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 65438.14 121 - 150 Days 5783.05 91-180 Days LC-1 4658.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75290.24 121 - 150 Days 5614.76 91-180 Days LC-2 11601.10 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109329.79 121 - 150 Days 14173.98 91-180 Days N-1 3836.45 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 42566.99 121 - 150 Days 1940.50 30-90 Days N-2 1965.92 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47100.69 121 - 150 Days 5886.81 Open N-3 7985.58 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85553.92 121 - 150 Days 10144.31 <30 Days N-4 637.81 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 101400.78 121 - 150 Days 1685.46 <30 Days N-5 8801.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71424.83 121 - 150 Days 4599.45 91-180 Days N-6 7393.52 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 77641.95 121 - 150 Days 6501.64 Open N-7 4423.09 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80678.78 121 - 150 Days 10657.96 Open P-1 265.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 25198.53 121 - 150 Days 2188.18 30-90 Days P-2 2461.55 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 75696.80 121 - 150 Days 913.29 30-90 Days S-8 6822.94 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20076.19 121 - 150 Days 996.93 91-180 Days Y-1 2716.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72586.71 121 - 150 Days 2122.50 30-90 Days Y-2 6048.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84650.16 121 - 150 Days 11091.54 30-90 Days Y-3 11644.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 113571.69 121 - 150 Days 8060.93 <30 Days Y-4 517.12 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65312.62 121 - 150 Days 2754.15 30-90 Days Z-1 6554.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 28713.88 121 - 150 Days 2915.29 30-90 Days A-2 2403.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110174.52 121 - 150 Days 8210.41 91-180 Days A-3 14983.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 36240.20 121 - 150 Days 3863.33 Open A-4 5121.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65869.36 121 - 150 Days 9263.81 Open A-5 5548.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 32632.56 121 - 150 Days 4691.23 Open CB-1 4525.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15238.79 121 - 150 Days 1879.26 91-180 Days CB-2 2827.43 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95798.56 121 - 150 Days 7946.07 91-180 Days CB-3 5984.08 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73823.37 121 - 150 Days 5080.87 91-180 Days E-1 2575.39 No Risk Management