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 27632.31 271 - 364 Days 4078.66 30-90 Days N-1 1585.14 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 100090.53 271 - 364 Days 9396.42 91-180 Days N-2 13736.00 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82340.32 271 - 364 Days 4475.86 <30 Days N-3 7261.71 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 99323.51 271 - 364 Days 8078.94 Open N-4 2959.22 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 4134.33 271 - 364 Days 316.44 <30 Days N-5 343.83 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 73234.55 271 - 364 Days 5843.83 <30 Days N-6 8436.09 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 107183.58 271 - 364 Days 12571.19 30-90 Days N-7 7310.79 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 47126.52 271 - 364 Days 66.00 <30 Days P-1 361.79 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 83182.44 271 - 364 Days 11069.16 30-90 Days P-2 10639.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 104212.89 271 - 364 Days 10306.69 91-180 Days S-8 10026.21 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86763.62 271 - 364 Days 5464.78 30-90 Days Y-1 5871.71 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 25707.16 271 - 364 Days 3692.43 <30 Days Y-2 1598.95 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 32500.16 271 - 364 Days 2902.34 <30 Days Y-3 3402.05 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 82588.08 271 - 364 Days 10519.59 Open Y-4 11620.03 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 14531.14 271 - 364 Days 968.82 30-90 Days Z-1 1011.85 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97020.97 271 - 364 Days 13386.76 Open A-2 10843.83 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 26786.89 271 - 364 Days 926.82 <30 Days A-3 3249.85 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105072.20 271 - 364 Days 272.20 30-90 Days A-4 19511.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 30166.11 271 - 364 Days 3311.90 30-90 Days A-5 5508.87 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 7078.38 271 - 364 Days 750.68 91-180 Days CB-1 543.51 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100092.67 271 - 364 Days 1021.69 Open CB-2 6828.23 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 80303.92 271 - 364 Days 10794.46 Open CB-3 4999.39 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 103164.38 271 - 364 Days 1843.79 91-180 Days E-1 4770.87 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 50318.19 271 - 364 Days 4900.91 <30 Days E-2 9675.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73851.48 271 - 364 Days 7663.51 <30 Days G-1 8461.89 No Legal