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 41081.85 68 - 74 Days 754.04 30-90 Days LC-1 6785.95 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 29760.86 68 - 74 Days 2203.83 30-90 Days LC-2 3700.81 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74410.18 68 - 74 Days 4995.85 30-90 Days N-1 5924.23 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68225.23 68 - 74 Days 9454.51 30-90 Days N-2 1423.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 13185.91 68 - 74 Days 931.97 30-90 Days N-3 371.68 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40938.89 68 - 74 Days 3666.67 <30 Days N-4 1763.39 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 38416.49 68 - 74 Days 2670.56 30-90 Days N-5 2207.29 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 100310.97 68 - 74 Days 13870.90 30-90 Days N-6 7421.89 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82267.38 68 - 74 Days 9069.97 <30 Days N-7 7809.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23469.89 68 - 74 Days 1220.16 91-180 Days P-1 1695.99 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 8595.92 68 - 74 Days 874.87 91-180 Days P-2 981.51 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 4832.36 68 - 74 Days 389.63 <30 Days S-8 717.67 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 65715.84 68 - 74 Days 459.47 Open Y-1 4019.37 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 17838.55 68 - 74 Days 1231.74 <30 Days Y-2 192.80 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 98502.25 68 - 74 Days 10943.67 91-180 Days Y-3 14927.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 35786.41 68 - 74 Days 5108.29 91-180 Days Y-4 843.23 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86584.80 68 - 74 Days 2129.39 Open Z-1 12152.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 774.99 68 - 74 Days 100.86 30-90 Days A-2 26.45 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 112190.02 68 - 74 Days 10979.73 Open A-3 16635.75 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 58595.10 68 - 74 Days 1907.61 30-90 Days A-4 6506.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 42544.37 68 - 74 Days 613.00 30-90 Days A-5 2635.51 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 68228.18 68 - 74 Days 6479.33 Open CB-1 10212.45 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36149.98 68 - 74 Days 2569.99 91-180 Days CB-2 416.34 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 75063.40 68 - 74 Days 1011.73 Open CB-3 12343.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85900.68 68 - 74 Days 5862.08 91-180 Days E-1 5210.12 Yes Liberty Mortgage Services Corp. Treasury