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 54120.55 >3 Yr <= 4 Yr 1350.69 91-180 Days IG-5 9335.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 41165.89 >3 Yr <= 4 Yr 4178.93 91-180 Days IG-6 5075.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61295.57 >3 Yr <= 4 Yr 2341.63 Open IG-7 7155.35 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 49515.78 >3 Yr <= 4 Yr 3557.08 Open IG-8 2071.40 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 66749.83 >3 Yr <= 4 Yr 3561.81 <30 Days L-1 9795.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 59118.06 >3 Yr <= 4 Yr 7774.20 <30 Days L-10 5675.20 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88063.98 >3 Yr <= 4 Yr 5372.88 30-90 Days L-11 16471.46 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79747.22 >3 Yr <= 4 Yr 5946.16 30-90 Days L-2 7641.66 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 21705.81 >3 Yr <= 4 Yr 1644.03 91-180 Days L-3 1130.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82595.33 >3 Yr <= 4 Yr 9288.16 91-180 Days L-4 13804.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15401.10 >3 Yr <= 4 Yr 1002.68 30-90 Days L-5 66.93 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 52840.97 >3 Yr <= 4 Yr 4245.51 <30 Days L-6 7261.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 73835.50 >3 Yr <= 4 Yr 1869.73 30-90 Days L-7 1122.77 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 47145.69 >3 Yr <= 4 Yr 3081.22 91-180 Days L-8 9326.45 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 18122.76 >3 Yr <= 4 Yr 2177.82 <30 Days L-9 3131.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43322.48 >3 Yr <= 4 Yr 1901.11 <30 Days LC-1 7366.80 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103964.51 >3 Yr <= 4 Yr 11064.95 30-90 Days LC-2 16918.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20877.33 >3 Yr <= 4 Yr 2049.88 91-180 Days N-1 2586.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 66995.32 >3 Yr <= 4 Yr 6092.76 30-90 Days N-2 1202.82 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 83570.34 >3 Yr <= 4 Yr 4799.34 Open N-3 11511.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40570.66 >3 Yr <= 4 Yr 3860.66 <30 Days N-4 3138.12 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 110475.45 >3 Yr <= 4 Yr 4130.91 91-180 Days N-5 6789.10 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94420.23 >3 Yr <= 4 Yr 6461.09 30-90 Days N-6 607.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 54130.43 >3 Yr <= 4 Yr 7736.71 <30 Days N-7 4249.66 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 378.27 >3 Yr <= 4 Yr 49.51 <30 Days P-1 61.52 Yes Liberty International Finance Ltd. Finance