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 Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment E-7 Day 59 Day 34 572195822492.94 144930941511.06 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment CB-1 Day 33 Day 56 385646169971.65 829065641687.12 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment Y-3 >= 1 Yr <= 2 Yr Day 58 875499524267.86 304876027885.59 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment A-5 Day 45 151 - 179 Days 499774762444.58 417081329783.04 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment L-4 Day 28 91 - 120 Days 641519107357.74 936524625256.55 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 IG-3 Day 45 Day 31 225530822240.20 281392879199.01 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment G-2-Q Day 59 91 - 120 Days 733495003535.28 969223608527.41 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment IG-6 Day 53 Day 15 980014197042.41 192304199723.78 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-4-Q Day 8 Day 28 877340845200.35 843340242286.22 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-2-Q Day 7 >2 Yr <= 3 Yr 482120655879.14 804847971305.43 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment G-1 Day 1 Day 6 298359893942.95 715225458219.54 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 L-1 Day 32 Day 24 672192613185.58 428425147387.80 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment N-2 Day 14 Day 43 754512683755.16 660873893594.45 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 Day 14 Day 2 960412772097.12 400670279680.21 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 L-10 Day 28 Day 7 207969733884.50 565033862775.76 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 L-5 Day 34 Day 36 496121397976.42 445941886470.45 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment G-3 Day 11 Day 23 617508378124.65 337959354280.51 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment Y-1 Day 29 Day 16 684241051445.39 66074387015.64 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment A-1-Q Day 15 61 - 67 Days 816479487213.75 490093937764.76 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment A-1-Q Day 49 83 - 90 Days 761681192385.48 110216446662.85 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-1 Day 9 Day 21 20431383923.04 975029274955.19 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment N-3 >4 Yr <= 5 Yr Day 26 802891840030.32 724737094555.32 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment C-1 Day 44 Day 41 260027026169.95 272300065097.73 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment N-7 >3 Yr <= 4 Yr Day 24 421424741084.80 747708623597.07 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment IG-2-Q Day 31 Day 29 591309752016.18 50580376384.61 None Liberty International Finance Ltd.