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 86870.73 271 - 364 Days 2015.32 Open S-2-Q 14440.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 108180.58 271 - 364 Days 7382.49 91-180 Days S-3-Q 9682.55 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106890.24 271 - 364 Days 15655.38 91-180 Days S-4-Q 17287.52 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31215.21 271 - 364 Days 3294.05 91-180 Days CB-3-Q 2557.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71503.50 271 - 364 Days 4899.34 Open G-1-Q 1632.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 90132.16 271 - 364 Days 2817.53 <30 Days G-2-Q 11969.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27508.25 271 - 364 Days 1517.10 Open G-3-Q 2589.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 88311.84 271 - 364 Days 8843.07 <30 Days S-5-Q 2520.42 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 46994.76 271 - 364 Days 1628.05 <30 Days S-6-Q 4610.61 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 92143.18 271 - 364 Days 243.42 <30 Days S-7-Q 14239.17 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 106553.88 271 - 364 Days 6093.27 Open E-1-Q 15569.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62675.18 271 - 364 Days 234.83 30-90 Days E-2-Q 8054.51 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 69941.55 271 - 364 Days 2131.52 <30 Days IG-1-Q 6240.73 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81034.16 271 - 364 Days 849.46 Open IG-2-Q 8779.77 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42069.69 271 - 364 Days 318.20 91-180 Days C-1 301.98 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 69030.38 271 - 364 Days 6730.66 30-90 Days CB-4 10343.34 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 10010.33 271 - 364 Days 717.77 <30 Days E-10 897.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 47569.09 271 - 364 Days 2633.45 <30 Days E-3 4208.01 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 72307.77 271 - 364 Days 7927.39 <30 Days E-4 4400.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 73871.46 271 - 364 Days 5539.87 91-180 Days E-5 2734.92 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 767.94 271 - 364 Days 35.06 91-180 Days E-6 60.89 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100402.26 271 - 364 Days 2863.59 Open E-7 14916.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 62347.50 271 - 364 Days 7880.27 <30 Days E-8 5554.29 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 72139.15 271 - 364 Days 6502.46 30-90 Days E-9 14084.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 79869.06 271 - 364 Days 7175.67 Open G-4 15227.20 No Legal