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 No 33282.52 >2 Yr <= 3 Yr 3984.88 Open L-9 3750.49 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 6484.02 >2 Yr <= 3 Yr 681.21 30-90 Days LC-1 608.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 6798.61 >2 Yr <= 3 Yr 931.65 Open LC-2 448.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 91335.13 >2 Yr <= 3 Yr 8893.64 91-180 Days N-1 10054.62 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 83520.07 >2 Yr <= 3 Yr 1424.97 91-180 Days N-2 16535.90 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 66059.85 >2 Yr <= 3 Yr 7047.60 <30 Days N-3 8324.31 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 77290.84 >2 Yr <= 3 Yr 9717.61 <30 Days N-4 3451.02 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95766.78 >2 Yr <= 3 Yr 3485.84 <30 Days N-5 7866.55 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8196.94 >2 Yr <= 3 Yr 220.46 <30 Days N-6 1256.53 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97085.18 >2 Yr <= 3 Yr 5511.35 <30 Days N-7 17737.01 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 83098.13 >2 Yr <= 3 Yr 522.27 Open P-1 1679.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103896.38 >2 Yr <= 3 Yr 7574.02 <30 Days P-2 0.60 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82845.40 >2 Yr <= 3 Yr 477.34 30-90 Days S-8 12641.08 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 19297.34 >2 Yr <= 3 Yr 1856.02 30-90 Days Y-1 281.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82564.75 >2 Yr <= 3 Yr 9524.42 Open Y-2 13809.21 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104274.37 >2 Yr <= 3 Yr 7609.17 30-90 Days Y-3 7237.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 20218.40 >2 Yr <= 3 Yr 659.48 <30 Days Y-4 498.81 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 102215.79 >2 Yr <= 3 Yr 14567.86 <30 Days Z-1 5170.91 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 61236.68 >2 Yr <= 3 Yr 2591.05 Open A-2 10137.62 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 48667.67 >2 Yr <= 3 Yr 3789.32 91-180 Days A-3 5134.48 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 45806.15 >2 Yr <= 3 Yr 5437.33 <30 Days A-4 3355.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108546.36 >2 Yr <= 3 Yr 2097.48 <30 Days A-5 2018.42 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21011.80 >2 Yr <= 3 Yr 2672.28 91-180 Days CB-1 1447.52 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 28073.24 >2 Yr <= 3 Yr 2788.36 91-180 Days CB-2 3633.31 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8798.70 >2 Yr <= 3 Yr 577.56 <30 Days CB-3 819.78 Yes Liberty Mortgage Services Corp. Treasury