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 61533.93 151 - 179 Days 6824.93 Open IG-2 5890.61 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 81014.30 151 - 179 Days 9265.78 <30 Days S-1 1666.25 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 87496.82 151 - 179 Days 12631.05 <30 Days S-2 12502.23 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 113707.19 151 - 179 Days 1225.40 <30 Days S-3 4652.02 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 83428.74 151 - 179 Days 9988.34 91-180 Days S-4 4560.04 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 94866.26 151 - 179 Days 1826.34 Open S-5 3027.74 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 14393.15 151 - 179 Days 1609.04 <30 Days S-6 909.35 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 91130.49 151 - 179 Days 3850.53 91-180 Days S-7 3472.47 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 61775.92 180 - 270 Days 4196.15 Open A-0-Q 5376.58 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 103796.51 180 - 270 Days 15518.10 Open A-1-Q 10927.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 83089.94 180 - 270 Days 8648.98 Open A-2-Q 10656.06 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 100702.56 180 - 270 Days 7522.95 Open A-3-Q 14962.09 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 37744.71 180 - 270 Days 3291.52 <30 Days A-4-Q 4906.56 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 2919.42 180 - 270 Days 281.77 91-180 Days A-5-Q 502.97 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 70865.93 180 - 270 Days 7983.26 Open CB-1-Q 2223.76 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27593.72 180 - 270 Days 3318.42 Open CB-2-Q 2409.27 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 62987.34 180 - 270 Days 3427.52 91-180 Days S-1-Q 10161.23 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 110983.60 180 - 270 Days 14214.48 <30 Days S-2-Q 8007.16 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 75621.69 180 - 270 Days 4305.78 91-180 Days S-3-Q 8803.39 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 90010.17 180 - 270 Days 2926.99 91-180 Days S-4-Q 3500.41 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 102030.72 180 - 270 Days 14126.79 Open CB-3-Q 474.48 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 50007.14 180 - 270 Days 102.52 Open G-1-Q 9962.48 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 27584.48 180 - 270 Days 35.91 30-90 Days G-2-Q 4415.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 24430.18 180 - 270 Days 684.67 91-180 Days G-3-Q 1280.85 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 76064.12 180 - 270 Days 7371.43 <30 Days S-5-Q 11720.66 Yes Liberty Wealth Management LLC Risk Management