| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
51232.38 |
>2 Yr <= 3 Yr |
964.15 |
91-180 Days |
IG-2 |
2221.40 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
96802.18 |
>2 Yr <= 3 Yr |
7535.20 |
<30 Days |
S-1 |
16925.43 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
25051.79 |
>2 Yr <= 3 Yr |
1719.23 |
91-180 Days |
S-2 |
3172.03 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
90631.83 |
>2 Yr <= 3 Yr |
783.44 |
30-90 Days |
S-3 |
817.57 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
93967.64 |
>2 Yr <= 3 Yr |
6012.39 |
<30 Days |
S-4 |
14862.43 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
446.31 |
>2 Yr <= 3 Yr |
29.38 |
30-90 Days |
S-5 |
21.56 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
73349.26 |
>2 Yr <= 3 Yr |
6972.16 |
30-90 Days |
S-6 |
3496.31 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
71133.57 |
>2 Yr <= 3 Yr |
2928.62 |
91-180 Days |
S-7 |
9255.74 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
99746.46 |
>3 Yr <= 4 Yr |
14468.10 |
30-90 Days |
A-0-Q |
587.98 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
30747.18 |
>3 Yr <= 4 Yr |
1093.96 |
<30 Days |
A-1-Q |
4729.47 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
49380.83 |
>3 Yr <= 4 Yr |
5822.84 |
Open |
A-2-Q |
1699.63 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
84544.76 |
>3 Yr <= 4 Yr |
4699.50 |
91-180 Days |
A-3-Q |
9362.74 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
56862.11 |
>3 Yr <= 4 Yr |
5302.54 |
30-90 Days |
A-4-Q |
10352.34 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
8357.58 |
>3 Yr <= 4 Yr |
1025.25 |
30-90 Days |
A-5-Q |
1626.07 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
6583.89 |
>3 Yr <= 4 Yr |
454.74 |
91-180 Days |
CB-1-Q |
740.70 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
80564.47 |
>3 Yr <= 4 Yr |
8562.94 |
Open |
CB-2-Q |
12977.75 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
23914.44 |
>3 Yr <= 4 Yr |
1075.35 |
<30 Days |
S-1-Q |
1392.83 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
66644.23 |
>3 Yr <= 4 Yr |
821.83 |
91-180 Days |
S-2-Q |
12273.17 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
87068.07 |
>3 Yr <= 4 Yr |
3793.88 |
30-90 Days |
S-3-Q |
10171.04 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
112971.21 |
>3 Yr <= 4 Yr |
15098.00 |
<30 Days |
S-4-Q |
1101.16 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
79326.14 |
>3 Yr <= 4 Yr |
11258.75 |
30-90 Days |
CB-3-Q |
6271.24 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
64097.75 |
>3 Yr <= 4 Yr |
8772.82 |
<30 Days |
G-1-Q |
10588.21 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
62833.30 |
>3 Yr <= 4 Yr |
3967.48 |
<30 Days |
G-2-Q |
6140.35 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
82438.39 |
>3 Yr <= 4 Yr |
4589.97 |
Open |
G-3-Q |
13387.61 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
82802.23 |
>3 Yr <= 4 Yr |
7759.40 |
91-180 Days |
S-5-Q |
14637.87 |
No |
|
Treasury |