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 29698.46 75 - 82 Days 2251.33 Open A-2 1875.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28648.05 75 - 82 Days 2391.50 91-180 Days A-3 199.15 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5777.61 75 - 82 Days 132.73 91-180 Days A-4 429.57 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77321.61 75 - 82 Days 6829.04 91-180 Days A-5 12797.78 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98767.40 75 - 82 Days 11832.88 Open CB-1 16793.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5104.34 75 - 82 Days 347.79 Open CB-2 265.99 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32402.17 75 - 82 Days 2573.49 30-90 Days CB-3 342.61 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75108.28 75 - 82 Days 5218.18 <30 Days E-1 14670.32 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35104.03 75 - 82 Days 672.12 <30 Days E-2 1055.51 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 105970.30 75 - 82 Days 4307.02 91-180 Days G-1 8397.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 53662.43 75 - 82 Days 5497.81 Open G-2 9287.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29320.00 75 - 82 Days 1983.10 Open G-3 98.25 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77185.09 75 - 82 Days 8043.70 91-180 Days IG-1 10853.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 4716.23 75 - 82 Days 290.31 91-180 Days IG-2 109.92 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45067.46 75 - 82 Days 1781.02 <30 Days S-1 2589.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34924.24 75 - 82 Days 4004.05 Open S-2 5237.80 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51434.70 75 - 82 Days 3732.75 91-180 Days S-3 6386.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1378.40 75 - 82 Days 100.59 30-90 Days S-4 34.65 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50142.04 75 - 82 Days 6483.64 Open S-5 7283.59 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75899.19 75 - 82 Days 1638.28 91-180 Days S-6 12245.26 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65728.13 75 - 82 Days 2154.18 <30 Days S-7 11553.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20937.07 83 - 90 Days 1718.17 91-180 Days A-0-Q 3217.39 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 67314.32 83 - 90 Days 7835.56 Open A-1-Q 5212.38 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14587.11 83 - 90 Days 1541.22 <30 Days A-2-Q 2040.65 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109724.68 83 - 90 Days 10578.35 30-90 Days A-3-Q 11462.45 Yes Liberty International Finance Ltd. Operations