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 111366.12 >4 Yr <= 5 Yr 1142.21 Open CB-1 794.15 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 70069.81 >4 Yr <= 5 Yr 9578.59 <30 Days CB-2 2873.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 76215.91 >4 Yr <= 5 Yr 10357.74 <30 Days CB-3 535.71 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 105885.80 >4 Yr <= 5 Yr 11653.13 Open E-1 1887.28 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53155.02 >4 Yr <= 5 Yr 3753.20 91-180 Days E-2 7301.67 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 43158.47 >4 Yr <= 5 Yr 2997.04 30-90 Days G-1 3860.80 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36882.58 >4 Yr <= 5 Yr 4103.21 91-180 Days G-2 5565.19 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 40531.47 >4 Yr <= 5 Yr 1967.89 <30 Days G-3 1553.49 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 28690.39 >4 Yr <= 5 Yr 1335.33 Open IG-1 2997.15 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 30007.66 >4 Yr <= 5 Yr 3224.54 91-180 Days IG-2 3415.71 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 54650.65 >4 Yr <= 5 Yr 3895.21 <30 Days S-1 5330.91 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 104657.67 >4 Yr <= 5 Yr 14625.75 Open S-2 862.95 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 72588.38 >4 Yr <= 5 Yr 8476.61 30-90 Days S-3 11743.11 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 111786.56 >4 Yr <= 5 Yr 15192.81 91-180 Days S-4 21191.56 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 53894.20 >4 Yr <= 5 Yr 6169.76 <30 Days S-5 6877.32 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 58364.45 >4 Yr <= 5 Yr 3758.74 30-90 Days S-6 7460.79 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 53632.21 >4 Yr <= 5 Yr 4902.45 Open S-7 5800.18 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 18795.60 >5 Yr 1844.71 30-90 Days A-0-Q 2766.00 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 71575.69 >5 Yr 6980.87 <30 Days A-1-Q 12776.41 Yes Liberty International Finance Ltd. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 29338.20 >5 Yr 65.09 30-90 Days A-2-Q 4749.71 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 74020.75 >5 Yr 3390.33 30-90 Days A-3-Q 4230.98 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 20619.88 >5 Yr 977.13 91-180 Days A-4-Q 553.14 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 58800.97 >5 Yr 5987.78 Open A-5-Q 10631.03 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 77389.83 >5 Yr 6502.74 Open CB-1-Q 13670.36 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 86111.76 >5 Yr 3081.51 30-90 Days CB-2-Q 13655.44 Yes Liberty Wealth Management LLC Risk Management