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 2232.93 61 - 67 Days 154.43 91-180 Days A-5 418.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54274.46 61 - 67 Days 5225.57 <30 Days CB-1 6653.31 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67496.10 61 - 67 Days 1155.36 <30 Days CB-2 2087.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69338.83 61 - 67 Days 3168.65 Open CB-3 13568.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16660.13 61 - 67 Days 797.68 <30 Days E-1 1044.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47456.33 61 - 67 Days 2459.00 30-90 Days E-2 9361.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60538.23 61 - 67 Days 1586.36 91-180 Days G-1 4616.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67169.87 61 - 67 Days 2017.08 <30 Days G-2 3111.52 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41250.99 61 - 67 Days 2719.80 30-90 Days G-3 6334.23 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80983.98 61 - 67 Days 6674.28 <30 Days IG-1 15028.43 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 68495.26 61 - 67 Days 5684.18 30-90 Days IG-2 13072.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61864.73 61 - 67 Days 3226.81 30-90 Days S-1 10165.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 2589.90 61 - 67 Days 244.90 91-180 Days S-2 105.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81338.58 61 - 67 Days 3663.18 <30 Days S-3 1664.78 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89826.49 61 - 67 Days 9057.45 30-90 Days S-4 2586.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 3745.06 61 - 67 Days 21.34 Open S-5 120.96 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95921.97 61 - 67 Days 6125.34 30-90 Days S-6 3315.45 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51225.91 61 - 67 Days 5805.38 Open S-7 3558.67 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36504.01 68 - 74 Days 1044.37 Open A-0-Q 3818.67 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 71103.32 68 - 74 Days 7838.29 Open A-1-Q 10268.81 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24417.56 68 - 74 Days 1240.57 30-90 Days A-2-Q 3577.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 87189.58 68 - 74 Days 3426.44 Open A-3-Q 3061.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36801.38 68 - 74 Days 4665.07 Open A-4-Q 6173.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22649.14 68 - 74 Days 2269.77 <30 Days A-5-Q 2444.81 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 104120.55 68 - 74 Days 4279.02 Open CB-1-Q 15575.27 Yes Liberty Capital Markets Inc. Treasury