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 107657.51 >5 Yr 13729.33 30-90 Days S-2 7143.82 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 69944.52 >5 Yr 7299.25 Open S-3 6485.34 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 97909.52 >5 Yr 14472.94 91-180 Days S-4 13974.89 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 17648.90 >5 Yr 327.85 30-90 Days S-5 2229.28 No Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 75229.28 >5 Yr 3602.25 <30 Days S-6 7478.17 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108703.56 >5 Yr 960.05 <30 Days S-7 19536.22 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 75135.11 Perpetual 1042.59 <30 Days A-0-Q 6012.07 No Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 22671.38 Perpetual 26.06 30-90 Days A-1-Q 2248.07 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 49303.34 Perpetual 1331.25 30-90 Days A-2-Q 6354.22 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 103908.06 Perpetual 6059.75 Open A-3-Q 6639.69 No Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 19251.08 Perpetual 1577.72 <30 Days A-4-Q 411.40 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 51760.53 Perpetual 2563.32 <30 Days A-5-Q 9247.33 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 57383.75 Perpetual 3680.93 91-180 Days CB-1-Q 7699.97 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 33168.37 Perpetual 3863.77 <30 Days CB-2-Q 4019.70 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 108665.14 Perpetual 12710.40 <30 Days S-1-Q 9881.76 Yes Liberty International Finance Ltd. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 106993.92 Perpetual 4513.69 91-180 Days S-2-Q 1462.15 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 29822.20 Perpetual 2243.29 91-180 Days S-3-Q 478.97 No Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 91861.56 Perpetual 11960.53 Open S-4-Q 1030.06 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 73972.01 Perpetual 8377.04 30-90 Days CB-3-Q 11311.82 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 33750.91 Perpetual 1245.60 <30 Days G-1-Q 339.69 Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund No 22772.67 Perpetual 1116.90 <30 Days G-2-Q 1393.46 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 29657.41 Perpetual 1368.56 <30 Days G-3-Q 3564.84 No Operations
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 104783.14 Perpetual 10887.54 91-180 Days S-5-Q 4363.69 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 62960.41 Perpetual 1108.30 30-90 Days S-6-Q 9198.74 Yes Liberty International Finance Ltd. Legal
2025-10-08 Liberty National Bank O.O.8 MTM Impact on Derivative Positions Pension Fund Yes 41781.59 Perpetual 155.40 30-90 Days S-7-Q 7892.67 Yes Liberty Capital Markets Inc. Legal