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 77234.56 >3 Yr <= 4 Yr 6710.09 91-180 Days S-5 4380.25 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 96339.48 >3 Yr <= 4 Yr 3839.99 Open S-6 10334.41 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20473.52 >3 Yr <= 4 Yr 2611.65 Open S-7 1333.14 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 61488.66 >4 Yr <= 5 Yr 8447.57 <30 Days A-0-Q 7559.22 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 28860.67 >4 Yr <= 5 Yr 2811.22 Open A-1-Q 2895.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 59491.05 >4 Yr <= 5 Yr 3592.06 <30 Days A-2-Q 9905.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 45687.60 >4 Yr <= 5 Yr 374.78 <30 Days A-3-Q 2396.98 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 84921.45 >4 Yr <= 5 Yr 7491.47 <30 Days A-4-Q 4969.00 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104850.80 >4 Yr <= 5 Yr 9436.71 Open A-5-Q 10703.28 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 10533.52 >4 Yr <= 5 Yr 1222.63 91-180 Days CB-1-Q 932.30 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 2819.34 >4 Yr <= 5 Yr 331.48 30-90 Days CB-2-Q 485.07 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5805.57 >4 Yr <= 5 Yr 118.36 <30 Days S-1-Q 119.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 32289.26 >4 Yr <= 5 Yr 3532.49 <30 Days S-2-Q 189.53 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 22325.14 >4 Yr <= 5 Yr 2605.20 30-90 Days S-3-Q 2018.29 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 76997.34 >4 Yr <= 5 Yr 5447.11 30-90 Days S-4-Q 8833.57 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 63759.59 >4 Yr <= 5 Yr 2971.57 30-90 Days CB-3-Q 2094.20 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 28949.35 >4 Yr <= 5 Yr 575.61 Open G-1-Q 4544.50 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82427.52 >4 Yr <= 5 Yr 8771.88 <30 Days G-2-Q 14325.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 89986.31 >4 Yr <= 5 Yr 4440.39 91-180 Days G-3-Q 10946.87 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 91678.31 >4 Yr <= 5 Yr 9025.10 Open S-5-Q 17221.42 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 65644.42 >4 Yr <= 5 Yr 6610.03 30-90 Days S-6-Q 6512.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7215.19 >4 Yr <= 5 Yr 261.53 30-90 Days S-7-Q 1276.20 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 42281.38 >4 Yr <= 5 Yr 5044.05 Open E-1-Q 6518.99 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 61460.43 >4 Yr <= 5 Yr 227.75 Open E-2-Q 1673.81 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 26038.73 >4 Yr <= 5 Yr 2930.63 91-180 Days IG-1-Q 3611.13 Yes Liberty Capital Markets Inc. Risk Management