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 61214.32 Day 59 3020.94 <30 Days CB-3 5898.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93671.43 Day 59 13755.08 91-180 Days E-1 11581.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32076.14 Day 59 3794.23 Open E-2 2797.50 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65198.48 Day 59 524.06 Open G-1 10753.24 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87032.03 Day 59 2018.99 91-180 Days G-2 11333.35 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13025.56 Day 59 957.43 30-90 Days G-3 2498.94 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102197.21 Day 59 5471.63 Open IG-1 6711.81 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19437.33 Day 59 2401.43 30-90 Days IG-2 1698.49 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22505.21 Day 59 1771.01 <30 Days S-1 3593.70 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 64941.90 Day 59 9158.18 30-90 Days S-2 5089.22 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45672.30 Day 59 3429.11 <30 Days S-3 8216.34 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30814.91 Day 59 1899.02 91-180 Days S-4 2632.47 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48436.43 Day 59 7099.30 <30 Days S-5 8804.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1823.71 Day 59 203.93 91-180 Days S-6 68.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87804.11 Day 59 7823.24 30-90 Days S-7 17474.23 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71484.42 Day 60 6320.50 Open A-0-Q 3847.20 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90965.30 Day 60 6720.43 91-180 Days A-1-Q 9860.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 43978.93 Day 60 2394.35 91-180 Days A-2-Q 4936.53 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6346.30 Day 60 825.84 91-180 Days A-3-Q 855.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88315.79 Day 60 8803.78 30-90 Days A-4-Q 9165.38 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107393.26 Day 60 11562.04 30-90 Days A-5-Q 8890.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113268.15 Day 60 14943.39 Open CB-1-Q 19677.07 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60666.59 Day 60 5872.87 <30 Days CB-2-Q 4380.53 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90867.07 Day 60 7379.10 30-90 Days S-1-Q 12585.95 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92992.40 Day 60 759.77 Open S-2-Q 14051.36 Yes Liberty Mortgage Services Corp. Risk Management