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 33302.01 121 - 150 Days 2667.33 Open A-1-Q 5576.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34525.00 121 - 150 Days 3128.14 Open A-2-Q 3818.37 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 56470.01 121 - 150 Days 6268.95 Open A-3-Q 3237.36 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 106248.46 121 - 150 Days 5221.45 Open A-4-Q 12708.99 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48564.42 121 - 150 Days 2647.88 30-90 Days A-5-Q 812.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86480.30 121 - 150 Days 2847.81 91-180 Days CB-1-Q 3776.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84947.07 121 - 150 Days 945.01 Open CB-2-Q 15718.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 45401.81 121 - 150 Days 463.45 Open S-1-Q 9078.49 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75777.45 121 - 150 Days 341.48 Open S-2-Q 6105.10 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54193.85 121 - 150 Days 4887.70 Open S-3-Q 6262.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98884.21 121 - 150 Days 5211.29 91-180 Days S-4-Q 1051.99 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 77575.76 121 - 150 Days 5425.18 <30 Days CB-3-Q 2204.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48028.52 121 - 150 Days 6177.41 <30 Days G-1-Q 82.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6565.74 121 - 150 Days 178.90 <30 Days G-2-Q 909.07 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10039.88 121 - 150 Days 462.13 30-90 Days G-3-Q 1758.87 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11214.02 121 - 150 Days 1614.26 Open S-5-Q 760.74 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 56989.24 121 - 150 Days 3847.13 91-180 Days S-6-Q 5839.57 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44359.90 121 - 150 Days 657.91 30-90 Days S-7-Q 7013.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81742.42 121 - 150 Days 1771.90 91-180 Days E-1-Q 13582.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65845.15 121 - 150 Days 6565.79 91-180 Days E-2-Q 7521.08 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42489.23 121 - 150 Days 718.48 Open IG-1-Q 2252.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 38090.87 121 - 150 Days 1679.15 Open IG-2-Q 718.22 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46228.86 121 - 150 Days 3330.79 <30 Days C-1 8587.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106506.90 121 - 150 Days 5712.87 91-180 Days CB-4 1042.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86364.80 121 - 150 Days 1913.42 91-180 Days E-10 6183.35 Yes Liberty International Finance Ltd. Risk Management