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 Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment A-3-Q Day 5 Day 21 5137122793.71 842659365772.37 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment A-4-Q Day 46 Day 39 824146060647.27 878652907972.61 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment E-2 Day 52 Day 58 560462890902.63 57634233372.72 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment E-4 >4 Yr <= 5 Yr Day 12 419119004276.10 819804519043.55 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment L-9 Day 5 Day 49 646201498474.11 277594400288.31 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment A-2-Q Day 32 >= 1 Yr <= 2 Yr 436143317228.74 941820850406.35 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment G-2 Day 24 Day 46 572403347406.03 899340828809.71 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment G-1-Q Day 25 Day 43 704931156816.36 761203596536.75 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 P-2 121 - 150 Days Day 16 362747009754.32 145694584953.77 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment N-3 Day 22 68 - 74 Days 283080250352.24 441017214533.07 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-5-Q Day 44 Day 29 750105020482.31 969784871499.06 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment L-2 Day 48 Day 5 231791711823.11 140404053450.60 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment A-0-Q 61 - 67 Days Day 43 775926768041.67 609810654424.17 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment E-5 Day 19 Day 50 544434039027.75 316829027411.75 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-2 Day 25 Day 15 172379287761.61 571899392250.73 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 S-1 Day 22 Day 30 452457387112.18 803034030949.53 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment E-5 Day 8 Day 52 872376307506.16 280872878160.25 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment IG-2-Q Day 50 Day 25 605966303449.32 651472799197.04 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment CB-1-Q Day 39 Day 53 638384201897.88 202914808030.36 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment N-6 Day 16 Day 52 193543067093.32 716904673232.73 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-6-Q Day 57 Day 49 834767446339.59 181943227402.53 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-8 Day 12 Day 56 127759188772.93 470681655352.98 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 S-4-Q Day 4 Day 6 646500970570.87 705946065764.69 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment E-10 >3 Yr <= 4 Yr >= 1 Yr <= 2 Yr 307624180257.63 540187400847.17 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment E-1 Day 53 Day 52 547935499700.64 305674113635.71 None Liberty Capital Markets Inc.