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 54237.56 >3 Yr <= 4 Yr 6661.45 Open Z-1 7827.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 89555.17 >3 Yr <= 4 Yr 3678.26 Open A-2 7512.38 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 70455.93 >3 Yr <= 4 Yr 10092.04 Open A-3 8615.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 27792.27 >3 Yr <= 4 Yr 2500.63 Open A-4 2519.54 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44371.99 >3 Yr <= 4 Yr 300.74 <30 Days A-5 4810.45 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 22857.92 >3 Yr <= 4 Yr 1216.26 <30 Days CB-1 3805.49 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 10950.29 >3 Yr <= 4 Yr 963.28 30-90 Days CB-2 1382.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7434.56 >3 Yr <= 4 Yr 520.09 Open CB-3 748.61 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 15425.34 >3 Yr <= 4 Yr 880.37 91-180 Days E-1 2386.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 86798.10 >3 Yr <= 4 Yr 3790.97 91-180 Days E-2 10602.81 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 44645.24 >3 Yr <= 4 Yr 4784.13 91-180 Days G-1 5790.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 5105.68 >3 Yr <= 4 Yr 278.62 91-180 Days G-2 295.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49531.50 >3 Yr <= 4 Yr 6575.45 <30 Days G-3 6406.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 110168.72 >3 Yr <= 4 Yr 10423.52 91-180 Days IG-1 5177.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76279.94 >3 Yr <= 4 Yr 2590.44 <30 Days IG-2 2856.72 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 6496.91 >3 Yr <= 4 Yr 102.45 Open S-1 153.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 3576.84 >3 Yr <= 4 Yr 405.09 Open S-2 582.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 42320.17 >3 Yr <= 4 Yr 712.21 30-90 Days S-3 489.92 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 23419.39 >3 Yr <= 4 Yr 3287.98 91-180 Days S-4 4233.04 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41020.38 >3 Yr <= 4 Yr 500.69 30-90 Days S-5 1447.20 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 44133.50 >3 Yr <= 4 Yr 5543.55 91-180 Days S-6 1748.60 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 5659.98 >3 Yr <= 4 Yr 269.87 Open S-7 174.70 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 76813.08 >4 Yr <= 5 Yr 1158.15 30-90 Days A-0-Q 7059.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 99160.18 >4 Yr <= 5 Yr 10300.72 Open A-1-Q 10654.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 26129.80 >4 Yr <= 5 Yr 945.03 Open A-2-Q 1901.59 Yes Liberty Capital Markets Inc. Operations