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 94428.59 151 - 179 Days 1690.87 30-90 Days S-8 13980.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69583.58 151 - 179 Days 9842.14 30-90 Days Y-1 7400.02 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5729.10 151 - 179 Days 854.29 <30 Days Y-2 979.82 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 12022.18 151 - 179 Days 1652.77 30-90 Days Y-3 1434.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14173.47 151 - 179 Days 920.33 <30 Days Y-4 1064.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72203.15 151 - 179 Days 1598.42 91-180 Days Z-1 8964.54 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94523.33 151 - 179 Days 4724.48 Open A-2 11.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 102783.52 151 - 179 Days 8290.59 91-180 Days A-3 11109.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 39925.23 151 - 179 Days 4943.05 91-180 Days A-4 7216.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 34071.41 151 - 179 Days 1255.09 30-90 Days A-5 422.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 73358.39 151 - 179 Days 9126.77 <30 Days CB-1 1584.25 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46036.31 151 - 179 Days 3189.80 <30 Days CB-2 8264.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70843.82 151 - 179 Days 8186.02 30-90 Days CB-3 5672.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81506.70 151 - 179 Days 5143.34 30-90 Days E-1 3417.11 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 31191.11 151 - 179 Days 3299.50 <30 Days E-2 1718.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 101879.63 151 - 179 Days 13592.15 91-180 Days G-1 17588.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 40507.96 151 - 179 Days 2560.45 <30 Days G-2 5081.12 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86825.56 151 - 179 Days 3492.40 30-90 Days G-3 79.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 2711.03 151 - 179 Days 353.38 91-180 Days IG-1 47.89 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 103679.17 151 - 179 Days 7886.48 <30 Days IG-2 5999.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38430.78 151 - 179 Days 5483.89 91-180 Days S-1 5782.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98522.87 151 - 179 Days 4178.15 <30 Days S-2 17094.40 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84620.61 151 - 179 Days 10043.68 Open S-3 10013.45 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57909.41 151 - 179 Days 3970.11 30-90 Days S-4 8186.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46434.91 151 - 179 Days 4414.31 91-180 Days S-5 5269.91 No Treasury