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 1442.49 151 - 179 Days 13.26 30-90 Days N-4 26.82 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90330.62 151 - 179 Days 425.60 30-90 Days N-5 14644.85 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 14103.05 151 - 179 Days 1777.66 Open N-6 380.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 83826.57 151 - 179 Days 11684.45 30-90 Days N-7 6856.76 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 78218.59 151 - 179 Days 4883.81 30-90 Days P-1 12140.90 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 51575.56 151 - 179 Days 7145.32 Open P-2 1050.98 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 66047.09 151 - 179 Days 1893.15 91-180 Days S-8 55.51 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 29617.74 151 - 179 Days 3888.53 <30 Days Y-1 4418.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94172.89 151 - 179 Days 11769.39 91-180 Days Y-2 6832.50 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 44068.36 151 - 179 Days 1645.31 30-90 Days Y-3 1728.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 2197.18 151 - 179 Days 191.38 91-180 Days Y-4 321.52 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 41196.20 151 - 179 Days 3317.34 30-90 Days Z-1 1881.53 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 77477.51 151 - 179 Days 2640.69 Open A-2 4969.01 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 88194.23 151 - 179 Days 9650.15 <30 Days A-3 12115.02 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 17018.15 151 - 179 Days 188.51 Open A-4 2314.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 25790.63 151 - 179 Days 1531.58 91-180 Days A-5 4302.32 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86633.30 151 - 179 Days 7105.04 Open CB-1 4635.92 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 56929.97 151 - 179 Days 1767.36 30-90 Days CB-2 9889.02 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 67925.34 151 - 179 Days 5827.59 <30 Days CB-3 6035.81 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 59355.12 151 - 179 Days 1478.99 <30 Days E-1 4855.06 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 47431.83 151 - 179 Days 4101.84 91-180 Days E-2 9327.98 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 2844.60 151 - 179 Days 344.19 Open G-1 284.26 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 26592.40 151 - 179 Days 1030.53 91-180 Days G-2 2750.42 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102903.49 151 - 179 Days 2558.34 Open G-3 19025.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 62551.98 151 - 179 Days 4900.18 30-90 Days IG-1 8169.41 Yes Liberty International Finance Ltd. Treasury