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 60638.66 Day 21 582.12 <30 Days A-0-Q 5167.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108350.63 Day 21 6329.14 Open A-1-Q 14265.58 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90925.27 Day 21 6506.38 91-180 Days A-2-Q 14197.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 74110.16 Day 21 3462.41 30-90 Days A-3-Q 8319.71 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42538.59 Day 21 6352.15 91-180 Days A-4-Q 5711.19 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 68742.57 Day 21 10007.91 <30 Days A-5-Q 6324.39 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42724.53 Day 21 341.85 30-90 Days CB-1-Q 6123.10 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 76133.45 Day 21 7586.68 <30 Days CB-2-Q 11870.88 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 76489.89 Day 21 2629.33 91-180 Days S-1-Q 12726.90 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10578.89 Day 21 887.95 91-180 Days S-2-Q 1551.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 91518.83 Day 21 3314.19 <30 Days S-3-Q 8443.26 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103856.27 Day 21 8394.13 <30 Days S-4-Q 5084.08 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 98865.77 Day 21 926.09 Open CB-3-Q 3897.09 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 110344.55 Day 21 4758.70 Open G-1-Q 1727.04 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 23492.01 Day 21 674.76 91-180 Days G-2-Q 861.38 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40827.38 Day 21 1616.35 30-90 Days G-3-Q 4528.92 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10001.86 Day 21 247.98 91-180 Days S-5-Q 1704.65 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 89472.22 Day 21 3145.13 <30 Days S-6-Q 13818.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 81719.79 Day 21 3040.79 <30 Days S-7-Q 11961.89 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94259.63 Day 21 3547.55 <30 Days E-1-Q 17299.99 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 66794.29 Day 21 2202.06 91-180 Days E-2-Q 3059.29 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 81851.39 Day 21 59.06 91-180 Days IG-1-Q 4864.63 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 57723.43 Day 21 4357.45 30-90 Days IG-2-Q 1315.86 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95128.45 Day 21 585.70 <30 Days C-1 5455.21 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56208.20 Day 21 5744.06 30-90 Days CB-4 6226.99 Yes Liberty Capital Markets Inc. Treasury