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 76358.06 83 - 90 Days 9369.53 30-90 Days G-3 662.93 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52445.22 83 - 90 Days 1185.72 91-180 Days IG-1 9460.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22478.42 83 - 90 Days 1962.97 91-180 Days IG-2 4427.52 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32376.35 83 - 90 Days 883.69 <30 Days S-1 241.26 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72807.57 83 - 90 Days 1537.89 <30 Days S-2 2949.84 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107560.89 83 - 90 Days 5413.69 <30 Days S-3 5443.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104514.14 83 - 90 Days 7036.34 <30 Days S-4 16494.90 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79256.84 83 - 90 Days 3248.39 Open S-5 10991.04 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 29857.22 83 - 90 Days 433.24 Open S-6 1451.66 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28948.66 83 - 90 Days 2941.49 30-90 Days S-7 3994.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105006.67 91 - 120 Days 9532.01 Open A-0-Q 20043.92 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46645.63 91 - 120 Days 2759.32 30-90 Days A-1-Q 8079.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 1016.68 91 - 120 Days 52.46 <30 Days A-2-Q 40.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103547.64 91 - 120 Days 5678.81 30-90 Days A-3-Q 4964.95 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73953.28 91 - 120 Days 1669.20 <30 Days A-4-Q 8261.75 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99187.90 91 - 120 Days 12555.91 91-180 Days A-5-Q 16165.59 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 103769.72 91 - 120 Days 13773.58 30-90 Days CB-1-Q 17207.14 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 4919.11 91 - 120 Days 216.74 30-90 Days CB-2-Q 843.81 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 53263.13 91 - 120 Days 6195.02 30-90 Days S-1-Q 9853.98 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 7955.22 91 - 120 Days 321.15 <30 Days S-2-Q 1129.11 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88078.18 91 - 120 Days 5184.92 91-180 Days S-3-Q 4853.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100674.56 91 - 120 Days 2103.86 91-180 Days S-4-Q 6375.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54299.28 91 - 120 Days 6533.30 91-180 Days CB-3-Q 9848.50 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36822.43 91 - 120 Days 490.84 91-180 Days G-1-Q 4159.67 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35739.06 91 - 120 Days 1084.33 30-90 Days G-2-Q 6039.39 No Operations