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 103376.23 Day 56 13914.31 <30 Days S-4 9498.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82342.06 Day 56 420.51 30-90 Days S-5 6264.41 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 109828.75 Day 56 1440.45 91-180 Days S-6 11759.37 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 66685.57 Day 56 899.74 <30 Days S-7 12223.00 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 25690.85 Day 57 1429.83 <30 Days A-0-Q 3127.28 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 31277.76 Day 57 1675.35 91-180 Days A-1-Q 887.40 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 85808.08 Day 57 12264.33 <30 Days A-2-Q 6078.26 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 106610.48 Day 57 10353.52 30-90 Days A-3-Q 4262.79 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 79039.30 Day 57 4929.87 30-90 Days A-4-Q 753.71 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 106111.10 Day 57 1516.39 Open A-5-Q 9877.28 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 1576.66 Day 57 122.11 30-90 Days CB-1-Q 87.61 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 92749.95 Day 57 12586.48 <30 Days CB-2-Q 4725.19 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 99489.05 Day 57 5166.92 Open S-1-Q 11274.14 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 31508.61 Day 57 1697.79 91-180 Days S-2-Q 2866.92 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 67894.02 Day 57 1609.72 Open S-3-Q 7826.33 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 82255.76 Day 57 2843.23 91-180 Days S-4-Q 15176.35 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 89563.18 Day 57 2833.14 <30 Days CB-3-Q 187.34 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86676.85 Day 57 6162.39 Open G-1-Q 12637.30 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 36364.79 Day 57 570.42 Open G-2-Q 7139.85 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 70947.86 Day 57 10059.17 30-90 Days G-3-Q 2541.87 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 84740.29 Day 57 12189.19 30-90 Days S-5-Q 9625.28 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 83578.37 Day 57 11163.34 91-180 Days S-6-Q 11420.35 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 97613.27 Day 57 9181.34 <30 Days S-7-Q 19509.82 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 78731.97 Day 57 5239.33 Open E-1-Q 14022.58 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108587.37 Day 57 3688.19 <30 Days E-2-Q 20517.36 Yes Liberty Mortgage Services Corp. Treasury