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 12495.44 Day 33 1220.08 <30 Days S-1 858.22 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88589.05 Day 33 2583.56 91-180 Days S-2 12122.51 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 7867.24 Day 33 624.76 <30 Days S-3 1210.36 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 55508.97 Day 33 2972.05 <30 Days S-4 6299.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 84165.68 Day 33 7891.30 <30 Days S-5 9739.83 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 59488.04 Day 33 4367.12 30-90 Days S-6 4392.60 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 110874.57 Day 33 1172.55 <30 Days S-7 606.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26463.47 Day 34 906.37 Open A-0-Q 5261.82 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 84619.00 Day 34 5340.91 91-180 Days A-1-Q 4168.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 36010.03 Day 34 3434.53 30-90 Days A-2-Q 282.96 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15144.42 Day 34 2020.69 91-180 Days A-3-Q 2997.28 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53793.56 Day 34 4718.07 <30 Days A-4-Q 734.66 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95857.39 Day 34 2942.01 <30 Days A-5-Q 5282.68 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 98981.36 Day 34 6057.32 <30 Days CB-1-Q 15734.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 11907.92 Day 34 731.12 <30 Days CB-2-Q 2190.71 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 98530.00 Day 34 2008.66 <30 Days S-1-Q 12778.47 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56880.53 Day 34 5393.66 30-90 Days S-2-Q 5380.44 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 12063.67 Day 34 1186.51 91-180 Days S-3-Q 2362.86 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 88190.20 Day 34 1696.18 30-90 Days S-4-Q 7539.17 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103637.69 Day 34 933.58 30-90 Days CB-3-Q 19141.27 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23251.20 Day 34 2702.03 91-180 Days G-1-Q 2690.20 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95429.58 Day 34 1722.20 30-90 Days G-2-Q 11802.52 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9252.50 Day 34 1236.09 <30 Days G-3-Q 569.39 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 9505.06 Day 34 303.31 30-90 Days S-5-Q 103.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73380.82 Day 34 1693.20 <30 Days S-6-Q 14673.98 No Finance