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 E-1 271 - 364 Days Day 9 401373852546.90 552303967381.66 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment CB-2-Q Day 49 Day 45 336622573508.84 30250160637.25 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 C-1 Day 29 Day 37 947956095566.00 28660694337.75 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment LC-1 Day 30 271 - 364 Days 28738713605.19 630203265488.38 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 N-3 Day 46 Day 49 775965538169.47 894475011356.77 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-2-Q Day 60 Day 22 233216232480.58 168147277120.51 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment L-7 Day 22 Day 5 740390020283.53 233486976906.56 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment G-4 180 - 270 Days Perpetual 647972244083.63 312316337150.38 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment E-7 Day 55 Day 58 77946948988.22 863994037563.53 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment E-5 Day 55 Day 17 181062396177.35 139067032081.31 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-5-Q Day 9 Day 21 294241728062.06 526716920745.81 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment P-1 Day 33 Day 54 27709212465.19 392689994437.59 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment L-11 Day 34 Day 13 454815012684.43 929959091216.66 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-5 Day 39 >4 Yr <= 5 Yr 57412742113.15 931706524716.04 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment L-9 180 - 270 Days Day 50 90914523138.36 840956784622.54 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment CB-2 75 - 82 Days Day 45 94829689230.56 956407922579.51 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment CB-2-Q Day 47 Day 44 252007842021.57 420989149830.46 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment G-3 Day 22 Day 32 947910840609.34 141358078979.22 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-6 Day 59 Day 53 474524122228.73 915557786510.23 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment L-6 Day 35 Day 1 846864549435.90 609723792724.80 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-3-Q Day 53 Day 10 670630380857.09 764162813488.25 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-6 Day 30 Day 45 208431994515.02 795456088438.00 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 Day 58 Day 9 16964308051.56 200042464606.58 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment N-3 Day 20 Day 42 39450039543.15 857556421337.78 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment CB-3-Q Day 36 Day 35 727783812899.38 930082864015.62 None Liberty National Bank