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 75251.50 >= 1 Yr <= 2 Yr 2438.42 30-90 Days E-2-Q 9322.84 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60303.35 >= 1 Yr <= 2 Yr 7547.29 30-90 Days IG-1-Q 1293.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 104253.99 >= 1 Yr <= 2 Yr 15292.91 Open IG-2-Q 2665.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 74434.92 >= 1 Yr <= 2 Yr 7931.93 91-180 Days C-1 12745.35 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 75125.58 >= 1 Yr <= 2 Yr 7820.54 Open CB-4 10563.87 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 13730.30 >= 1 Yr <= 2 Yr 716.64 Open E-10 2734.17 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 110735.76 >= 1 Yr <= 2 Yr 3783.04 Open E-3 18050.77 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39669.74 >= 1 Yr <= 2 Yr 3499.52 Open E-4 7280.79 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 88400.28 >= 1 Yr <= 2 Yr 6609.71 30-90 Days E-5 2774.43 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 20715.79 >= 1 Yr <= 2 Yr 797.71 <30 Days E-6 3348.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83938.08 >= 1 Yr <= 2 Yr 2439.42 <30 Days E-7 8412.47 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 60162.19 >= 1 Yr <= 2 Yr 3182.94 91-180 Days E-8 4731.18 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 78533.91 >= 1 Yr <= 2 Yr 8258.99 30-90 Days E-9 14521.37 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 23190.39 >= 1 Yr <= 2 Yr 232.13 91-180 Days G-4 1577.04 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 68402.72 >= 1 Yr <= 2 Yr 7748.97 30-90 Days IG-3 110.11 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 41154.44 >= 1 Yr <= 2 Yr 3534.02 30-90 Days IG-4 2312.83 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 52720.78 >= 1 Yr <= 2 Yr 1976.71 Open IG-5 1930.97 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5889.83 >= 1 Yr <= 2 Yr 526.50 Open IG-6 865.20 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80081.94 >= 1 Yr <= 2 Yr 4676.46 91-180 Days IG-7 8862.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 83627.09 >= 1 Yr <= 2 Yr 7301.29 30-90 Days IG-8 5510.37 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 46836.32 >= 1 Yr <= 2 Yr 508.39 91-180 Days L-1 7487.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 84918.58 >= 1 Yr <= 2 Yr 12255.75 <30 Days L-10 16483.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 63449.85 >= 1 Yr <= 2 Yr 8281.10 <30 Days L-11 3909.97 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 67175.64 >= 1 Yr <= 2 Yr 4008.98 30-90 Days L-2 7855.64 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5999.51 >= 1 Yr <= 2 Yr 611.87 <30 Days L-3 814.54 Yes Liberty Capital Markets Inc. Risk Management