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 95259.54 >4 Yr <= 5 Yr 4395.95 <30 Days A-3-Q 4065.88 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 57535.89 >4 Yr <= 5 Yr 1591.17 <30 Days A-4-Q 5701.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34520.35 >4 Yr <= 5 Yr 2089.12 30-90 Days A-5-Q 1452.54 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 58098.92 >4 Yr <= 5 Yr 3983.24 Open CB-1-Q 2579.39 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94204.53 >4 Yr <= 5 Yr 4900.74 91-180 Days CB-2-Q 8693.19 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 87908.98 >4 Yr <= 5 Yr 2010.39 <30 Days S-1-Q 9076.23 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 94007.38 >4 Yr <= 5 Yr 3731.51 91-180 Days S-2-Q 16144.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 24921.75 >4 Yr <= 5 Yr 754.06 91-180 Days S-3-Q 3563.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80309.72 >4 Yr <= 5 Yr 8630.08 30-90 Days S-4-Q 3969.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 7495.16 >4 Yr <= 5 Yr 665.72 91-180 Days CB-3-Q 1389.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 49906.10 >4 Yr <= 5 Yr 6871.05 <30 Days G-1-Q 6928.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 100797.34 >4 Yr <= 5 Yr 6414.35 Open G-2-Q 1910.40 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 98988.80 >4 Yr <= 5 Yr 3215.73 Open G-3-Q 10458.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 29218.66 >4 Yr <= 5 Yr 1096.81 <30 Days S-5-Q 102.63 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 93569.86 >4 Yr <= 5 Yr 5284.81 Open S-6-Q 7440.26 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 76460.69 >4 Yr <= 5 Yr 5874.56 Open S-7-Q 4990.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82784.43 >4 Yr <= 5 Yr 5173.06 30-90 Days E-1-Q 12141.04 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 14245.08 >4 Yr <= 5 Yr 965.62 Open E-2-Q 2064.94 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 85407.66 >4 Yr <= 5 Yr 762.73 30-90 Days IG-1-Q 9583.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 31529.16 >4 Yr <= 5 Yr 4252.33 30-90 Days IG-2-Q 281.16 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 20236.22 >4 Yr <= 5 Yr 1480.49 Open C-1 2404.59 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59074.37 >4 Yr <= 5 Yr 3642.11 30-90 Days CB-4 4915.28 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 105069.32 >4 Yr <= 5 Yr 5446.61 91-180 Days E-10 3782.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 83992.65 >4 Yr <= 5 Yr 12420.28 Open E-3 12061.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109302.63 >4 Yr <= 5 Yr 8838.15 91-180 Days E-4 8633.99 No Legal