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 71673.61 151 - 179 Days 6632.20 91-180 Days E-8 8379.40 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 50444.13 151 - 179 Days 340.94 91-180 Days E-9 5341.72 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 44998.07 151 - 179 Days 1604.08 <30 Days G-4 3633.44 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54843.29 151 - 179 Days 5636.04 Open IG-3 10451.23 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 32199.94 151 - 179 Days 4825.57 <30 Days IG-4 1807.43 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109438.26 151 - 179 Days 14821.49 30-90 Days IG-5 5346.14 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95733.37 151 - 179 Days 362.62 <30 Days IG-6 11550.58 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 85156.46 151 - 179 Days 8525.83 <30 Days IG-7 452.16 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 67959.79 151 - 179 Days 2843.01 30-90 Days IG-8 3189.89 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61507.81 151 - 179 Days 9218.01 <30 Days L-1 7902.57 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 14705.80 151 - 179 Days 1670.77 91-180 Days L-10 1595.68 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 37148.50 151 - 179 Days 2505.65 Open L-11 7026.28 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 89340.67 151 - 179 Days 1379.56 30-90 Days L-2 13441.86 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 16328.58 151 - 179 Days 909.19 <30 Days L-3 1539.16 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94451.97 151 - 179 Days 7959.22 30-90 Days L-4 7901.30 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 95283.83 151 - 179 Days 6866.12 Open L-5 4606.34 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 23750.69 151 - 179 Days 3219.94 30-90 Days L-6 210.41 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 50555.11 151 - 179 Days 4049.75 30-90 Days L-7 6275.33 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 24533.97 151 - 179 Days 2502.36 <30 Days L-8 1008.77 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 11795.14 151 - 179 Days 790.86 30-90 Days L-9 50.29 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1379.81 151 - 179 Days 42.61 <30 Days LC-1 152.15 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 67983.16 151 - 179 Days 9093.43 91-180 Days LC-2 8602.14 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 81172.36 151 - 179 Days 3048.42 Open N-1 204.49 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 110458.08 151 - 179 Days 3578.64 91-180 Days N-2 4507.22 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 1044.01 151 - 179 Days 68.72 Open N-3 100.69 No Risk Management