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 58960.09 >= 1 Yr <= 2 Yr 296.14 Open L-4 5907.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 94524.18 >= 1 Yr <= 2 Yr 5186.58 91-180 Days L-5 16862.06 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81060.99 >= 1 Yr <= 2 Yr 2478.97 Open L-6 3346.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3895.83 >= 1 Yr <= 2 Yr 393.60 Open L-7 162.40 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12124.10 >= 1 Yr <= 2 Yr 133.59 91-180 Days L-8 1369.53 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 6288.29 >= 1 Yr <= 2 Yr 438.91 Open L-9 826.93 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 91796.05 >= 1 Yr <= 2 Yr 337.98 91-180 Days LC-1 15401.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 135.53 >= 1 Yr <= 2 Yr 10.37 Open LC-2 4.05 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 60740.76 >= 1 Yr <= 2 Yr 8096.12 Open N-1 4418.06 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 96885.47 >= 1 Yr <= 2 Yr 6527.24 30-90 Days N-2 6019.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 112710.43 >= 1 Yr <= 2 Yr 7552.94 Open N-3 2120.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80223.70 >= 1 Yr <= 2 Yr 6068.46 Open N-4 3427.67 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5648.66 >= 1 Yr <= 2 Yr 273.43 30-90 Days N-5 710.69 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49037.41 >= 1 Yr <= 2 Yr 369.61 Open N-6 2150.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 98316.56 >= 1 Yr <= 2 Yr 13738.14 30-90 Days N-7 17400.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 102533.63 >= 1 Yr <= 2 Yr 13140.69 30-90 Days P-1 12837.92 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12455.17 >= 1 Yr <= 2 Yr 1064.85 91-180 Days P-2 1334.17 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 1255.34 >= 1 Yr <= 2 Yr 143.49 Open S-8 175.20 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 28223.75 >= 1 Yr <= 2 Yr 1872.39 30-90 Days Y-1 4339.11 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 959.32 >= 1 Yr <= 2 Yr 28.73 91-180 Days Y-2 98.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71677.90 >= 1 Yr <= 2 Yr 9870.50 <30 Days Y-3 2437.27 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 26753.50 >= 1 Yr <= 2 Yr 1896.59 91-180 Days Y-4 360.62 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 11939.37 >= 1 Yr <= 2 Yr 1625.26 91-180 Days Z-1 1344.25 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 84603.71 >= 1 Yr <= 2 Yr 5641.62 30-90 Days A-2 1686.28 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 111931.60 >= 1 Yr <= 2 Yr 15899.97 <30 Days A-3 3724.02 Yes Liberty Mortgage Services Corp. Legal