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 Yes 14965.86 Day 60 552.31 <30 Days S-4 1469.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89864.16 Day 60 3057.69 Open S-5 3501.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90423.55 Day 60 1783.92 Open S-6 16681.72 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13805.61 Day 60 60.56 Open S-7 1758.23 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2133.78 61 - 67 Days 42.18 <30 Days A-0-Q 385.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 17289.08 61 - 67 Days 610.52 91-180 Days A-1-Q 2259.49 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 15767.48 61 - 67 Days 1534.74 <30 Days A-2-Q 1059.53 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72440.58 61 - 67 Days 1001.24 91-180 Days A-3-Q 10998.13 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 17770.86 61 - 67 Days 2637.78 91-180 Days A-4-Q 3141.06 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50785.78 61 - 67 Days 1342.59 91-180 Days A-5-Q 4161.65 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52045.76 61 - 67 Days 6215.60 30-90 Days CB-1-Q 4234.79 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35653.71 61 - 67 Days 4988.04 <30 Days CB-2-Q 2262.76 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81634.29 61 - 67 Days 8288.17 30-90 Days S-1-Q 8584.66 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61304.71 61 - 67 Days 3116.99 Open S-2-Q 7184.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60682.01 61 - 67 Days 2701.80 30-90 Days S-3-Q 9608.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110782.32 61 - 67 Days 5223.86 91-180 Days S-4-Q 15400.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83035.96 61 - 67 Days 5228.63 Open CB-3-Q 13650.60 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53262.60 61 - 67 Days 6831.84 Open G-1-Q 5065.48 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107946.79 61 - 67 Days 8839.66 91-180 Days G-2-Q 19084.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65134.77 61 - 67 Days 6109.96 <30 Days G-3-Q 5589.01 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39240.82 61 - 67 Days 4550.99 30-90 Days S-5-Q 2766.61 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 113080.92 61 - 67 Days 14257.20 91-180 Days S-6-Q 405.24 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106845.92 61 - 67 Days 2330.90 <30 Days S-7-Q 5596.04 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92425.34 61 - 67 Days 11984.74 91-180 Days E-1-Q 5145.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19520.50 61 - 67 Days 1279.95 30-90 Days E-2-Q 3161.63 Yes Liberty Wealth Management LLC Risk Management