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 84706.58 83 - 90 Days 773.48 Open A-4-Q 13482.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22011.07 83 - 90 Days 1095.24 <30 Days A-5-Q 1687.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20816.12 83 - 90 Days 2135.23 30-90 Days CB-1-Q 3304.91 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32767.88 83 - 90 Days 3906.85 <30 Days CB-2-Q 1014.74 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1312.30 83 - 90 Days 159.29 Open S-1-Q 238.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 80992.97 83 - 90 Days 8334.28 <30 Days S-2-Q 10733.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84111.03 83 - 90 Days 4214.73 Open S-3-Q 9801.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24821.47 83 - 90 Days 2134.83 91-180 Days S-4-Q 3729.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96575.30 83 - 90 Days 3205.90 91-180 Days CB-3-Q 4354.46 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111517.20 83 - 90 Days 14711.06 <30 Days G-1-Q 1343.52 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84922.24 83 - 90 Days 1927.95 91-180 Days G-2-Q 3489.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60365.82 83 - 90 Days 3726.81 <30 Days G-3-Q 8880.68 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92110.95 83 - 90 Days 2726.53 30-90 Days S-5-Q 17778.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 61466.82 83 - 90 Days 1587.28 91-180 Days S-6-Q 4723.07 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12687.19 83 - 90 Days 399.38 91-180 Days S-7-Q 1311.52 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29734.32 83 - 90 Days 4109.13 30-90 Days E-1-Q 4256.73 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74670.90 83 - 90 Days 137.57 Open E-2-Q 5970.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59456.73 83 - 90 Days 3126.63 <30 Days IG-1-Q 1767.58 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62348.91 83 - 90 Days 6549.80 Open IG-2-Q 4703.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 90700.06 83 - 90 Days 3701.11 <30 Days C-1 2107.32 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97286.46 83 - 90 Days 7242.22 91-180 Days CB-4 856.31 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 629.63 83 - 90 Days 36.48 30-90 Days E-10 82.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57947.41 83 - 90 Days 6703.73 Open E-3 4906.34 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60383.85 83 - 90 Days 6557.39 <30 Days E-4 5799.05 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 707.11 83 - 90 Days 24.34 <30 Days E-5 141.09 Yes Liberty Wealth Management LLC Legal