| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
12345.28 |
68 - 74 Days |
1400.34 |
<30 Days |
N-5 |
379.99 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
28109.00 |
68 - 74 Days |
3251.88 |
91-180 Days |
N-6 |
1634.17 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
63623.35 |
68 - 74 Days |
7048.88 |
91-180 Days |
N-7 |
3239.64 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
66218.66 |
68 - 74 Days |
4079.04 |
<30 Days |
P-1 |
1535.64 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
6398.71 |
68 - 74 Days |
244.84 |
<30 Days |
P-2 |
1074.82 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
29640.55 |
68 - 74 Days |
614.71 |
<30 Days |
S-8 |
11.67 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
69704.07 |
68 - 74 Days |
6473.99 |
91-180 Days |
Y-1 |
8259.95 |
Yes |
Liberty Wealth Management LLC |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
82207.51 |
68 - 74 Days |
7228.28 |
30-90 Days |
Y-2 |
14672.72 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
35301.01 |
68 - 74 Days |
4034.15 |
30-90 Days |
Y-3 |
3854.07 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
51064.96 |
68 - 74 Days |
5100.48 |
Open |
Y-4 |
1502.10 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
21260.84 |
68 - 74 Days |
1845.96 |
Open |
Z-1 |
3498.57 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
68518.67 |
68 - 74 Days |
4828.83 |
91-180 Days |
A-2 |
12672.94 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
28885.96 |
68 - 74 Days |
3190.93 |
<30 Days |
A-3 |
909.11 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
68637.82 |
68 - 74 Days |
1103.04 |
<30 Days |
A-4 |
13142.41 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
46899.12 |
68 - 74 Days |
6801.11 |
30-90 Days |
A-5 |
7545.06 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
60154.22 |
68 - 74 Days |
1635.32 |
91-180 Days |
CB-1 |
10398.88 |
Yes |
Liberty Wealth Management LLC |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
27606.26 |
68 - 74 Days |
1559.67 |
91-180 Days |
CB-2 |
4866.80 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
98417.75 |
68 - 74 Days |
6315.40 |
Open |
CB-3 |
5298.31 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
96282.28 |
68 - 74 Days |
11551.13 |
<30 Days |
E-1 |
11652.86 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
101404.40 |
68 - 74 Days |
11514.35 |
Open |
E-2 |
3415.99 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
26975.69 |
68 - 74 Days |
1726.15 |
30-90 Days |
G-1 |
4656.07 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
57792.44 |
68 - 74 Days |
7331.84 |
<30 Days |
G-2 |
9863.13 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
55934.35 |
68 - 74 Days |
427.08 |
Open |
G-3 |
6950.63 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
95140.95 |
68 - 74 Days |
13707.46 |
30-90 Days |
IG-1 |
11633.68 |
Yes |
Liberty Wealth Management LLC |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
60986.15 |
68 - 74 Days |
2625.77 |
<30 Days |
IG-2 |
6654.94 |
No |
|
Risk Management |