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 17025.28 >4 Yr <= 5 Yr 1550.87 30-90 Days IG-2-Q 595.13 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 14307.37 >4 Yr <= 5 Yr 1334.84 Open C-1 2168.68 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 41185.65 >4 Yr <= 5 Yr 2108.68 30-90 Days CB-4 6065.10 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79182.21 >4 Yr <= 5 Yr 2451.97 <30 Days E-10 12609.32 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 101426.65 >4 Yr <= 5 Yr 10137.71 <30 Days E-3 14005.73 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61512.29 >4 Yr <= 5 Yr 186.08 30-90 Days E-4 7708.64 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 23093.89 >4 Yr <= 5 Yr 1001.17 <30 Days E-5 2962.46 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 61940.96 >4 Yr <= 5 Yr 7048.06 <30 Days E-6 9750.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 30227.07 >4 Yr <= 5 Yr 800.83 <30 Days E-7 3969.30 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 29879.06 >4 Yr <= 5 Yr 7.81 Open E-8 3702.14 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 38414.36 >4 Yr <= 5 Yr 2965.73 30-90 Days E-9 5797.05 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 84672.42 >4 Yr <= 5 Yr 10147.55 91-180 Days G-4 7192.60 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 5904.21 >4 Yr <= 5 Yr 312.53 Open IG-3 876.29 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 95628.70 >4 Yr <= 5 Yr 1508.54 Open IG-4 12394.24 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 80176.69 >4 Yr <= 5 Yr 3026.92 <30 Days IG-5 8759.06 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 29130.78 >4 Yr <= 5 Yr 3393.91 91-180 Days IG-6 4943.15 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 72191.50 >4 Yr <= 5 Yr 10514.24 91-180 Days IG-7 7091.25 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105175.34 >4 Yr <= 5 Yr 12639.04 <30 Days IG-8 5473.86 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5703.38 >4 Yr <= 5 Yr 151.47 30-90 Days L-1 217.46 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27785.25 >4 Yr <= 5 Yr 4025.55 30-90 Days L-10 3729.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 72919.38 >4 Yr <= 5 Yr 2066.22 Open L-11 780.59 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 4858.89 >4 Yr <= 5 Yr 19.35 30-90 Days L-2 81.57 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1403.25 >4 Yr <= 5 Yr 23.48 Open L-3 131.44 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 55755.78 >4 Yr <= 5 Yr 4825.19 <30 Days L-4 9520.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 1975.91 >4 Yr <= 5 Yr 111.42 Open L-5 317.00 No Treasury