| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
50080.10 |
Day 15 |
1702.51 |
30-90 Days |
Y-3 |
4859.47 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
77653.84 |
Day 15 |
10318.43 |
91-180 Days |
Y-4 |
7053.59 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
100449.06 |
Day 15 |
4168.12 |
<30 Days |
Z-1 |
12525.69 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
702.79 |
Day 15 |
36.65 |
<30 Days |
A-2 |
73.61 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
71757.61 |
Day 15 |
3836.44 |
91-180 Days |
A-3 |
13660.85 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
105766.88 |
Day 15 |
14952.43 |
30-90 Days |
A-4 |
5415.61 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
24349.34 |
Day 15 |
2362.78 |
<30 Days |
A-5 |
4858.88 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
103453.61 |
Day 15 |
3605.59 |
91-180 Days |
CB-1 |
16217.79 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
101354.17 |
Day 15 |
10089.63 |
30-90 Days |
CB-2 |
19509.21 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
67161.01 |
Day 15 |
8400.06 |
Open |
CB-3 |
7581.82 |
Yes |
Liberty Wealth Management LLC |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
91259.60 |
Day 15 |
7327.69 |
91-180 Days |
E-1 |
14860.75 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
24355.68 |
Day 15 |
2870.32 |
30-90 Days |
E-2 |
640.89 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
104472.32 |
Day 15 |
13665.43 |
30-90 Days |
G-1 |
16510.11 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
78877.08 |
Day 15 |
6320.31 |
30-90 Days |
G-2 |
6599.61 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
16849.38 |
Day 15 |
753.58 |
Open |
G-3 |
1814.26 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
111855.30 |
Day 15 |
1470.88 |
Open |
IG-1 |
6761.42 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
109756.09 |
Day 15 |
10865.06 |
91-180 Days |
IG-2 |
5662.61 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
102954.23 |
Day 15 |
6195.37 |
<30 Days |
S-1 |
5000.35 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
73010.63 |
Day 15 |
5165.22 |
91-180 Days |
S-2 |
2114.23 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
111147.02 |
Day 15 |
11820.19 |
<30 Days |
S-3 |
21120.46 |
Yes |
Liberty Wealth Management LLC |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
15893.77 |
Day 15 |
411.56 |
30-90 Days |
S-4 |
677.77 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
57632.17 |
Day 15 |
2074.04 |
<30 Days |
S-5 |
1109.43 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
69578.93 |
Day 15 |
7164.55 |
91-180 Days |
S-6 |
9950.65 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
9828.04 |
Day 15 |
384.17 |
<30 Days |
S-7 |
980.02 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
292.23 |
Day 16 |
6.97 |
<30 Days |
A-0-Q |
14.11 |
No |
|
Treasury |