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 110191.94 91 - 120 Days 10121.85 <30 Days N-7 3072.42 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 28829.99 91 - 120 Days 2098.89 30-90 Days P-1 83.56 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 106031.73 91 - 120 Days 5237.39 30-90 Days P-2 12067.81 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16616.54 91 - 120 Days 2462.90 30-90 Days S-8 1330.79 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 22942.42 91 - 120 Days 693.05 91-180 Days Y-1 582.13 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 112583.68 91 - 120 Days 11807.68 Open Y-2 1884.42 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73532.87 91 - 120 Days 7179.92 Open Y-3 4445.08 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 59201.73 91 - 120 Days 5061.39 Open Y-4 8036.02 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82061.89 91 - 120 Days 742.36 Open Z-1 7258.05 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43970.98 91 - 120 Days 3750.82 <30 Days A-2 3960.43 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94189.74 91 - 120 Days 6555.10 Open A-3 14948.44 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 109410.73 91 - 120 Days 4515.61 Open A-4 11594.88 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 35725.88 91 - 120 Days 757.33 Open A-5 6694.53 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86208.40 91 - 120 Days 8320.90 Open CB-1 16879.45 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24336.46 91 - 120 Days 3099.02 <30 Days CB-2 1776.76 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 80854.34 91 - 120 Days 6378.31 <30 Days CB-3 10932.97 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 87829.88 91 - 120 Days 8077.38 91-180 Days E-1 13075.96 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 107472.86 91 - 120 Days 3786.95 Open E-2 12935.60 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 84744.09 91 - 120 Days 661.09 91-180 Days G-1 3382.28 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88813.17 91 - 120 Days 7040.05 30-90 Days G-2 4528.26 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 80369.20 91 - 120 Days 2793.10 91-180 Days G-3 8147.89 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 87993.16 91 - 120 Days 6080.83 30-90 Days IG-1 15496.47 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 6858.21 91 - 120 Days 372.23 Open IG-2 386.34 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73490.23 91 - 120 Days 10136.36 <30 Days S-1 1112.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 26560.97 91 - 120 Days 330.00 <30 Days S-2 3293.79 Yes Liberty Wealth Management LLC Operations