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 73238.22 61 - 67 Days 184.47 91-180 Days L-1 3494.79 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 91612.96 61 - 67 Days 10418.00 91-180 Days L-10 16106.37 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104098.35 61 - 67 Days 12515.95 Open L-11 4403.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 3246.74 61 - 67 Days 424.28 Open L-2 185.03 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26309.08 61 - 67 Days 3239.21 30-90 Days L-3 489.86 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97990.41 61 - 67 Days 8876.26 <30 Days L-4 10352.04 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 100057.41 61 - 67 Days 4069.70 91-180 Days L-5 12520.54 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95202.60 61 - 67 Days 12007.39 30-90 Days L-6 18742.81 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23304.47 61 - 67 Days 3349.84 <30 Days L-7 3537.36 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 62597.91 61 - 67 Days 7331.43 Open L-8 2032.02 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 80488.98 61 - 67 Days 5485.45 30-90 Days L-9 12057.57 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 11872.54 61 - 67 Days 1432.53 <30 Days LC-1 1799.83 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79131.45 61 - 67 Days 2536.11 91-180 Days LC-2 10569.92 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 15835.99 61 - 67 Days 674.76 Open N-1 2652.39 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 69995.57 61 - 67 Days 7914.11 <30 Days N-2 13114.46 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5961.33 61 - 67 Days 578.20 <30 Days N-3 592.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 78390.32 61 - 67 Days 1594.54 30-90 Days N-4 10994.98 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 60747.16 61 - 67 Days 588.73 Open N-5 7415.57 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 31351.90 61 - 67 Days 2293.09 Open N-6 4836.10 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 6888.18 61 - 67 Days 406.39 <30 Days N-7 559.02 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5317.54 61 - 67 Days 432.37 Open P-1 860.30 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 92154.04 61 - 67 Days 4124.60 30-90 Days P-2 1558.87 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94607.67 61 - 67 Days 6259.92 <30 Days S-8 16409.89 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86806.23 61 - 67 Days 11190.62 30-90 Days Y-1 3232.77 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 15359.66 61 - 67 Days 345.58 <30 Days Y-2 3024.04 Yes Liberty International Finance Ltd. Operations