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 L-8 83 - 90 Days Day 59 373519779583.86 800585339764.39 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment E-6 91 - 120 Days Day 1 165597509169.66 343480588319.56 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-4-Q Day 10 Day 48 449559175243.20 979163837137.68 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment N-4 Day 48 Day 28 495691636753.53 756908166628.17 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment L-10 Day 22 75 - 82 Days 566266558762.11 789451776825.65 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment CB-3 Day 1 Perpetual 927903933917.93 301142197576.01 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment Y-1 180 - 270 Days Day 33 462932607088.33 529895345541.58 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment N-7 Day 24 Day 7 531931067146.53 25174238829.17 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-4 Day 37 >5 Yr 657330961315.65 889599366972.69 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment Y-4 121 - 150 Days Day 57 511177359483.55 618337954722.43 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-4-Q Day 17 Day 36 804568165133.95 375080431381.72 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment A-2-Q Day 57 Day 38 512604717816.15 293265394450.09 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment S-5-Q Day 58 Perpetual 986375306786.81 547740178459.06 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-3-Q Open Day 59 709459529155.64 976760258141.63 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment E-10 Day 49 >2 Yr <= 3 Yr 485302825401.54 757881654161.37 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 G-4 >2 Yr <= 3 Yr Day 49 708318449780.58 433546587479.91 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment A-2-Q 91 - 120 Days Perpetual 977969703545.27 8489884475.75 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 A-3-Q Day 32 Day 32 813272694960.29 720583709860.05 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment N-7 Day 8 Day 40 873164468262.86 846595520469.17 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment C-1 Day 31 Day 29 15078554120.57 355933337338.25 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment A-2 Day 32 Perpetual 992438894469.70 466278132782.28 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 IG-7 Day 20 Day 10 254001116138.85 167121582885.51 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 S-6 Day 22 68 - 74 Days 870132311062.48 861001342352.92 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment N-7 Day 12 Day 21 385611326109.63 210758393884.88 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment IG-1-Q Day 58 Day 34 464405686041.56 788578855375.65 None Liberty Financial Group, Inc. - Parent Company Only