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 112463.95 83 - 90 Days 4437.39 Open CB-2 1984.26 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 76307.35 83 - 90 Days 6969.84 91-180 Days CB-3 5078.54 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 87970.47 83 - 90 Days 5124.64 Open E-1 1910.17 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 26102.00 83 - 90 Days 2169.71 91-180 Days E-2 4911.42 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 74700.74 83 - 90 Days 3452.05 Open G-1 7244.23 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 18710.58 83 - 90 Days 205.15 Open G-2 233.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108204.79 83 - 90 Days 7886.53 <30 Days G-3 636.71 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 78290.27 83 - 90 Days 7729.85 Open IG-1 15145.82 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94593.87 83 - 90 Days 12836.94 <30 Days IG-2 18348.88 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 21579.27 83 - 90 Days 170.32 91-180 Days S-1 2979.45 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 29126.14 83 - 90 Days 3596.62 Open S-2 2169.28 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 30015.74 83 - 90 Days 3547.88 30-90 Days S-3 2615.72 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 56260.95 83 - 90 Days 557.44 30-90 Days S-4 9322.69 Yes Liberty International Finance Ltd. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 13106.69 83 - 90 Days 1452.33 91-180 Days S-5 521.42 Yes Liberty International Finance Ltd. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61136.05 83 - 90 Days 6346.07 <30 Days S-6 2573.68 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 13375.41 83 - 90 Days 1625.56 91-180 Days S-7 957.23 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 1496.57 91 - 120 Days 31.49 91-180 Days A-0-Q 130.56 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 60656.61 91 - 120 Days 3220.33 <30 Days A-1-Q 457.25 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94043.32 91 - 120 Days 5841.82 30-90 Days A-2-Q 10909.67 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102880.52 91 - 120 Days 7844.64 30-90 Days A-3-Q 19505.78 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 5307.19 91 - 120 Days 106.23 91-180 Days A-4-Q 7.87 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 26837.71 91 - 120 Days 3771.05 30-90 Days A-5-Q 3942.88 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 64635.19 91 - 120 Days 7591.52 <30 Days CB-1-Q 1821.85 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 65073.58 91 - 120 Days 7460.84 <30 Days CB-2-Q 6153.78 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 41336.06 91 - 120 Days 468.85 30-90 Days S-1-Q 4726.96 No Operations