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 104360.75 Day 54 14028.96 30-90 Days E-1-Q 13006.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46460.18 Day 54 596.51 Open E-2-Q 4992.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32982.27 Day 54 4446.14 30-90 Days IG-1-Q 4217.11 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112867.05 Day 54 4725.34 30-90 Days IG-2-Q 4540.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28422.73 Day 54 3735.96 91-180 Days C-1 1667.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71718.13 Day 54 6287.03 91-180 Days CB-4 5662.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91842.05 Day 54 12980.53 Open E-10 4372.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6890.53 Day 54 274.77 30-90 Days E-3 324.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33393.38 Day 54 1938.29 Open E-4 4931.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78751.35 Day 54 490.64 Open E-5 5560.99 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41598.66 Day 54 172.52 <30 Days E-6 4218.79 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93856.93 Day 54 4626.68 91-180 Days E-7 1482.14 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91340.48 Day 54 13434.14 <30 Days E-8 1883.30 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71663.01 Day 54 9345.30 Open E-9 6707.43 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 280.12 Day 54 37.98 <30 Days G-4 22.54 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21353.93 Day 54 1903.43 30-90 Days IG-3 2366.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83794.11 Day 54 8335.62 30-90 Days IG-4 16521.16 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67226.24 Day 54 5145.82 Open IG-5 7839.43 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37376.38 Day 54 219.57 30-90 Days IG-6 3096.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58806.21 Day 54 4449.04 91-180 Days IG-7 2031.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 18956.39 Day 54 2781.53 91-180 Days IG-8 1844.58 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37450.95 Day 54 1250.57 91-180 Days L-1 1330.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78351.81 Day 54 4160.66 <30 Days L-10 11270.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57672.63 Day 54 409.71 91-180 Days L-11 895.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65595.65 Day 54 8597.63 Open L-2 10324.86 No Finance