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 Retail No 11153.78 75 - 82 Days 1654.58 Open Y-1 1435.80 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 82058.14 75 - 82 Days 4931.68 30-90 Days Y-2 10187.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 58555.63 75 - 82 Days 2743.50 Open Y-3 935.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 57043.13 75 - 82 Days 4787.50 <30 Days Y-4 729.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 109101.74 75 - 82 Days 13588.48 30-90 Days Z-1 14216.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 111819.57 75 - 82 Days 13146.14 Open A-2 11957.26 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 88255.27 75 - 82 Days 5223.19 30-90 Days A-3 7521.05 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 42297.26 75 - 82 Days 3215.02 Open A-4 3770.42 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 48487.87 75 - 82 Days 391.55 Open A-5 37.23 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 79762.19 75 - 82 Days 2254.83 <30 Days CB-1 14949.68 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 63864.44 75 - 82 Days 8935.15 91-180 Days CB-2 10508.22 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 29020.86 75 - 82 Days 1803.00 Open CB-3 2722.36 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 74903.85 75 - 82 Days 116.85 30-90 Days E-1 13223.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 23079.02 75 - 82 Days 1967.38 30-90 Days E-2 4134.11 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 30729.10 75 - 82 Days 2322.05 91-180 Days G-1 2777.19 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 105905.88 75 - 82 Days 10508.09 30-90 Days G-2 16665.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 93364.96 75 - 82 Days 12699.15 <30 Days G-3 1230.93 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 72878.22 75 - 82 Days 1030.08 91-180 Days IG-1 11118.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 60210.00 75 - 82 Days 8082.44 Open IG-2 11260.82 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 103690.07 75 - 82 Days 13653.81 <30 Days S-1 11598.01 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 89082.23 75 - 82 Days 6386.91 <30 Days S-2 16655.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 87455.21 75 - 82 Days 3589.41 Open S-3 3047.93 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 102397.77 75 - 82 Days 2939.79 <30 Days S-4 4927.03 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26938.11 75 - 82 Days 1450.01 30-90 Days S-5 1972.60 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 43194.43 75 - 82 Days 5557.18 30-90 Days S-6 1218.22 Yes Liberty Mortgage Services Corp. Operations