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 99861.75 >3 Yr <= 4 Yr 11232.40 91-180 Days S-4-Q 8459.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 28500.42 >3 Yr <= 4 Yr 260.58 91-180 Days CB-3-Q 1081.86 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109635.60 >3 Yr <= 4 Yr 1431.13 <30 Days G-1-Q 20592.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 52332.39 >3 Yr <= 4 Yr 3714.07 Open G-2-Q 9473.88 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 96954.90 >3 Yr <= 4 Yr 7223.72 91-180 Days G-3-Q 5338.36 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 61414.13 >3 Yr <= 4 Yr 6765.30 Open S-5-Q 5787.94 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 59409.59 >3 Yr <= 4 Yr 251.24 30-90 Days S-6-Q 7675.20 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 109951.91 >3 Yr <= 4 Yr 295.55 <30 Days S-7-Q 20611.51 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79969.65 >3 Yr <= 4 Yr 70.10 Open E-1-Q 6661.85 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 17018.14 >3 Yr <= 4 Yr 1536.23 30-90 Days E-2-Q 1425.89 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 25736.56 >3 Yr <= 4 Yr 3173.05 <30 Days IG-1-Q 3158.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94821.79 >3 Yr <= 4 Yr 11931.52 30-90 Days IG-2-Q 1895.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 62658.08 >3 Yr <= 4 Yr 8844.28 <30 Days C-1 6790.49 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102550.44 >3 Yr <= 4 Yr 5717.67 Open CB-4 5276.80 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 22268.03 >3 Yr <= 4 Yr 1458.09 Open E-10 3779.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 49994.78 >3 Yr <= 4 Yr 6021.05 91-180 Days E-3 3906.57 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 45134.56 >3 Yr <= 4 Yr 4955.33 91-180 Days E-4 8177.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 99581.42 >3 Yr <= 4 Yr 14497.97 30-90 Days E-5 1278.95 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 81365.10 >3 Yr <= 4 Yr 6464.03 91-180 Days E-6 1980.03 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 102469.25 >3 Yr <= 4 Yr 2485.33 30-90 Days E-7 15703.32 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82600.54 >3 Yr <= 4 Yr 3453.70 <30 Days E-8 5355.74 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 69820.89 >3 Yr <= 4 Yr 9747.87 Open E-9 10161.93 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 66499.61 >3 Yr <= 4 Yr 8124.59 <30 Days G-4 11049.95 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 71198.16 >3 Yr <= 4 Yr 1249.48 91-180 Days IG-3 629.55 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20772.22 >3 Yr <= 4 Yr 2096.10 Open IG-4 2878.79 No Legal