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 5297.23 121 - 150 Days 183.79 <30 Days E-2 56.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 11.51 121 - 150 Days 0.01 30-90 Days G-1 0.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47649.61 121 - 150 Days 554.43 Open G-2 7573.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11954.71 121 - 150 Days 1493.66 Open G-3 1494.94 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58633.05 121 - 150 Days 5154.64 <30 Days IG-1 601.70 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57118.86 121 - 150 Days 5069.96 Open IG-2 11171.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66641.82 121 - 150 Days 6254.09 30-90 Days S-1 1098.54 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 61833.65 121 - 150 Days 5990.50 91-180 Days S-2 12226.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100298.82 121 - 150 Days 11254.88 <30 Days S-3 7102.52 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51497.78 121 - 150 Days 1509.05 <30 Days S-4 3273.28 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31200.40 121 - 150 Days 1737.95 91-180 Days S-5 5617.41 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 45678.56 121 - 150 Days 6822.64 91-180 Days S-6 2143.33 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 846.21 121 - 150 Days 101.13 Open S-7 86.27 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26518.36 151 - 179 Days 2124.79 91-180 Days A-0-Q 847.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68064.06 151 - 179 Days 4814.20 <30 Days A-1-Q 12221.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 19450.69 151 - 179 Days 2851.67 <30 Days A-2-Q 933.91 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 33598.55 151 - 179 Days 4838.38 Open A-3-Q 2618.69 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43635.22 151 - 179 Days 408.76 91-180 Days A-4-Q 1975.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5444.93 151 - 179 Days 775.46 91-180 Days A-5-Q 127.13 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72535.83 151 - 179 Days 5187.38 91-180 Days CB-1-Q 10690.66 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 51198.36 151 - 179 Days 1779.50 <30 Days CB-2-Q 2765.18 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71419.74 151 - 179 Days 3206.99 30-90 Days S-1-Q 2017.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40929.68 151 - 179 Days 2818.59 91-180 Days S-2-Q 7960.64 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54094.74 151 - 179 Days 4883.32 Open S-3-Q 1388.00 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93077.07 151 - 179 Days 4527.27 <30 Days S-4-Q 4996.89 No Finance