| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
113523.08 |
Day 12 |
12261.35 |
30-90 Days |
N-5 |
7354.23 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
13875.02 |
Day 12 |
1367.40 |
30-90 Days |
N-6 |
2315.66 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
92466.40 |
Day 12 |
12022.99 |
Open |
N-7 |
12961.29 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
45255.92 |
Day 12 |
6250.13 |
30-90 Days |
P-1 |
7780.02 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
19744.74 |
Day 12 |
840.27 |
<30 Days |
P-2 |
2772.52 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
94572.09 |
Day 12 |
9065.44 |
<30 Days |
S-8 |
2259.62 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
9529.67 |
Day 12 |
788.16 |
91-180 Days |
Y-1 |
1852.01 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
92718.91 |
Day 12 |
1913.06 |
91-180 Days |
Y-2 |
9328.01 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
53796.51 |
Day 12 |
6011.78 |
<30 Days |
Y-3 |
5563.39 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
102607.86 |
Day 12 |
12682.96 |
<30 Days |
Y-4 |
14515.06 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
63676.30 |
Day 12 |
8427.03 |
Open |
Z-1 |
2352.60 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
28084.82 |
Day 12 |
2278.15 |
91-180 Days |
A-2 |
370.23 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
28441.54 |
Day 12 |
561.82 |
Open |
A-3 |
3662.31 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
74926.33 |
Day 12 |
4528.82 |
30-90 Days |
A-4 |
12856.40 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
58225.45 |
Day 12 |
6750.04 |
91-180 Days |
A-5 |
3612.91 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
76925.93 |
Day 12 |
1817.78 |
30-90 Days |
CB-1 |
11200.61 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
99557.10 |
Day 12 |
9475.70 |
<30 Days |
CB-2 |
1605.39 |
Yes |
Liberty Wealth Management LLC |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
58852.70 |
Day 12 |
4937.39 |
Open |
CB-3 |
10840.20 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
53107.14 |
Day 12 |
7794.23 |
<30 Days |
E-1 |
483.47 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
82625.83 |
Day 12 |
3365.00 |
<30 Days |
E-2 |
2040.72 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
33686.09 |
Day 12 |
3315.65 |
<30 Days |
G-1 |
1964.39 |
Yes |
Liberty Wealth Management LLC |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
51640.78 |
Day 12 |
4586.61 |
<30 Days |
G-2 |
2819.03 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
46540.07 |
Day 12 |
5556.07 |
<30 Days |
G-3 |
397.05 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
109313.03 |
Day 12 |
849.50 |
<30 Days |
IG-1 |
10999.03 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
96971.03 |
Day 12 |
1574.70 |
30-90 Days |
IG-2 |
6040.07 |
No |
|
Operations |