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 44089.99 Day 29 4995.42 91-180 Days S-7 8222.96 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8548.25 Day 30 662.69 <30 Days A-0-Q 779.31 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 37666.34 Day 30 5282.95 30-90 Days A-1-Q 1505.66 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 33644.69 Day 30 2403.08 <30 Days A-2-Q 6632.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95211.15 Day 30 5720.39 30-90 Days A-3-Q 1198.99 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55267.50 Day 30 1746.90 <30 Days A-4-Q 10350.17 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 38917.48 Day 30 2718.98 91-180 Days A-5-Q 241.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 34256.97 Day 30 4630.19 Open CB-1-Q 1794.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55681.44 Day 30 3501.71 Open CB-2-Q 4962.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40746.67 Day 30 5204.11 <30 Days S-1-Q 3239.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 60154.32 Day 30 2943.56 91-180 Days S-2-Q 6653.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104484.51 Day 30 5226.66 Open S-3-Q 6922.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 51443.19 Day 30 1483.48 Open S-4-Q 8128.63 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 76701.24 Day 30 4695.14 Open CB-3-Q 6479.98 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 8439.86 Day 30 495.25 91-180 Days G-1-Q 1279.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 90862.89 Day 30 8463.40 <30 Days G-2-Q 15742.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1755.18 Day 30 23.56 <30 Days G-3-Q 194.11 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 68677.74 Day 30 2257.96 <30 Days S-5-Q 1031.93 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103823.64 Day 30 7441.61 91-180 Days S-6-Q 16988.11 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 49283.82 Day 30 4130.86 30-90 Days S-7-Q 7253.18 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 20929.88 Day 30 775.99 91-180 Days E-1-Q 1324.96 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 77864.44 Day 30 10215.96 <30 Days E-2-Q 2927.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 24201.84 Day 30 1856.17 91-180 Days IG-1-Q 1235.24 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 37706.59 Day 30 2036.04 30-90 Days IG-2-Q 1806.54 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61935.51 Day 30 8483.69 91-180 Days C-1 3661.90 No Risk Management