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 53362.96 180 - 270 Days 7066.50 <30 Days L-11 9562.44 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 12981.99 180 - 270 Days 362.29 91-180 Days L-2 1188.70 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 47195.03 180 - 270 Days 3307.64 Open L-3 8140.44 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 67297.97 180 - 270 Days 7832.40 Open L-4 10119.88 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86300.17 180 - 270 Days 847.37 Open L-5 4502.72 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 45178.98 180 - 270 Days 2668.17 30-90 Days L-6 8166.59 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 16644.14 180 - 270 Days 2233.05 <30 Days L-7 233.53 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 83270.17 180 - 270 Days 12172.28 91-180 Days L-8 1475.83 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86759.35 180 - 270 Days 278.49 91-180 Days L-9 11726.03 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 96627.91 180 - 270 Days 14171.82 Open LC-1 13760.18 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8013.32 180 - 270 Days 283.21 30-90 Days LC-2 67.43 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 106852.26 180 - 270 Days 2076.58 91-180 Days N-1 1790.36 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61305.81 180 - 270 Days 162.71 Open N-2 10740.66 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97275.91 180 - 270 Days 14385.63 91-180 Days N-3 2136.54 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8615.07 180 - 270 Days 344.16 91-180 Days N-4 1036.47 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94827.57 180 - 270 Days 10190.45 Open N-5 7846.07 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 10050.47 180 - 270 Days 409.67 Open N-6 1874.75 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 37166.00 180 - 270 Days 2246.26 91-180 Days N-7 6181.11 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 83840.87 180 - 270 Days 1760.20 Open P-1 15534.15 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70270.95 180 - 270 Days 8367.49 Open P-2 5012.80 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108297.22 180 - 270 Days 6182.11 30-90 Days S-8 10026.84 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 40320.10 180 - 270 Days 859.00 30-90 Days Y-1 3740.66 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103169.57 180 - 270 Days 3475.26 30-90 Days Y-2 3171.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 4650.51 180 - 270 Days 313.65 <30 Days Y-3 284.84 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5242.30 180 - 270 Days 656.87 <30 Days Y-4 617.82 Yes Liberty Mortgage Services Corp. Legal