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 84807.92 83 - 90 Days 6009.55 91-180 Days L-7 13785.88 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 46849.67 83 - 90 Days 1542.37 Open L-8 5498.30 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94621.67 83 - 90 Days 8748.59 <30 Days L-9 14274.76 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64819.63 83 - 90 Days 5816.32 <30 Days LC-1 2885.91 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 51708.11 83 - 90 Days 1001.23 Open LC-2 1837.70 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 20218.81 83 - 90 Days 2523.49 <30 Days N-1 2625.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 4363.54 83 - 90 Days 419.87 30-90 Days N-2 223.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10393.11 83 - 90 Days 1155.17 Open N-3 1265.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 76564.58 83 - 90 Days 8898.95 91-180 Days N-4 6028.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 41235.09 83 - 90 Days 4709.55 <30 Days N-5 7896.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10522.37 83 - 90 Days 287.48 Open N-6 1782.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105689.80 83 - 90 Days 13126.77 30-90 Days N-7 12235.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 50453.22 83 - 90 Days 6604.79 <30 Days P-1 6623.60 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 23021.20 83 - 90 Days 1369.29 30-90 Days P-2 899.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 89127.66 83 - 90 Days 10502.25 91-180 Days S-8 16879.55 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 87376.94 83 - 90 Days 12912.51 <30 Days Y-1 332.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85305.82 83 - 90 Days 4521.31 <30 Days Y-2 12769.10 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 58806.85 83 - 90 Days 1032.85 30-90 Days Y-3 5311.92 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 22619.07 83 - 90 Days 98.87 91-180 Days Y-4 1561.13 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40410.11 83 - 90 Days 3608.96 <30 Days Z-1 3643.85 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 81157.06 83 - 90 Days 3567.28 91-180 Days A-2 1241.34 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 69769.71 83 - 90 Days 9593.78 Open A-3 13101.01 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1101.23 83 - 90 Days 9.71 30-90 Days A-4 6.96 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5668.36 83 - 90 Days 116.07 91-180 Days A-5 437.93 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36120.61 83 - 90 Days 1764.94 <30 Days CB-1 1916.86 No Operations