| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
67620.29 |
Day 40 |
8774.25 |
<30 Days |
A-2 |
3723.38 |
Yes |
Liberty Wealth Management LLC |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
35964.80 |
Day 40 |
4921.33 |
91-180 Days |
A-3 |
3227.88 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
88750.57 |
Day 40 |
5193.31 |
<30 Days |
A-4 |
11938.98 |
Yes |
Liberty Mortgage Services Corp. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
82551.62 |
Day 40 |
5241.99 |
30-90 Days |
A-5 |
10715.30 |
Yes |
Liberty Mortgage Services Corp. |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
32114.81 |
Day 40 |
169.83 |
<30 Days |
CB-1 |
2732.68 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
90785.70 |
Day 40 |
6011.24 |
91-180 Days |
CB-2 |
10385.66 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
102653.61 |
Day 40 |
5392.34 |
Open |
CB-3 |
9736.85 |
Yes |
Liberty Wealth Management LLC |
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
105972.61 |
Day 40 |
11928.10 |
<30 Days |
E-1 |
8713.24 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
101337.45 |
Day 40 |
12548.51 |
Open |
E-2 |
13938.83 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
30246.94 |
Day 40 |
4301.54 |
<30 Days |
G-1 |
689.55 |
Yes |
Liberty Mortgage Services Corp. |
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
87427.84 |
Day 40 |
3604.26 |
30-90 Days |
G-2 |
10258.43 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
45048.09 |
Day 40 |
3679.97 |
<30 Days |
G-3 |
5322.19 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
38850.85 |
Day 40 |
719.99 |
Open |
IG-1 |
4624.22 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
66826.65 |
Day 40 |
7228.96 |
30-90 Days |
IG-2 |
4963.24 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
84267.33 |
Day 40 |
8885.80 |
91-180 Days |
S-1 |
13514.22 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
64917.29 |
Day 40 |
1478.56 |
30-90 Days |
S-2 |
8278.99 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
57207.93 |
Day 40 |
6965.82 |
30-90 Days |
S-3 |
3043.56 |
No |
|
Legal |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
36974.96 |
Day 40 |
3443.59 |
30-90 Days |
S-4 |
6838.64 |
Yes |
Liberty Capital Markets Inc. |
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
96331.11 |
Day 40 |
11887.25 |
<30 Days |
S-5 |
17069.88 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
104760.46 |
Day 40 |
47.14 |
30-90 Days |
S-6 |
20628.05 |
No |
|
Risk Management |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
77272.43 |
Day 40 |
9127.93 |
<30 Days |
S-7 |
14280.93 |
No |
|
Operations |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
309.90 |
Day 41 |
16.62 |
Open |
A-0-Q |
13.88 |
Yes |
Liberty International Finance Ltd. |
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
11855.50 |
Day 41 |
772.61 |
Open |
A-1-Q |
1604.82 |
No |
|
Finance |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
No |
53248.36 |
Day 41 |
4342.66 |
30-90 Days |
A-2-Q |
8795.87 |
No |
|
Treasury |
| 2025-10-08 |
Liberty National Bank |
O.O.8 |
MTM Impact on Derivative Positions |
Sovereign |
Yes |
106544.82 |
Day 41 |
1470.97 |
30-90 Days |
A-3-Q |
8447.60 |
No |
|
Treasury |