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 77109.26 75 - 82 Days 932.08 30-90 Days L-2 1018.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86468.79 75 - 82 Days 6266.37 30-90 Days L-3 11892.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91883.59 75 - 82 Days 2837.29 <30 Days L-4 3536.05 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69330.95 75 - 82 Days 1480.74 Open L-5 1023.69 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91736.24 75 - 82 Days 4103.84 Open L-6 11694.97 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104566.81 75 - 82 Days 10342.01 30-90 Days L-7 6404.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80862.78 75 - 82 Days 7454.75 91-180 Days L-8 6866.49 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46226.64 75 - 82 Days 1210.15 30-90 Days L-9 8016.54 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91494.94 75 - 82 Days 2498.31 30-90 Days LC-1 6592.31 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57388.92 75 - 82 Days 2123.60 Open LC-2 208.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 97912.34 75 - 82 Days 12743.21 91-180 Days N-1 2143.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 30328.66 75 - 82 Days 2281.89 Open N-2 1604.64 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51432.45 75 - 82 Days 5961.18 <30 Days N-3 738.57 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 27458.50 75 - 82 Days 3494.96 Open N-4 1091.28 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48288.04 75 - 82 Days 6745.98 30-90 Days N-5 5570.68 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22520.15 75 - 82 Days 486.83 Open N-6 3934.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82073.21 75 - 82 Days 9338.75 <30 Days N-7 15861.73 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88785.02 75 - 82 Days 8071.41 <30 Days P-1 1633.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20680.92 75 - 82 Days 1646.70 91-180 Days P-2 2529.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107928.07 75 - 82 Days 13500.64 30-90 Days S-8 18862.41 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61853.18 75 - 82 Days 2842.02 30-90 Days Y-1 6641.22 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45414.49 75 - 82 Days 5572.82 30-90 Days Y-2 767.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20018.59 75 - 82 Days 1180.40 91-180 Days Y-3 1683.19 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 30068.37 75 - 82 Days 3982.46 Open Y-4 2374.00 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82443.09 75 - 82 Days 5381.49 Open Z-1 10768.61 Yes Liberty Wealth Management LLC Finance