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 87768.53 61 - 67 Days 9497.94 <30 Days Y-3 4014.84 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 84508.85 61 - 67 Days 6244.20 91-180 Days Y-4 826.30 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90701.64 61 - 67 Days 12028.04 <30 Days Z-1 4896.16 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93213.15 61 - 67 Days 8148.95 Open A-2 4549.30 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16635.32 61 - 67 Days 412.86 30-90 Days A-3 219.25 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103257.79 61 - 67 Days 2628.86 91-180 Days A-4 2439.09 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79012.87 61 - 67 Days 7228.74 <30 Days A-5 13002.98 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 44381.85 61 - 67 Days 4155.01 91-180 Days CB-1 6983.58 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90116.50 61 - 67 Days 4687.81 30-90 Days CB-2 4561.98 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104463.26 61 - 67 Days 13498.32 30-90 Days CB-3 19108.20 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 74104.07 61 - 67 Days 10110.72 <30 Days E-1 12702.60 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61392.99 61 - 67 Days 6838.11 <30 Days E-2 9095.06 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 44428.58 61 - 67 Days 404.21 <30 Days G-1 3654.82 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 38992.57 61 - 67 Days 5046.79 <30 Days G-2 3175.08 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 34553.43 61 - 67 Days 4039.15 91-180 Days G-3 3227.08 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8296.84 61 - 67 Days 365.52 91-180 Days IG-1 683.31 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82618.31 61 - 67 Days 7587.28 <30 Days IG-2 9294.36 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 84579.93 61 - 67 Days 8584.18 91-180 Days S-1 7032.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 39994.15 61 - 67 Days 5393.20 <30 Days S-2 1151.52 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 53495.37 61 - 67 Days 1866.74 91-180 Days S-3 4215.83 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 12358.09 61 - 67 Days 128.46 Open S-4 842.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 38880.70 61 - 67 Days 1246.46 30-90 Days S-5 1390.29 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16090.63 61 - 67 Days 1363.03 <30 Days S-6 552.77 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 35882.77 61 - 67 Days 3234.50 <30 Days S-7 367.60 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 251.85 68 - 74 Days 17.34 91-180 Days A-0-Q 13.69 Yes Liberty International Finance Ltd. Operations