| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
81054.69 |
Day 42 |
1423.21 |
30-90 Days |
Y-2 |
651.76 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
93227.79 |
Day 42 |
10268.99 |
30-90 Days |
Y-3 |
760.62 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
48951.26 |
Day 42 |
4301.29 |
30-90 Days |
Y-4 |
2186.04 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
71851.85 |
Day 42 |
6897.34 |
30-90 Days |
Z-1 |
5261.85 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
39023.97 |
Day 42 |
81.96 |
30-90 Days |
A-2 |
6977.69 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
2836.18 |
Day 42 |
414.81 |
<30 Days |
A-3 |
61.33 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
44301.35 |
Day 42 |
4562.18 |
91-180 Days |
A-4 |
143.40 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
34796.76 |
Day 42 |
3017.08 |
91-180 Days |
A-5 |
3860.01 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
77655.97 |
Day 42 |
5986.49 |
91-180 Days |
CB-1 |
1949.24 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
110227.40 |
Day 42 |
6353.72 |
Open |
CB-2 |
8332.91 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
84344.51 |
Day 42 |
3110.30 |
91-180 Days |
CB-3 |
9483.91 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
39805.43 |
Day 42 |
4697.09 |
30-90 Days |
E-1 |
3918.73 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
73490.55 |
Day 42 |
9769.34 |
Open |
E-2 |
9806.12 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
11177.08 |
Day 42 |
580.04 |
91-180 Days |
G-1 |
247.04 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
46154.12 |
Day 42 |
1417.83 |
<30 Days |
G-2 |
8349.78 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
55730.04 |
Day 42 |
6730.40 |
Open |
G-3 |
6500.11 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
48429.89 |
Day 42 |
6867.50 |
30-90 Days |
IG-1 |
2499.14 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
91721.27 |
Day 42 |
396.97 |
Open |
IG-2 |
10264.67 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
107133.13 |
Day 42 |
4029.95 |
91-180 Days |
S-1 |
8499.44 |
Yes |
Liberty International Finance Ltd. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
16022.17 |
Day 42 |
337.21 |
<30 Days |
S-2 |
2828.60 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
64774.97 |
Day 42 |
5170.79 |
91-180 Days |
S-3 |
6647.83 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
46377.77 |
Day 42 |
1410.59 |
91-180 Days |
S-4 |
1220.32 |
Yes |
Liberty International Finance Ltd. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
6770.58 |
Day 42 |
448.10 |
91-180 Days |
S-5 |
750.64 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
69439.88 |
Day 42 |
3753.90 |
30-90 Days |
S-6 |
9765.72 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
30804.11 |
Day 42 |
3499.90 |
30-90 Days |
S-7 |
4844.52 |
Yes |
Liberty International Finance Ltd. |
Treasury |