| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
5418.90 |
>2 Yr <= 3 Yr |
780.66 |
91-180 Days |
N-7 |
407.52 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
18240.92 |
>2 Yr <= 3 Yr |
2143.20 |
30-90 Days |
P-1 |
1113.88 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
102695.46 |
>2 Yr <= 3 Yr |
11518.99 |
Open |
P-2 |
10352.91 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
53239.78 |
>2 Yr <= 3 Yr |
1118.49 |
91-180 Days |
S-8 |
10229.81 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
57618.06 |
>2 Yr <= 3 Yr |
500.10 |
91-180 Days |
Y-1 |
9144.98 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
91237.49 |
>2 Yr <= 3 Yr |
2984.50 |
Open |
Y-2 |
10737.59 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
74085.58 |
>2 Yr <= 3 Yr |
1402.71 |
<30 Days |
Y-3 |
4805.10 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
31737.75 |
>2 Yr <= 3 Yr |
2174.33 |
30-90 Days |
Y-4 |
6050.59 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
58379.05 |
>2 Yr <= 3 Yr |
3977.25 |
Open |
Z-1 |
5215.19 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
37050.26 |
>2 Yr <= 3 Yr |
3578.21 |
Open |
A-2 |
282.84 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
90303.14 |
>2 Yr <= 3 Yr |
10559.89 |
Open |
A-3 |
5492.10 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
102497.90 |
>2 Yr <= 3 Yr |
11533.65 |
91-180 Days |
A-4 |
11218.83 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
79022.43 |
>2 Yr <= 3 Yr |
4431.29 |
91-180 Days |
A-5 |
2042.87 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
96334.50 |
>2 Yr <= 3 Yr |
5804.23 |
Open |
CB-1 |
998.66 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
96708.65 |
>2 Yr <= 3 Yr |
1688.53 |
Open |
CB-2 |
16054.24 |
Yes |
Liberty Wealth Management LLC |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
94423.45 |
>2 Yr <= 3 Yr |
13250.66 |
30-90 Days |
CB-3 |
15577.53 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
101831.31 |
>2 Yr <= 3 Yr |
12917.47 |
30-90 Days |
E-1 |
3843.00 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
10215.62 |
>2 Yr <= 3 Yr |
1452.03 |
30-90 Days |
E-2 |
1830.47 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
14802.11 |
>2 Yr <= 3 Yr |
2064.13 |
30-90 Days |
G-1 |
2061.55 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
53921.02 |
>2 Yr <= 3 Yr |
447.71 |
30-90 Days |
G-2 |
2214.85 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
9550.03 |
>2 Yr <= 3 Yr |
620.65 |
<30 Days |
G-3 |
884.06 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
7352.97 |
>2 Yr <= 3 Yr |
946.10 |
<30 Days |
IG-1 |
1152.15 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
112207.54 |
>2 Yr <= 3 Yr |
8604.09 |
91-180 Days |
IG-2 |
8114.88 |
Yes |
Liberty Wealth Management LLC |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
19619.39 |
>2 Yr <= 3 Yr |
2686.52 |
91-180 Days |
S-1 |
2951.27 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
61864.12 |
>2 Yr <= 3 Yr |
5388.44 |
<30 Days |
S-2 |
12070.69 |
No |
|
Legal |