| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
34104.36 |
>5 Yr |
3253.23 |
91-180 Days |
L-11 |
1734.67 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
49591.74 |
>5 Yr |
2282.69 |
30-90 Days |
L-2 |
5825.07 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
72380.11 |
>5 Yr |
995.80 |
30-90 Days |
L-3 |
3678.97 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
68437.23 |
>5 Yr |
2635.98 |
Open |
L-4 |
12279.56 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
78673.93 |
>5 Yr |
2918.67 |
Open |
L-5 |
8569.71 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
77002.21 |
>5 Yr |
8441.50 |
Open |
L-6 |
3877.24 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
5377.50 |
>5 Yr |
465.09 |
91-180 Days |
L-7 |
815.15 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
41.07 |
>5 Yr |
5.75 |
30-90 Days |
L-8 |
0.65 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
73668.67 |
>5 Yr |
8825.63 |
Open |
L-9 |
1235.60 |
Yes |
Liberty Wealth Management LLC |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
18333.30 |
>5 Yr |
2085.49 |
<30 Days |
LC-1 |
533.31 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
23396.63 |
>5 Yr |
1472.83 |
91-180 Days |
LC-2 |
2794.70 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
11158.34 |
>5 Yr |
744.72 |
30-90 Days |
N-1 |
1174.31 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
64142.74 |
>5 Yr |
3288.23 |
30-90 Days |
N-2 |
5953.06 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
100474.68 |
>5 Yr |
10894.14 |
<30 Days |
N-3 |
4015.88 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
84306.20 |
>5 Yr |
1745.38 |
Open |
N-4 |
15182.06 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
44432.36 |
>5 Yr |
2075.89 |
91-180 Days |
N-5 |
2380.95 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
24731.75 |
>5 Yr |
1876.87 |
Open |
N-6 |
4817.67 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
60014.09 |
>5 Yr |
3522.53 |
91-180 Days |
N-7 |
1781.50 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
31680.75 |
>5 Yr |
3304.87 |
30-90 Days |
P-1 |
1051.40 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
19672.56 |
>5 Yr |
1479.17 |
91-180 Days |
P-2 |
916.21 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
87039.72 |
>5 Yr |
1042.14 |
91-180 Days |
S-8 |
15283.99 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
23163.04 |
>5 Yr |
862.34 |
30-90 Days |
Y-1 |
3172.99 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
49031.22 |
>5 Yr |
4604.52 |
Open |
Y-2 |
9268.48 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
7114.42 |
>5 Yr |
839.35 |
Open |
Y-3 |
100.52 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
94525.86 |
>5 Yr |
6512.85 |
91-180 Days |
Y-4 |
5500.36 |
No |
|
Risk Management |