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 91890.29 151 - 179 Days 381.67 91-180 Days CB-3-Q 18218.98 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52388.81 151 - 179 Days 3983.40 91-180 Days G-1-Q 6639.49 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24399.35 151 - 179 Days 280.57 <30 Days G-2-Q 2065.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69428.95 151 - 179 Days 5819.16 <30 Days G-3-Q 3405.49 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 532.12 151 - 179 Days 72.13 <30 Days S-5-Q 73.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43798.23 151 - 179 Days 2300.81 30-90 Days S-6-Q 149.97 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 21964.76 151 - 179 Days 1349.58 30-90 Days S-7-Q 3622.96 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60325.37 151 - 179 Days 3860.43 30-90 Days E-1-Q 8705.89 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75918.71 151 - 179 Days 725.52 <30 Days E-2-Q 6667.87 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 51118.90 151 - 179 Days 3366.80 91-180 Days IG-1-Q 7121.59 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 107496.74 151 - 179 Days 9882.74 91-180 Days IG-2-Q 18852.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79436.63 151 - 179 Days 7818.87 <30 Days C-1 2846.65 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 109780.04 151 - 179 Days 15175.02 91-180 Days CB-4 7204.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11656.42 151 - 179 Days 1250.84 91-180 Days E-10 1844.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82699.57 151 - 179 Days 8973.63 Open E-3 7617.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 50955.24 151 - 179 Days 5984.54 <30 Days E-4 7161.25 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47210.09 151 - 179 Days 3115.41 <30 Days E-5 3095.73 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 16320.30 151 - 179 Days 608.22 Open E-6 1238.38 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 24975.35 151 - 179 Days 851.04 91-180 Days E-7 1873.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 70752.37 151 - 179 Days 5325.48 30-90 Days E-8 3398.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86565.24 151 - 179 Days 4999.66 <30 Days E-9 9987.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 35380.28 151 - 179 Days 955.78 <30 Days G-4 1298.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27758.50 151 - 179 Days 572.55 <30 Days IG-3 1903.18 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79623.76 151 - 179 Days 4549.88 <30 Days IG-4 12017.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 54568.43 151 - 179 Days 3358.59 Open IG-5 3075.58 No Risk Management