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 60655.57 180 - 270 Days 8942.32 30-90 Days S-6-Q 7202.86 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5742.87 180 - 270 Days 356.89 Open S-7-Q 184.15 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 29693.68 180 - 270 Days 2918.21 <30 Days E-1-Q 2331.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 93000.32 180 - 270 Days 7840.30 30-90 Days E-2-Q 4163.10 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56347.73 180 - 270 Days 7282.03 <30 Days IG-1-Q 4209.91 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 91509.67 180 - 270 Days 4365.17 <30 Days IG-2-Q 4920.36 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 89198.67 180 - 270 Days 9661.51 Open C-1 1847.38 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56996.92 180 - 270 Days 1221.70 <30 Days CB-4 3357.05 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109889.39 180 - 270 Days 7940.91 30-90 Days E-10 9159.49 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92244.23 180 - 270 Days 7372.14 91-180 Days E-3 8386.18 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10476.01 180 - 270 Days 921.49 <30 Days E-4 639.22 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94728.98 180 - 270 Days 9509.31 <30 Days E-5 10288.84 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56073.85 180 - 270 Days 4427.58 91-180 Days E-6 9381.38 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 104773.08 180 - 270 Days 14884.59 Open E-7 20220.15 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26436.71 180 - 270 Days 2041.57 30-90 Days E-8 4440.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 10356.62 180 - 270 Days 917.83 91-180 Days E-9 1306.00 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 76487.41 180 - 270 Days 3062.95 91-180 Days G-4 11558.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 42521.01 180 - 270 Days 969.79 30-90 Days IG-3 6417.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70653.00 180 - 270 Days 7292.19 30-90 Days IG-4 12670.05 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 39078.53 180 - 270 Days 3569.83 Open IG-5 6307.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 3060.08 180 - 270 Days 120.12 30-90 Days IG-6 552.63 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 52907.43 180 - 270 Days 1851.57 Open IG-7 447.12 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105845.41 180 - 270 Days 2995.35 Open IG-8 12258.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 656.97 180 - 270 Days 29.97 Open L-1 84.18 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 105377.99 180 - 270 Days 7573.57 30-90 Days L-10 19158.13 Yes Liberty International Finance Ltd. Operations