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 91158.76 >= 1 Yr <= 2 Yr 1373.53 Open Y-2 2000.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 35350.10 >= 1 Yr <= 2 Yr 1544.23 <30 Days Y-3 2038.48 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 103456.30 >= 1 Yr <= 2 Yr 965.10 Open Y-4 7302.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 12325.00 >= 1 Yr <= 2 Yr 148.12 91-180 Days Z-1 2132.89 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 111551.73 >= 1 Yr <= 2 Yr 2985.20 Open A-2 9911.83 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 98067.38 >= 1 Yr <= 2 Yr 6595.50 <30 Days A-3 17383.71 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 50135.23 >= 1 Yr <= 2 Yr 5734.50 30-90 Days A-4 3929.54 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 26196.97 >= 1 Yr <= 2 Yr 1821.93 91-180 Days A-5 4292.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 112813.04 >= 1 Yr <= 2 Yr 10010.02 30-90 Days CB-1 21969.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73591.26 >= 1 Yr <= 2 Yr 1364.05 Open CB-2 1497.82 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 106568.26 >= 1 Yr <= 2 Yr 11945.58 30-90 Days CB-3 15540.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 33811.28 >= 1 Yr <= 2 Yr 2077.34 30-90 Days E-1 3912.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 45174.52 >= 1 Yr <= 2 Yr 6702.73 91-180 Days E-2 3175.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21143.21 >= 1 Yr <= 2 Yr 280.82 30-90 Days G-1 2382.71 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27311.56 >= 1 Yr <= 2 Yr 383.05 30-90 Days G-2 3623.30 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 47238.62 >= 1 Yr <= 2 Yr 3656.48 Open G-3 2491.62 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 15698.30 >= 1 Yr <= 2 Yr 1161.24 91-180 Days IG-1 2301.51 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 77015.58 >= 1 Yr <= 2 Yr 10215.67 91-180 Days IG-2 58.04 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 32142.37 >= 1 Yr <= 2 Yr 1699.82 Open S-1 4947.55 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56810.50 >= 1 Yr <= 2 Yr 6732.41 <30 Days S-2 912.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26752.13 >= 1 Yr <= 2 Yr 1612.92 <30 Days S-3 3684.21 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82667.77 >= 1 Yr <= 2 Yr 2213.60 <30 Days S-4 14760.71 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 58406.62 >= 1 Yr <= 2 Yr 6965.95 30-90 Days S-5 6996.22 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77232.22 >= 1 Yr <= 2 Yr 4265.72 Open S-6 83.41 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 57620.73 >= 1 Yr <= 2 Yr 4593.52 30-90 Days S-7 8253.98 Yes Liberty International Finance Ltd. Treasury