98 30-90 Days Y-2 576.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 86520.87 >2 Yr <= 3 Yr 12196.64 <30 Days Y-3 6717.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 73737.04 >2 Yr <= 3 Yr 4107.14 <30 Days Y-4 3372.89 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 51797.07 >2 Yr <= 3 Yr 7712.87 30-90 Days Z-1 6633.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 5410.43 >2 Yr <= 3 Yr 318.93 91-180 Days A-2 123.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 85998.80 >2 Yr <= 3 Yr 8540.93 91-180 Days A-3 13944.12 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 14436.23 >2 Yr <= 3 Yr 570.86 <30 Days A-4 2207.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 69732.54 >2 Yr <= 3 Yr 9215.98 91-180 Days A-5 11413.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 18604.18 >2 Yr <= 3 Yr 2768.13 Open CB-1 667.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 8989.95 >2 Yr <= 3 Yr 705.83 30-90 Days CB-2 1373.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 104046.66 >2 Yr <= 3 Yr 519.85 Open CB-3 1715.61 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 46201.81 >2 Yr <= 3 Yr 1511.28 <30 Days E-1 6155.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity No 102365.38 >2 Yr <= 3 Yr 9663.31 91-180 Days E-2 6693.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 81682.71 >2 Yr <= 3 Yr 5052.73 <30 Days G-1 14145.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 5883.03 >2 Yr <= 3 Yr 688.91 Open G-2 60.69 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Other Supervised Non-Bank Financial Entity Yes 58842.30 >2 Yr <= 3 Yr 2826.31 Open G-3 5187.33 No Risk Management