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 34231.59 75 - 82 Days 2403.17 91-180 Days S-6 1378.13 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73454.40 75 - 82 Days 2996.96 30-90 Days S-7 5937.02 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94665.25 83 - 90 Days 679.66 <30 Days A-0-Q 13861.99 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 79462.38 83 - 90 Days 3147.36 Open A-1-Q 12713.72 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 17372.37 83 - 90 Days 2205.37 91-180 Days A-2-Q 1507.00 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 111634.22 83 - 90 Days 1187.42 91-180 Days A-3-Q 3853.29 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 74111.19 83 - 90 Days 4580.21 <30 Days A-4-Q 3831.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 94485.20 83 - 90 Days 13172.58 30-90 Days A-5-Q 10154.27 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 111600.43 83 - 90 Days 9943.19 Open CB-1-Q 2245.38 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 26848.54 83 - 90 Days 1435.94 <30 Days CB-2-Q 3755.47 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 4725.27 83 - 90 Days 537.35 91-180 Days S-1-Q 302.69 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 19795.76 83 - 90 Days 488.92 <30 Days S-2-Q 482.70 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5836.32 83 - 90 Days 413.10 <30 Days S-3-Q 982.89 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 110836.83 83 - 90 Days 14884.66 91-180 Days S-4-Q 15690.91 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 8386.51 83 - 90 Days 941.96 30-90 Days CB-3-Q 369.67 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 51677.92 83 - 90 Days 5904.52 91-180 Days G-1-Q 5889.66 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 35573.17 83 - 90 Days 4571.49 Open G-2-Q 2062.34 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 36939.22 83 - 90 Days 2211.17 <30 Days G-3-Q 3483.28 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 59461.06 83 - 90 Days 5516.09 Open S-5-Q 2309.03 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 101802.98 83 - 90 Days 13223.38 91-180 Days S-6-Q 11143.76 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 9165.63 83 - 90 Days 635.09 Open S-7-Q 72.21 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73713.48 83 - 90 Days 358.81 Open E-1-Q 4855.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 104963.26 83 - 90 Days 415.38 30-90 Days E-2-Q 8291.01 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 17103.66 83 - 90 Days 2457.33 Open IG-1-Q 3085.91 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 86162.18 83 - 90 Days 8234.02 Open IG-2-Q 539.86 Yes Liberty Capital Markets Inc. Legal