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 GSE No 59621.97 Day 44 2596.21 91-180 Days S-3 5816.74 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1651.71 Day 44 33.37 30-90 Days S-4 244.10 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62288.14 Day 44 6813.69 30-90 Days S-5 11839.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55696.87 Day 44 4753.30 <30 Days S-6 2330.45 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25763.00 Day 44 3647.07 91-180 Days S-7 2877.94 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4656.71 Day 45 362.76 91-180 Days A-0-Q 290.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111656.82 Day 45 4987.70 91-180 Days A-1-Q 2737.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29273.79 Day 45 3847.65 Open A-2-Q 1385.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14025.14 Day 45 214.63 30-90 Days A-3-Q 319.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 85758.65 Day 45 4022.46 Open A-4-Q 480.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87738.10 Day 45 9912.75 Open A-5-Q 9650.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42390.13 Day 45 3020.68 30-90 Days CB-1-Q 5856.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73337.10 Day 45 493.31 Open CB-2-Q 7591.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67264.70 Day 45 171.99 30-90 Days S-1-Q 3337.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93686.18 Day 45 9072.45 91-180 Days S-2-Q 18052.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26568.00 Day 45 1625.27 91-180 Days S-3-Q 1969.17 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23523.63 Day 45 939.26 <30 Days S-4-Q 487.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97374.21 Day 45 7482.80 91-180 Days CB-3-Q 13968.96 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16732.43 Day 45 268.31 <30 Days G-1-Q 3230.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36590.43 Day 45 1819.71 <30 Days G-2-Q 7115.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84418.52 Day 45 11712.00 Open G-3-Q 13031.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51617.17 Day 45 6398.62 30-90 Days S-5-Q 7614.88 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 93684.23 Day 45 9936.60 91-180 Days S-6-Q 9851.59 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 99797.14 Day 45 11975.99 91-180 Days S-7-Q 8896.03 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2616.91 Day 45 227.47 91-180 Days E-1-Q 272.68 Yes Liberty International Finance Ltd. Treasury