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 54218.79 180 - 270 Days 3713.80 30-90 Days L-7 4896.84 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 37273.42 180 - 270 Days 1048.38 Open L-8 4840.90 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 9474.55 180 - 270 Days 255.36 91-180 Days L-9 6.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32338.58 180 - 270 Days 1233.79 Open LC-1 4054.77 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15473.32 180 - 270 Days 1029.39 91-180 Days LC-2 681.10 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 32344.11 180 - 270 Days 3127.62 30-90 Days N-1 588.43 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81240.90 180 - 270 Days 724.06 30-90 Days N-2 11834.55 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 21660.55 180 - 270 Days 3145.74 30-90 Days N-3 913.07 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36247.85 180 - 270 Days 3120.98 Open N-4 2210.16 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78111.63 180 - 270 Days 219.84 Open N-5 8448.27 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57046.31 180 - 270 Days 4053.83 <30 Days N-6 9614.95 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 47786.65 180 - 270 Days 5211.92 30-90 Days N-7 5398.74 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94883.79 180 - 270 Days 11712.76 91-180 Days P-1 1710.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 112491.74 180 - 270 Days 8566.87 91-180 Days P-2 3423.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14344.03 180 - 270 Days 1643.75 30-90 Days S-8 2661.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 108864.07 180 - 270 Days 5562.73 30-90 Days Y-1 19129.25 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48854.78 180 - 270 Days 7040.15 Open Y-2 4672.67 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 22493.85 180 - 270 Days 1336.18 Open Y-3 3848.63 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73174.06 180 - 270 Days 2177.88 <30 Days Y-4 11797.68 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36961.90 180 - 270 Days 111.83 30-90 Days Z-1 1298.82 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 95456.86 180 - 270 Days 12627.79 Open A-2 13235.03 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 19646.51 180 - 270 Days 1591.45 30-90 Days A-3 1932.00 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 52260.37 180 - 270 Days 6341.08 30-90 Days A-4 7098.85 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 231.29 180 - 270 Days 7.68 Open A-5 20.64 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50579.23 180 - 270 Days 6887.87 <30 Days CB-1 2872.74 No Treasury