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 85684.50 >4 Yr <= 5 Yr 6078.92 Open E-5 5117.26 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 63174.49 >4 Yr <= 5 Yr 7112.06 <30 Days E-6 8351.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 81375.15 >4 Yr <= 5 Yr 5478.72 30-90 Days E-7 11604.66 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 41074.84 >4 Yr <= 5 Yr 2803.13 Open E-8 3117.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109555.93 >4 Yr <= 5 Yr 12680.41 Open E-9 4915.46 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 34702.73 >4 Yr <= 5 Yr 2975.19 91-180 Days G-4 4917.55 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 39625.62 >4 Yr <= 5 Yr 5648.15 91-180 Days IG-3 7432.45 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 86912.30 >4 Yr <= 5 Yr 10185.13 30-90 Days IG-4 9579.41 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 79728.48 >4 Yr <= 5 Yr 10633.69 <30 Days IG-5 3063.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 65926.96 >4 Yr <= 5 Yr 5936.11 91-180 Days IG-6 8712.31 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 8810.55 >4 Yr <= 5 Yr 333.52 <30 Days IG-7 1236.18 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 66536.69 >4 Yr <= 5 Yr 7875.44 <30 Days IG-8 3301.83 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 38000.49 >4 Yr <= 5 Yr 764.15 <30 Days L-1 6740.40 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 59613.50 >4 Yr <= 5 Yr 7480.92 <30 Days L-10 873.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 71034.77 >4 Yr <= 5 Yr 5061.97 <30 Days L-11 7597.21 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 35693.07 >4 Yr <= 5 Yr 2491.57 91-180 Days L-2 5358.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 80118.74 >4 Yr <= 5 Yr 11348.06 <30 Days L-3 7547.94 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 82580.37 >4 Yr <= 5 Yr 2605.32 91-180 Days L-4 2169.69 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 12298.50 >4 Yr <= 5 Yr 930.81 30-90 Days L-5 1246.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 109148.73 >4 Yr <= 5 Yr 3344.30 <30 Days L-6 16433.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 50015.50 >4 Yr <= 5 Yr 5937.22 Open L-7 5721.23 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 9628.57 >4 Yr <= 5 Yr 1006.13 91-180 Days L-8 1912.90 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 78572.17 >4 Yr <= 5 Yr 1958.03 Open L-9 6038.13 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE No 48797.84 >4 Yr <= 5 Yr 4790.86 Open LC-1 1325.48 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions GSE Yes 49870.84 >4 Yr <= 5 Yr 4224.84 91-180 Days LC-2 8385.32 Yes Liberty Mortgage Services Corp. Treasury