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 86520.08 121 - 150 Days 6179.35 91-180 Days A-4 4719.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94290.44 121 - 150 Days 2499.20 Open A-5 8771.29 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43099.84 121 - 150 Days 3162.39 Open CB-1 853.05 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 40258.71 121 - 150 Days 5508.22 Open CB-2 5638.41 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10364.59 121 - 150 Days 922.32 30-90 Days CB-3 1036.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 31615.03 121 - 150 Days 202.94 <30 Days E-1 5152.17 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 72099.52 121 - 150 Days 9559.04 <30 Days E-2 11965.19 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 19377.45 121 - 150 Days 1763.62 91-180 Days G-1 494.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 70615.30 121 - 150 Days 10286.59 Open G-2 3699.62 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 58998.17 121 - 150 Days 3534.96 91-180 Days G-3 9877.80 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 2947.89 121 - 150 Days 225.33 Open IG-1 77.82 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 38668.78 121 - 150 Days 1698.20 <30 Days IG-2 6837.96 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 51624.22 121 - 150 Days 5984.95 <30 Days S-1 7890.81 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43508.78 121 - 150 Days 2126.38 30-90 Days S-2 5939.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 69632.80 121 - 150 Days 9884.76 <30 Days S-3 11789.87 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21415.31 121 - 150 Days 1763.62 Open S-4 2734.70 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109900.25 121 - 150 Days 13860.75 <30 Days S-5 10811.97 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 14317.29 121 - 150 Days 1300.68 <30 Days S-6 2768.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 14263.08 121 - 150 Days 1678.69 30-90 Days S-7 1717.81 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 62161.83 151 - 179 Days 2870.55 91-180 Days A-0-Q 4063.58 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 62177.42 151 - 179 Days 7547.65 Open A-1-Q 4369.46 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 6857.10 151 - 179 Days 878.30 30-90 Days A-2-Q 151.76 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 98233.63 151 - 179 Days 6059.56 91-180 Days A-3-Q 8778.16 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108997.15 151 - 179 Days 2807.91 Open A-4-Q 1776.48 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 63616.38 151 - 179 Days 2847.72 91-180 Days A-5-Q 2599.72 No Legal