Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

Home Contact Us Demo Reporting Entity

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 National Bank S.B.6 S.B.6: Carrying Value Adjustment A-1-Q 83 - 90 Days Day 17 808393014110.02 95086132928.72 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment IG-6 Day 7 Day 37 52325081952.32 608865156880.80 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment CB-1 Day 48 Day 52 164400442099.78 525761939874.13 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment S-6-Q >5 Yr >5 Yr 967999669663.00 417080981738.95 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment L-1 83 - 90 Days Day 19 83601633080.09 685075181162.77 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment IG-5 Day 41 Day 12 903954400906.77 544127166195.09 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment E-4 271 - 364 Days Day 8 989827430284.97 75719040960.07 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment IG-4 Day 19 Day 31 468122034871.27 825673658830.33 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-7-Q Day 31 180 - 270 Days 370843298961.91 623108959967.57 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment A-3-Q Open Day 10 202754741782.62 578845085563.70 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment S-4 Day 18 61 - 67 Days 11786067401.33 724860328764.64 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment P-1 Day 47 Day 27 832534210436.66 192621461540.36 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment P-2 Day 7 Day 22 105818693693.01 718653707513.86 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-10 Day 60 Day 17 516670226387.90 238690207244.49 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment S-2-Q Day 13 Day 12 801532876715.01 344267336066.67 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment IG-1 Day 60 Day 27 86689497792.64 514692802599.36 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment Y-3 >2 Yr <= 3 Yr Day 21 189700039763.50 516119243120.40 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment G-1 121 - 150 Days >= 1 Yr <= 2 Yr 924581795182.75 849928372533.00 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-5 Day 51 Day 5 509817733450.23 92357616344.68 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment E-10 Day 20 Day 30 346752178424.96 931049221337.47 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment N-2 Open Day 31 963659849772.82 88269372094.22 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment L-11 Day 44 Day 36 983576516337.68 460919538877.41 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 N-2 Day 9 Day 17 841567827174.71 515403311150.46 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment A-3-Q Day 12 Day 57 458547674738.88 225903341186.38 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment S-1-Q Day 13 >2 Yr <= 3 Yr 442069167794.52 79738641427.18 None Liberty Mortgage Services Corp.