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 85851.02 Day 8 8124.14 <30 Days N-5 2771.27 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 44196.63 Day 8 6541.86 <30 Days N-6 4751.73 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92543.70 Day 8 10367.82 Open N-7 11251.73 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103353.40 Day 8 140.03 Open P-1 1898.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15245.69 Day 8 2116.72 <30 Days P-2 1699.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 92643.19 Day 8 3849.07 <30 Days S-8 3852.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 99984.19 Day 8 14277.07 <30 Days Y-1 10863.07 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 39002.05 Day 8 2408.37 30-90 Days Y-2 2394.31 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 30731.83 Day 8 2057.67 91-180 Days Y-3 4536.84 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 70313.06 Day 8 3889.85 91-180 Days Y-4 9622.59 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95643.09 Day 8 5726.39 91-180 Days Z-1 16754.06 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 100339.97 Day 8 3219.39 30-90 Days A-2 2247.52 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77855.15 Day 8 1470.94 Open A-3 10412.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7069.12 Day 8 515.83 <30 Days A-4 669.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 29029.21 Day 8 2778.76 Open A-5 668.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 91420.53 Day 8 13346.78 Open CB-1 15876.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24408.12 Day 8 2580.90 91-180 Days CB-2 4352.59 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 101969.73 Day 8 6395.00 91-180 Days CB-3 1177.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 44832.21 Day 8 892.12 91-180 Days E-1 7877.92 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 58138.10 Day 8 978.74 30-90 Days E-2 6433.85 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78389.60 Day 8 8304.63 Open G-1 11100.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1914.76 Day 8 21.54 Open G-2 37.25 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61300.76 Day 8 8777.49 <30 Days G-3 5280.88 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 113367.87 Day 8 14658.05 30-90 Days IG-1 362.15 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 63111.44 Day 8 6227.93 <30 Days IG-2 5611.24 No Operations