| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
53286.62 |
Day 26 |
1839.44 |
30-90 Days |
P-2 |
8251.24 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
99803.41 |
Day 26 |
13993.30 |
<30 Days |
S-8 |
15007.33 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
99263.97 |
Day 26 |
8001.69 |
30-90 Days |
Y-1 |
15584.98 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
4425.50 |
Day 26 |
453.55 |
30-90 Days |
Y-2 |
125.64 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
52000.01 |
Day 26 |
3717.48 |
Open |
Y-3 |
6475.01 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
19225.54 |
Day 26 |
640.33 |
30-90 Days |
Y-4 |
1880.15 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
27313.39 |
Day 26 |
19.43 |
<30 Days |
Z-1 |
4357.33 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
53002.07 |
Day 26 |
6533.62 |
30-90 Days |
A-2 |
1672.26 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
32006.48 |
Day 26 |
3507.21 |
91-180 Days |
A-3 |
5293.40 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
48201.67 |
Day 26 |
2553.29 |
30-90 Days |
A-4 |
737.72 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
97596.67 |
Day 26 |
577.42 |
91-180 Days |
A-5 |
14676.26 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
51360.20 |
Day 26 |
1046.57 |
<30 Days |
CB-1 |
1899.98 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
3933.47 |
Day 26 |
391.59 |
<30 Days |
CB-2 |
75.61 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
86745.98 |
Day 26 |
3866.18 |
91-180 Days |
CB-3 |
13491.90 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
91331.09 |
Day 26 |
8654.89 |
Open |
E-1 |
1096.70 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
905.21 |
Day 26 |
97.19 |
91-180 Days |
E-2 |
53.98 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
98626.15 |
Day 26 |
9781.87 |
<30 Days |
G-1 |
3577.18 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
81498.06 |
Day 26 |
4231.84 |
30-90 Days |
G-2 |
4591.24 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
66923.00 |
Day 26 |
3601.39 |
30-90 Days |
G-3 |
10751.02 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
53962.17 |
Day 26 |
1345.65 |
30-90 Days |
IG-1 |
10726.54 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
58881.44 |
Day 26 |
5766.15 |
<30 Days |
IG-2 |
1598.07 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
65682.94 |
Day 26 |
7582.73 |
30-90 Days |
S-1 |
1265.70 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
100306.10 |
Day 26 |
6571.00 |
91-180 Days |
S-2 |
16901.31 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
23631.25 |
Day 26 |
2257.60 |
91-180 Days |
S-3 |
4530.18 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
32346.22 |
Day 26 |
2113.20 |
Open |
S-4 |
1998.70 |
No |
|
Operations |