| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
97071.78 |
Day 11 |
7350.12 |
30-90 Days |
N-2 |
9204.18 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
69123.79 |
Day 11 |
7946.87 |
Open |
N-3 |
11794.52 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
4426.73 |
Day 11 |
458.60 |
Open |
N-4 |
62.93 |
Yes |
Liberty Wealth Management LLC |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
105614.31 |
Day 11 |
13696.59 |
91-180 Days |
N-5 |
19549.40 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
9741.07 |
Day 11 |
363.30 |
30-90 Days |
N-6 |
1742.94 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
51981.59 |
Day 11 |
4813.20 |
91-180 Days |
N-7 |
931.39 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
58000.17 |
Day 11 |
6966.89 |
30-90 Days |
P-1 |
4942.69 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
105547.96 |
Day 11 |
7770.61 |
Open |
P-2 |
4880.09 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
9471.46 |
Day 11 |
375.52 |
30-90 Days |
S-8 |
108.43 |
Yes |
Liberty Wealth Management LLC |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
3551.53 |
Day 11 |
110.77 |
30-90 Days |
Y-1 |
495.78 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
70538.24 |
Day 11 |
8777.90 |
Open |
Y-2 |
6659.39 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
99386.63 |
Day 11 |
400.64 |
<30 Days |
Y-3 |
18982.24 |
Yes |
Liberty Wealth Management LLC |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
57338.94 |
Day 11 |
3468.03 |
91-180 Days |
Y-4 |
11147.54 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
65699.92 |
Day 11 |
6313.34 |
30-90 Days |
Z-1 |
1667.25 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
35884.99 |
Day 11 |
2226.55 |
Open |
A-2 |
3435.43 |
Yes |
Liberty Wealth Management LLC |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
39627.93 |
Day 11 |
1891.06 |
Open |
A-3 |
395.88 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
49730.58 |
Day 11 |
3415.39 |
<30 Days |
A-4 |
6682.18 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
11441.23 |
Day 11 |
238.23 |
30-90 Days |
A-5 |
1822.54 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
40545.24 |
Day 11 |
3945.41 |
<30 Days |
CB-1 |
4315.81 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
53638.62 |
Day 11 |
7041.46 |
<30 Days |
CB-2 |
7081.81 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
29938.58 |
Day 11 |
2461.97 |
91-180 Days |
CB-3 |
2598.22 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
54538.41 |
Day 11 |
1389.92 |
91-180 Days |
E-1 |
2217.81 |
Yes |
Liberty Wealth Management LLC |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
Yes |
8049.92 |
Day 11 |
788.91 |
<30 Days |
E-2 |
1132.51 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
72119.80 |
Day 11 |
9190.05 |
91-180 Days |
G-1 |
8433.35 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Other Supranational |
No |
97161.62 |
Day 11 |
11411.16 |
91-180 Days |
G-2 |
7258.11 |
No |
|
Legal |