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 45047.53 Day 15 2501.60 30-90 Days IG-4 8660.52 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 91711.47 Day 15 4380.21 30-90 Days IG-5 8088.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 66206.09 Day 15 4224.69 Open IG-6 9682.72 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 111757.31 Day 15 13067.26 91-180 Days IG-7 3846.54 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110858.41 Day 15 4307.95 <30 Days IG-8 7935.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 45077.14 Day 15 1374.71 Open L-1 8154.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 53973.81 Day 15 4840.05 Open L-10 1624.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 81297.65 Day 15 9516.66 <30 Days L-11 14655.08 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 15914.28 Day 15 1590.17 Open L-2 2504.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 107313.50 Day 15 8296.82 Open L-3 1074.98 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 99262.82 Day 15 11193.86 <30 Days L-4 5050.63 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 13542.16 Day 15 1199.85 91-180 Days L-5 2653.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 83923.62 Day 15 4947.37 91-180 Days L-6 3455.87 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 18788.20 Day 15 590.57 91-180 Days L-7 2407.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 26712.97 Day 15 1291.71 Open L-8 9.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 8072.44 Day 15 962.40 Open L-9 1142.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 110524.45 Day 15 3616.93 Open LC-1 15877.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 7077.20 Day 15 213.67 91-180 Days LC-2 428.58 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 79960.67 Day 15 11669.86 Open N-1 9683.09 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 51676.20 Day 15 5805.83 30-90 Days N-2 1511.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 2805.20 Day 15 37.30 91-180 Days N-3 476.41 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 78931.50 Day 15 2134.76 Open N-4 427.66 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 62120.33 Day 15 5195.35 30-90 Days N-5 4151.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail Yes 4891.88 Day 15 288.29 30-90 Days N-6 43.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Retail No 4089.19 Day 15 126.75 91-180 Days N-7 689.96 Yes Liberty Mortgage Services Corp. Treasury