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 76247.73 >2 Yr <= 3 Yr 11404.32 <30 Days E-1 6511.35 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 58526.15 >2 Yr <= 3 Yr 2491.53 <30 Days E-2 4812.63 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40990.67 >2 Yr <= 3 Yr 3170.89 30-90 Days G-1 7382.33 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 113524.15 >2 Yr <= 3 Yr 8059.03 30-90 Days G-2 11024.42 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 83596.81 >2 Yr <= 3 Yr 8534.07 91-180 Days G-3 6022.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 32469.64 >2 Yr <= 3 Yr 3247.27 Open IG-1 5851.56 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 29767.00 >2 Yr <= 3 Yr 609.92 91-180 Days IG-2 4540.34 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103485.92 >2 Yr <= 3 Yr 3535.01 30-90 Days S-1 9590.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88989.06 >2 Yr <= 3 Yr 4718.99 <30 Days S-2 12651.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 76686.66 >2 Yr <= 3 Yr 4794.30 <30 Days S-3 7320.69 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 109479.75 >2 Yr <= 3 Yr 5931.12 91-180 Days S-4 1096.27 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 109148.43 >2 Yr <= 3 Yr 1902.31 30-90 Days S-5 20502.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 18358.77 >2 Yr <= 3 Yr 2538.28 91-180 Days S-6 3118.99 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86617.69 >2 Yr <= 3 Yr 4734.01 30-90 Days S-7 13380.53 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56015.73 >3 Yr <= 4 Yr 684.56 Open A-0-Q 1357.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 4688.66 >3 Yr <= 4 Yr 489.85 30-90 Days A-1-Q 215.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 43449.59 >3 Yr <= 4 Yr 5588.10 30-90 Days A-2-Q 2192.38 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104000.33 >3 Yr <= 4 Yr 2941.39 <30 Days A-3-Q 8640.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94803.29 >3 Yr <= 4 Yr 11177.91 <30 Days A-4-Q 12210.32 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 25394.09 >3 Yr <= 4 Yr 3574.98 30-90 Days A-5-Q 3764.90 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93632.74 >3 Yr <= 4 Yr 8310.81 30-90 Days CB-1-Q 6514.33 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7597.38 >3 Yr <= 4 Yr 1019.22 Open CB-2-Q 1517.88 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 69660.82 >3 Yr <= 4 Yr 590.83 30-90 Days S-1-Q 5341.58 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 98164.79 >3 Yr <= 4 Yr 8758.02 Open S-2-Q 5541.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 107128.33 >3 Yr <= 4 Yr 9713.09 Open S-3-Q 6113.27 Yes Liberty International Finance Ltd. Operations