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 19336.78 >3 Yr <= 4 Yr 318.05 <30 Days P-2 3412.23 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 12330.02 >3 Yr <= 4 Yr 477.07 91-180 Days S-8 2221.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 68583.61 >3 Yr <= 4 Yr 10130.22 Open Y-1 10462.29 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 48057.61 >3 Yr <= 4 Yr 2756.64 Open Y-2 14.75 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7968.09 >3 Yr <= 4 Yr 323.49 Open Y-3 359.15 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21540.80 >3 Yr <= 4 Yr 1354.83 91-180 Days Y-4 719.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56515.38 >3 Yr <= 4 Yr 1447.67 Open Z-1 8182.02 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 105219.97 >3 Yr <= 4 Yr 12318.12 30-90 Days A-2 509.34 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 23081.56 >3 Yr <= 4 Yr 426.45 30-90 Days A-3 3566.81 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 68103.89 >3 Yr <= 4 Yr 1084.56 Open A-4 8405.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 57347.60 >3 Yr <= 4 Yr 2615.41 Open A-5 923.31 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73414.68 >3 Yr <= 4 Yr 2368.04 30-90 Days CB-1 5407.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 52644.72 >3 Yr <= 4 Yr 815.62 91-180 Days CB-2 1355.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 66439.06 >3 Yr <= 4 Yr 727.25 91-180 Days CB-3 2795.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 45913.42 >3 Yr <= 4 Yr 1484.80 91-180 Days E-1 3193.90 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 9671.27 >3 Yr <= 4 Yr 50.82 30-90 Days E-2 1557.78 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 67498.47 >3 Yr <= 4 Yr 8914.99 Open G-1 10028.10 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 17931.86 >3 Yr <= 4 Yr 2336.02 91-180 Days G-2 923.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92328.20 >3 Yr <= 4 Yr 1729.59 91-180 Days G-3 6207.88 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 51556.19 >3 Yr <= 4 Yr 7607.68 30-90 Days IG-1 6170.06 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79578.24 >3 Yr <= 4 Yr 4412.21 91-180 Days IG-2 10763.55 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 38275.89 >3 Yr <= 4 Yr 4858.79 <30 Days S-1 3227.87 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 58365.89 >3 Yr <= 4 Yr 6914.20 91-180 Days S-2 1026.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70631.90 >3 Yr <= 4 Yr 6397.52 91-180 Days S-3 1907.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9819.83 >3 Yr <= 4 Yr 1.57 30-90 Days S-4 1038.48 No Operations