| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
103818.96 |
>5 Yr |
15375.11 |
<30 Days |
Y-2 |
13383.49 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
111073.35 |
>5 Yr |
16146.66 |
<30 Days |
Y-3 |
21955.64 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
67474.04 |
>5 Yr |
1831.87 |
30-90 Days |
Y-4 |
8699.19 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
79487.59 |
>5 Yr |
564.30 |
Open |
Z-1 |
9894.21 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
24547.52 |
>5 Yr |
7.94 |
30-90 Days |
A-2 |
2503.35 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
51226.56 |
>5 Yr |
5263.69 |
30-90 Days |
A-3 |
6106.29 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
35598.83 |
>5 Yr |
4049.28 |
Open |
A-4 |
2175.30 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
20329.61 |
>5 Yr |
1549.84 |
30-90 Days |
A-5 |
1587.36 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
34011.32 |
>5 Yr |
4660.94 |
<30 Days |
CB-1 |
248.70 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
90891.61 |
>5 Yr |
9276.14 |
Open |
CB-2 |
12020.99 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
111052.46 |
>5 Yr |
5430.52 |
<30 Days |
CB-3 |
20667.72 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
25194.56 |
>5 Yr |
1078.25 |
30-90 Days |
E-1 |
1292.49 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
84216.87 |
>5 Yr |
11560.27 |
91-180 Days |
E-2 |
14052.99 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
47041.48 |
>5 Yr |
106.02 |
91-180 Days |
G-1 |
686.61 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
20462.96 |
>5 Yr |
2603.25 |
91-180 Days |
G-2 |
3546.61 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
41264.56 |
>5 Yr |
2493.70 |
30-90 Days |
G-3 |
7885.95 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
16186.31 |
>5 Yr |
1742.24 |
91-180 Days |
IG-1 |
3095.43 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
102261.22 |
>5 Yr |
2176.48 |
91-180 Days |
IG-2 |
20161.06 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
90918.87 |
>5 Yr |
5401.14 |
30-90 Days |
S-1 |
796.37 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
42118.85 |
>5 Yr |
1682.60 |
Open |
S-2 |
1925.81 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
98331.37 |
>5 Yr |
9793.51 |
<30 Days |
S-3 |
9742.86 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
72003.36 |
>5 Yr |
9975.95 |
Open |
S-4 |
11393.06 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
72302.61 |
>5 Yr |
10047.86 |
Open |
S-5 |
3758.85 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
No |
62595.59 |
>5 Yr |
5289.50 |
<30 Days |
S-6 |
4992.81 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
GSE |
Yes |
33826.12 |
>5 Yr |
545.14 |
91-180 Days |
S-7 |
5646.09 |
Yes |
Liberty Mortgage Services Corp. |
Legal |