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 National Bank S.B.6 S.B.6: Carrying Value Adjustment A-3-Q Day 59 Day 37 430316944459.80 740082350861.43 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment IG-3 Day 59 Day 1 49767113090.25 415294044616.02 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment C-1 Day 54 Day 31 799779839062.24 768087755621.70 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-2-Q 83 - 90 Days Day 2 228829067178.49 29301713162.72 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 58 Day 31 110718199784.96 629310520694.44 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment G-3-Q Day 18 Day 3 849251862720.44 865951808397.77 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment N-7 Day 44 Day 19 239048152453.99 758122377233.73 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment G-3 Day 50 Day 53 520029221827.54 913926996048.28 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment IG-3 61 - 67 Days Day 45 802113418217.27 39942907973.53 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-5 Day 22 >3 Yr <= 4 Yr 220452885192.77 507068451558.75 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment IG-3 Day 48 Day 5 510901962703.47 873859382819.44 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment C-1 Day 31 Day 42 385201730205.66 923282624325.81 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-7 Day 22 Day 60 73115327363.87 615391404101.10 None Liberty Financial Group, Inc. - Global Consolidated Entity