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 95343.18 Day 10 3761.66 Open G-3 8820.41 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 32438.09 Day 10 4788.18 <30 Days IG-1 3561.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94945.80 Day 10 239.70 30-90 Days IG-2 11751.88 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 47016.67 Day 10 2225.64 91-180 Days S-1 3072.63 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 110607.88 Day 10 5265.99 91-180 Days S-2 18321.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 61935.33 Day 10 7365.58 <30 Days S-3 5500.54 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 33779.06 Day 10 728.12 91-180 Days S-4 5597.88 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 62457.79 Day 10 4188.47 30-90 Days S-5 2860.24 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 100292.54 Day 10 12162.68 30-90 Days S-6 5048.11 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 85921.43 Day 10 9756.15 30-90 Days S-7 3109.32 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86436.54 Day 11 6482.97 91-180 Days A-0-Q 11207.08 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 33845.16 Day 11 1756.35 Open A-1-Q 4083.22 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 24996.73 Day 11 1230.04 91-180 Days A-2-Q 436.29 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5124.43 Day 11 18.70 91-180 Days A-3-Q 651.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 1747.94 Day 11 125.19 Open A-4-Q 172.70 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40275.70 Day 11 825.38 Open A-5-Q 4497.89 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 37542.92 Day 11 4750.72 30-90 Days CB-1-Q 1884.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 63921.75 Day 11 1614.49 91-180 Days CB-2-Q 1280.65 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92636.05 Day 11 13109.43 Open S-1-Q 5027.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 51106.52 Day 11 2838.83 Open S-2-Q 9789.19 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 65639.32 Day 11 895.43 30-90 Days S-3-Q 5768.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82561.63 Day 11 8389.37 91-180 Days S-4-Q 6970.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86756.62 Day 11 9554.75 Open CB-3-Q 14031.01 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 66224.70 Day 11 5135.91 <30 Days G-1-Q 8778.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 17251.92 Day 11 742.54 91-180 Days G-2-Q 617.76 No Treasury