| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
62615.45 |
Day 44 |
47.96 |
<30 Days |
N-7 |
9886.81 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
111839.77 |
Day 44 |
522.49 |
<30 Days |
P-1 |
7000.79 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
68069.67 |
Day 44 |
7774.30 |
Open |
P-2 |
7620.11 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
104696.73 |
Day 44 |
10583.72 |
91-180 Days |
S-8 |
10863.35 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
52404.13 |
Day 44 |
7165.73 |
30-90 Days |
Y-1 |
4810.93 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
80323.00 |
Day 44 |
3753.74 |
Open |
Y-2 |
9780.30 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
42333.36 |
Day 44 |
3627.70 |
<30 Days |
Y-3 |
1800.08 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
87236.86 |
Day 44 |
12332.86 |
Open |
Y-4 |
7116.36 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
99010.06 |
Day 44 |
4979.22 |
30-90 Days |
Z-1 |
1156.78 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
84128.64 |
Day 44 |
12244.35 |
<30 Days |
A-2 |
6583.24 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
74642.93 |
Day 44 |
1452.49 |
<30 Days |
A-3 |
10185.80 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
18011.12 |
Day 44 |
1773.60 |
Open |
A-4 |
1784.83 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
79130.25 |
Day 44 |
9739.39 |
30-90 Days |
A-5 |
8475.36 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
27127.24 |
Day 44 |
3523.55 |
<30 Days |
CB-1 |
3187.94 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
13409.71 |
Day 44 |
1004.76 |
91-180 Days |
CB-2 |
1384.88 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
69225.59 |
Day 44 |
3008.23 |
<30 Days |
CB-3 |
1069.10 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
73960.58 |
Day 44 |
7336.24 |
Open |
E-1 |
8054.36 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
7469.73 |
Day 44 |
898.08 |
Open |
E-2 |
521.12 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
44554.56 |
Day 44 |
6379.11 |
<30 Days |
G-1 |
7281.66 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
44479.64 |
Day 44 |
1058.90 |
<30 Days |
G-2 |
6929.70 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
96120.67 |
Day 44 |
13459.44 |
<30 Days |
G-3 |
11419.03 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
34497.96 |
Day 44 |
802.81 |
91-180 Days |
IG-1 |
6034.52 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
81530.97 |
Day 44 |
3038.31 |
Open |
IG-2 |
15768.65 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
42922.48 |
Day 44 |
321.35 |
<30 Days |
S-1 |
5940.68 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
57460.35 |
Day 44 |
888.30 |
91-180 Days |
S-2 |
709.23 |
No |
|
Operations |