| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
59146.80 |
>3 Yr <= 4 Yr |
5556.67 |
30-90 Days |
L-3 |
10924.68 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
76444.17 |
>3 Yr <= 4 Yr |
8779.39 |
<30 Days |
L-4 |
4401.97 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
104370.75 |
>3 Yr <= 4 Yr |
9806.38 |
Open |
L-5 |
20705.60 |
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 |
Yes |
89307.36 |
>3 Yr <= 4 Yr |
2861.78 |
91-180 Days |
L-6 |
17183.53 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
3909.48 |
>3 Yr <= 4 Yr |
204.83 |
30-90 Days |
L-7 |
666.85 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
83827.27 |
>3 Yr <= 4 Yr |
11915.37 |
Open |
L-8 |
13660.21 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
106417.10 |
>3 Yr <= 4 Yr |
13490.46 |
<30 Days |
L-9 |
20918.30 |
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 |
52225.06 |
>3 Yr <= 4 Yr |
5264.79 |
<30 Days |
LC-1 |
1598.37 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
54173.21 |
>3 Yr <= 4 Yr |
4895.19 |
30-90 Days |
LC-2 |
7370.74 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
70308.29 |
>3 Yr <= 4 Yr |
2609.64 |
<30 Days |
N-1 |
12664.46 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
50767.16 |
>3 Yr <= 4 Yr |
520.40 |
Open |
N-2 |
2176.39 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
75765.96 |
>3 Yr <= 4 Yr |
9304.37 |
91-180 Days |
N-3 |
12974.04 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
23460.74 |
>3 Yr <= 4 Yr |
2645.51 |
30-90 Days |
N-4 |
4152.93 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
82419.95 |
>3 Yr <= 4 Yr |
5509.50 |
Open |
N-5 |
8579.43 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
37653.00 |
>3 Yr <= 4 Yr |
3238.62 |
<30 Days |
N-6 |
316.12 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
50635.03 |
>3 Yr <= 4 Yr |
4520.74 |
30-90 Days |
N-7 |
6903.38 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
3365.77 |
>3 Yr <= 4 Yr |
253.40 |
Open |
P-1 |
425.25 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
15728.05 |
>3 Yr <= 4 Yr |
423.63 |
30-90 Days |
P-2 |
1883.24 |
Yes |
Liberty International Finance Ltd. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
57827.53 |
>3 Yr <= 4 Yr |
2283.56 |
30-90 Days |
S-8 |
9790.44 |
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 |
Yes |
85004.31 |
>3 Yr <= 4 Yr |
3116.55 |
<30 Days |
Y-1 |
14156.38 |
Yes |
Liberty Capital Markets Inc. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
18982.99 |
>3 Yr <= 4 Yr |
268.10 |
30-90 Days |
Y-2 |
2918.64 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
65939.22 |
>3 Yr <= 4 Yr |
9185.50 |
30-90 Days |
Y-3 |
6830.96 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
78178.80 |
>3 Yr <= 4 Yr |
10626.44 |
91-180 Days |
Y-4 |
1772.96 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
No |
11216.99 |
>3 Yr <= 4 Yr |
300.16 |
30-90 Days |
Z-1 |
1642.35 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Investment Company or Advisor |
Yes |
15674.01 |
>3 Yr <= 4 Yr |
2034.05 |
<30 Days |
A-2 |
1121.32 |
Yes |
Liberty International Finance Ltd. |
Risk Management |