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 S-2 >2 Yr <= 3 Yr Day 15 892454484273.84 509383936984.95 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment Y-3 61 - 67 Days 180 - 270 Days 109444570169.93 960523017122.09 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment N-3 Day 15 Day 3 988026620526.73 185138418892.79 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment G-4 Day 16 >5 Yr 830154416623.80 741042405595.57 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment E-1 Day 28 Day 13 560654116334.40 423992317243.44 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment N-7 Day 48 Day 58 543358486315.55 330137200419.30 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 L-6 Day 22 91 - 120 Days 597924701142.01 415847685527.55 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-5 Day 51 Day 30 829632391023.78 796263991874.31 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment CB-1-Q Day 36 Day 34 848355928567.19 892157565290.64 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment CB-1 151 - 179 Days >2 Yr <= 3 Yr 560295857007.36 354267930516.15 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-7 Day 11 Day 57 593249833390.96 282084532184.53 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment E-7 Day 32 Day 36 342179586019.45 20879647119.24 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment L-4 Day 33 Day 18 66164056415.63 347428493704.87 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment P-1 Day 21 180 - 270 Days 483307428215.01 644043626163.33 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment G-4 Day 19 Day 5 498107167753.82 345858110345.10 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment IG-1 180 - 270 Days Day 51 322346913603.39 376547170212.13 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment E-8 Day 40 Day 26 944043287809.01 761609038470.95 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment IG-7 Day 17 Day 25 399763569834.42 136240764878.80 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment P-2 Day 8 >= 1 Yr <= 2 Yr 52779725501.34 123968171688.20 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment IG-6 Day 20 Day 54 579899017998.13 721535098590.27 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-4-Q >= 1 Yr <= 2 Yr Day 52 708360306822.68 34127821967.87 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-5 68 - 74 Days 180 - 270 Days 771592540651.87 911378398837.13 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment L-1 Day 58 Day 58 417297106276.98 381070729756.93 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment L-6 Day 7 Day 55 790438712541.79 591435945906.06 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 59 Perpetual 46122114942.72 751049942701.60 None Liberty National Bank