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 93890.06 271 - 364 Days 7903.50 <30 Days S-3 467.27 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 81515.11 271 - 364 Days 1479.53 <30 Days S-4 11061.94 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12539.02 271 - 364 Days 370.94 91-180 Days S-5 846.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44999.85 271 - 364 Days 1731.38 <30 Days S-6 3527.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48065.20 271 - 364 Days 6599.33 Open S-7 7683.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 36458.12 >= 1 Yr <= 2 Yr 4617.56 <30 Days A-0-Q 1075.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23182.72 >= 1 Yr <= 2 Yr 526.45 <30 Days A-1-Q 3406.43 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 43086.23 >= 1 Yr <= 2 Yr 1803.28 <30 Days A-2-Q 6220.44 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 48134.44 >= 1 Yr <= 2 Yr 2091.50 <30 Days A-3-Q 1790.31 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10877.33 >= 1 Yr <= 2 Yr 114.62 <30 Days A-4-Q 1574.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 111063.17 >= 1 Yr <= 2 Yr 13983.23 91-180 Days A-5-Q 7885.64 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 95000.74 >= 1 Yr <= 2 Yr 13099.04 91-180 Days CB-1-Q 8306.04 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 55502.10 >= 1 Yr <= 2 Yr 170.45 Open CB-2-Q 4521.20 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 54910.01 >= 1 Yr <= 2 Yr 5419.72 Open S-1-Q 2418.94 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100257.44 >= 1 Yr <= 2 Yr 6770.35 91-180 Days S-2-Q 5253.02 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 100179.24 >= 1 Yr <= 2 Yr 12714.91 30-90 Days S-3-Q 3242.27 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 57777.93 >= 1 Yr <= 2 Yr 4834.77 Open S-4-Q 8796.64 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 14453.55 >= 1 Yr <= 2 Yr 694.47 91-180 Days CB-3-Q 2445.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83328.93 >= 1 Yr <= 2 Yr 7786.85 91-180 Days G-1-Q 4907.94 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110561.34 >= 1 Yr <= 2 Yr 4673.02 30-90 Days G-2-Q 9943.52 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 65811.93 >= 1 Yr <= 2 Yr 8191.24 <30 Days G-3-Q 11657.51 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67216.06 >= 1 Yr <= 2 Yr 8517.61 Open S-5-Q 11481.73 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 33861.86 >= 1 Yr <= 2 Yr 4388.35 Open S-6-Q 2283.35 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93368.32 >= 1 Yr <= 2 Yr 3493.59 <30 Days S-7-Q 4138.78 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10342.97 >= 1 Yr <= 2 Yr 802.47 <30 Days E-1-Q 1266.84 No Treasury