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 37772.93 68 - 74 Days 3759.10 <30 Days S-1 7334.50 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34635.22 68 - 74 Days 4409.53 Open S-2 5389.72 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103177.36 68 - 74 Days 10784.09 30-90 Days S-3 8624.06 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 59961.88 68 - 74 Days 954.46 Open S-4 11226.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14798.34 68 - 74 Days 466.13 Open S-5 2716.46 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34095.99 68 - 74 Days 2931.42 91-180 Days S-6 3299.16 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105869.77 68 - 74 Days 1064.84 91-180 Days S-7 13071.05 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71239.62 75 - 82 Days 360.58 30-90 Days A-0-Q 2091.12 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101754.30 75 - 82 Days 7208.24 30-90 Days A-1-Q 5746.75 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4590.68 75 - 82 Days 20.21 <30 Days A-2-Q 229.30 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77514.13 75 - 82 Days 6674.39 <30 Days A-3-Q 9702.19 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39005.05 75 - 82 Days 2435.39 91-180 Days A-4-Q 393.32 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93366.90 75 - 82 Days 5049.06 Open A-5-Q 3841.50 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20128.54 75 - 82 Days 1932.18 91-180 Days CB-1-Q 3902.82 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105971.74 75 - 82 Days 1778.27 91-180 Days CB-2-Q 17161.46 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110021.52 75 - 82 Days 1441.87 <30 Days S-1-Q 9603.87 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20311.08 75 - 82 Days 2120.34 30-90 Days S-2-Q 3017.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56988.61 75 - 82 Days 2641.23 30-90 Days S-3-Q 4245.56 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20498.16 75 - 82 Days 2766.90 Open S-4-Q 2523.82 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1208.11 75 - 82 Days 174.51 Open CB-3-Q 59.30 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112033.24 75 - 82 Days 4077.67 30-90 Days G-1-Q 20071.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83775.39 75 - 82 Days 1783.43 30-90 Days G-2-Q 2480.50 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 16006.45 75 - 82 Days 1947.99 <30 Days G-3-Q 3098.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 58650.49 75 - 82 Days 8337.36 30-90 Days S-5-Q 7746.86 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101099.77 75 - 82 Days 8790.41 Open S-6-Q 13322.58 Yes Liberty Wealth Management LLC Finance