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 Pension Fund Yes 33724.24 >= 1 Yr <= 2 Yr 2781.02 30-90 Days IG-8 2987.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103727.59 >= 1 Yr <= 2 Yr 2429.85 91-180 Days L-1 12973.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 87390.79 >= 1 Yr <= 2 Yr 4532.14 91-180 Days L-10 2096.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95427.31 >= 1 Yr <= 2 Yr 9290.22 <30 Days L-11 2326.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55964.93 >= 1 Yr <= 2 Yr 3943.07 Open L-2 4328.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100376.63 >= 1 Yr <= 2 Yr 3315.31 30-90 Days L-3 19943.11 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82365.86 >= 1 Yr <= 2 Yr 815.92 30-90 Days L-4 3843.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 63453.11 >= 1 Yr <= 2 Yr 2575.82 Open L-5 6738.46 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 99835.86 >= 1 Yr <= 2 Yr 7081.68 Open L-6 1935.11 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26853.63 >= 1 Yr <= 2 Yr 161.39 <30 Days L-7 1488.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 107734.48 >= 1 Yr <= 2 Yr 13361.79 Open L-8 20064.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 103305.70 >= 1 Yr <= 2 Yr 5386.35 30-90 Days L-9 12046.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 13364.54 >= 1 Yr <= 2 Yr 1773.93 Open LC-1 917.96 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 13777.53 >= 1 Yr <= 2 Yr 1844.39 91-180 Days LC-2 635.61 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 52726.07 >= 1 Yr <= 2 Yr 1450.30 91-180 Days N-1 7049.19 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 67234.69 >= 1 Yr <= 2 Yr 4464.51 <30 Days N-2 7738.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 106178.13 >= 1 Yr <= 2 Yr 13318.18 30-90 Days N-3 8979.85 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102862.06 >= 1 Yr <= 2 Yr 908.09 91-180 Days N-4 13348.61 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 48726.72 >= 1 Yr <= 2 Yr 4543.62 <30 Days N-5 8371.33 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 28742.01 >= 1 Yr <= 2 Yr 1465.78 <30 Days N-6 1656.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 16776.95 >= 1 Yr <= 2 Yr 2197.48 Open N-7 3229.30 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56952.58 >= 1 Yr <= 2 Yr 4004.89 Open P-1 1924.75 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74591.68 >= 1 Yr <= 2 Yr 2875.25 30-90 Days P-2 10593.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64529.12 >= 1 Yr <= 2 Yr 7452.84 30-90 Days S-8 423.78 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 11968.54 >= 1 Yr <= 2 Yr 1519.30 <30 Days Y-1 951.34 No Finance