| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
42054.98 |
Day 2 |
471.21 |
91-180 Days |
N-5 |
4885.74 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
81055.40 |
Day 2 |
2008.63 |
30-90 Days |
N-6 |
16179.07 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
2467.23 |
Day 2 |
358.75 |
Open |
N-7 |
398.56 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
41499.34 |
Day 2 |
6211.50 |
30-90 Days |
P-1 |
1531.95 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
103546.77 |
Day 2 |
681.18 |
91-180 Days |
P-2 |
2472.63 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
21768.89 |
Day 2 |
1563.38 |
Open |
S-8 |
3236.29 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
34144.24 |
Day 2 |
5004.17 |
30-90 Days |
Y-1 |
6533.67 |
Yes |
Liberty Wealth Management LLC |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
73470.28 |
Day 2 |
7400.58 |
<30 Days |
Y-2 |
12729.46 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
32584.89 |
Day 2 |
2771.31 |
91-180 Days |
Y-3 |
1891.66 |
Yes |
Liberty Wealth Management LLC |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
79180.73 |
Day 2 |
4801.30 |
<30 Days |
Y-4 |
5914.13 |
Yes |
Liberty Capital Markets Inc. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
48564.01 |
Day 2 |
2363.10 |
91-180 Days |
Z-1 |
2662.67 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
92311.52 |
Day 2 |
10320.05 |
<30 Days |
A-2 |
7852.91 |
Yes |
Liberty International Finance Ltd. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
102047.87 |
Day 2 |
11118.94 |
91-180 Days |
A-3 |
3162.94 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
90444.17 |
Day 2 |
6724.61 |
<30 Days |
A-4 |
3173.16 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
22181.16 |
Day 2 |
1298.81 |
Open |
A-5 |
1887.35 |
Yes |
Liberty Mortgage Services Corp. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
71363.33 |
Day 2 |
1606.01 |
<30 Days |
CB-1 |
7795.50 |
Yes |
Liberty Wealth Management LLC |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
111937.42 |
Day 2 |
3940.15 |
<30 Days |
CB-2 |
12948.52 |
Yes |
Liberty Capital Markets Inc. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
15386.44 |
Day 2 |
267.80 |
Open |
CB-3 |
664.87 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
113027.95 |
Day 2 |
5860.85 |
Open |
E-1 |
19954.59 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
99994.28 |
Day 2 |
0.20 |
30-90 Days |
E-2 |
13624.78 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
42824.38 |
Day 2 |
4741.22 |
Open |
G-1 |
4710.78 |
Yes |
Liberty Mortgage Services Corp. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
19931.10 |
Day 2 |
731.68 |
<30 Days |
G-2 |
3620.24 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
33382.47 |
Day 2 |
1480.07 |
91-180 Days |
G-3 |
5182.61 |
Yes |
Liberty Capital Markets Inc. |
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
Yes |
46588.45 |
Day 2 |
3493.87 |
91-180 Days |
IG-1 |
4975.52 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Debt Issuing SPE |
No |
70443.19 |
Day 2 |
2742.37 |
<30 Days |
IG-2 |
12978.83 |
No |
|
Treasury |