Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.B.6: Carrying Value Adjustment

Report Date Reporting Entity PID Product Counterparty Collection Reference Product Reference Sub Product Reference Collateral Class Maturity Bucket Effective Maturity Bucket Encumbrance Type Market Value Maturity Amount Collateral Value G-SIB Risk Weight Internal Internal Counterparty
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment N-3 75 - 82 Days Day 6 409992305211.97 146656112919.28 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment A-1-Q Day 51 >2 Yr <= 3 Yr 129422334006.67 594552501602.47 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment S-7 Day 58 121 - 150 Days 28791591289.94 196589426115.88 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment G-2-Q Day 22 Day 12 474617283989.30 613353402916.88 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment CB-2-Q Day 10 Day 33 734054427997.09 62877407427.23 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment CB-3 Day 34 Day 40 344807517498.87 474898574463.12 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment LC-2 Day 44 121 - 150 Days 636685169470.59 129610839196.47 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment N-3 Day 52 Day 26 611337583247.33 444121490243.90 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment N-7 Day 34 Day 2 272430666187.14 761444107741.71 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-2 Day 29 83 - 90 Days 509346149571.63 346781951005.87 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment CB-3 Day 10 Day 5 331860352128.24 459525979717.06 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment CB-2-Q Day 19 Day 23 493864229217.56 536524083098.76 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment S-4 Day 48 Day 35 322814746112.03 55849750758.00 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment CB-2 Day 27 Day 3 355689558840.04 408718721977.22 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment P-2 Day 46 Day 38 253744674950.99 553932081226.84 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment N-3 Day 26 Day 25 114919654763.22 87677892094.80 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment CB-2 Day 44 >5 Yr 779415590908.77 402682325174.30 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment P-2 Day 21 Day 6 41952910964.73 866126473341.84 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment L-9 Day 46 Day 27 247615337232.58 587610823266.91 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment C-1 Day 21 75 - 82 Days 985616206556.72 134503493915.29 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment CB-1-Q >3 Yr <= 4 Yr Day 35 187883197929.88 185125249990.28 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment E-6 Day 43 Day 50 879635532671.61 912016049059.49 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment Z-1 Day 44 Day 21 369804324242.23 484235134032.48 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment N-6 Day 10 Day 13 522251599141.29 324365066713.85 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment L-8 Day 11 Day 24 436074632729.30 237034263633.69 None Liberty Capital Markets Inc.