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 A-5-Q 83 - 90 Days Day 32 579840216905.42 249407170119.78 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment L-3 Day 1 Day 11 552658990639.54 297730248226.84 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-6-Q 121 - 150 Days Day 54 391178394099.75 948812554199.95 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment L-3 Day 3 >4 Yr <= 5 Yr 347010199752.72 242824634761.10 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-7 Day 46 Day 32 60850681784.94 919070050217.51 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment C-1 Day 38 Day 4 430867668144.46 260061155031.58 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-7-Q Day 49 68 - 74 Days 561730674364.83 798716620373.85 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment A-5 Day 42 Day 12 931500320869.27 812295191995.60 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-8 >2 Yr <= 3 Yr 61 - 67 Days 27369119453.85 917982499625.09 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment P-2 Day 14 Day 60 625168816274.75 758004480037.87 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-9 61 - 67 Days Day 47 209737187920.33 380946754668.27 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment CB-2-Q Day 9 >2 Yr <= 3 Yr 123624001383.76 303105179577.69 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-7 Day 26 Day 12 575842605636.32 136504227710.74 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 IG-6 Day 9 Day 13 95675083549.99 124137972598.11 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment A-5-Q Day 19 Day 51 400216145152.50 937791767367.47 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment A-4 Day 51 Day 22 840588957619.40 40887823004.69 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment L-9 Day 45 Day 33 224184037871.21 861201239330.04 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment CB-1 Day 30 Day 2 706771507417.70 612339669320.05 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment IG-8 Day 20 Day 43 579882150096.54 907754156185.40 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment L-6 151 - 179 Days Day 39 30321720925.42 529868601527.06 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment E-1-Q Day 17 Day 30 671941859086.02 700759763081.97 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-1-Q Day 52 271 - 364 Days 220512931855.76 167077771014.08 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment L-10 91 - 120 Days Day 36 316863032794.26 608945368082.20 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-8 Day 58 Day 34 751744987437.10 510156364922.37 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 Y-1 Day 34 Day 48 518516836477.10 458624138639.45 None Liberty Financial Group, Inc. - Global Consolidated Entity