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 67663.00 180 - 270 Days 4842.86 30-90 Days Z-1 8576.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36280.97 180 - 270 Days 2199.16 91-180 Days A-2 2668.31 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 70881.14 180 - 270 Days 2002.87 91-180 Days A-3 12686.80 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 64419.86 180 - 270 Days 1838.75 30-90 Days A-4 1776.76 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 101361.92 180 - 270 Days 12584.32 <30 Days A-5 1787.53 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108034.31 180 - 270 Days 3994.86 91-180 Days CB-1 10332.35 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 35683.75 180 - 270 Days 3822.87 91-180 Days CB-2 253.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95042.79 180 - 270 Days 4215.28 Open CB-3 8539.09 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 51865.33 180 - 270 Days 5572.52 <30 Days E-1 7864.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 60660.03 180 - 270 Days 7993.73 30-90 Days E-2 1399.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 18195.00 180 - 270 Days 2036.16 30-90 Days G-1 44.71 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20565.93 180 - 270 Days 1420.02 <30 Days G-2 1340.05 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 47398.72 180 - 270 Days 4170.23 Open G-3 7057.38 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 104971.80 180 - 270 Days 1496.78 30-90 Days IG-1 15454.99 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79527.41 180 - 270 Days 23.26 91-180 Days IG-2 4190.14 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102701.35 180 - 270 Days 14055.47 91-180 Days S-1 986.74 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73221.68 180 - 270 Days 6513.96 Open S-2 8440.48 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 77575.65 180 - 270 Days 7500.05 91-180 Days S-3 13309.41 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 59957.35 180 - 270 Days 2927.57 Open S-4 4667.03 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 69946.72 180 - 270 Days 3798.97 <30 Days S-5 2003.04 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 9216.45 180 - 270 Days 336.69 91-180 Days S-6 58.74 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 30964.17 180 - 270 Days 235.43 91-180 Days S-7 1408.56 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 93562.59 271 - 364 Days 439.11 91-180 Days A-0-Q 12944.12 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 13992.46 271 - 364 Days 1518.49 30-90 Days A-1-Q 18.98 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 100900.17 271 - 364 Days 2147.20 <30 Days A-2-Q 5570.35 No Legal