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 90324.21 91 - 120 Days 2304.51 Open L-1 301.51 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77686.19 91 - 120 Days 493.85 <30 Days L-10 2148.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102846.97 91 - 120 Days 13392.66 91-180 Days L-11 9763.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65860.38 91 - 120 Days 7839.37 Open L-2 2965.77 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57883.14 91 - 120 Days 6862.46 91-180 Days L-3 3235.48 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101727.34 91 - 120 Days 6199.21 <30 Days L-4 11690.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31925.09 91 - 120 Days 3015.98 Open L-5 905.90 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 91705.72 91 - 120 Days 732.82 Open L-6 16174.96 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 18758.97 91 - 120 Days 791.75 <30 Days L-7 1375.53 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46796.06 91 - 120 Days 2967.40 30-90 Days L-8 524.62 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50012.73 91 - 120 Days 4661.38 Open L-9 8046.07 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 92977.71 91 - 120 Days 6616.01 <30 Days LC-1 6724.58 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77348.87 91 - 120 Days 8119.94 <30 Days LC-2 821.35 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 64012.04 91 - 120 Days 7835.18 Open N-1 4509.20 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33410.44 91 - 120 Days 599.42 Open N-2 775.74 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108894.71 91 - 120 Days 13025.82 Open N-3 19542.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52869.36 91 - 120 Days 4569.65 91-180 Days N-4 10276.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 107409.26 91 - 120 Days 7872.47 91-180 Days N-5 11377.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54574.11 91 - 120 Days 2145.91 91-180 Days N-6 656.03 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24814.36 91 - 120 Days 3431.57 Open N-7 4046.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 97654.92 91 - 120 Days 6043.10 91-180 Days P-1 592.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14566.87 91 - 120 Days 1553.95 Open P-2 1859.69 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 37723.58 91 - 120 Days 4943.27 Open S-8 1378.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43744.49 91 - 120 Days 4752.18 91-180 Days Y-1 655.47 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10206.97 91 - 120 Days 156.14 <30 Days Y-2 1208.06 No Treasury