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 Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment S-5 Day 24 Day 49 692239958037.18 4331725814.10 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment E-10 >4 Yr <= 5 Yr >4 Yr <= 5 Yr 587029519852.80 727945649040.65 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment E-6 Day 12 68 - 74 Days 327851738296.91 196174162820.42 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-10 Day 6 Day 16 396043870234.73 196645580172.37 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-7 Day 27 Day 48 733510136239.70 182563102016.04 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment G-2-Q >5 Yr 180 - 270 Days 695961485898.52 275244650413.05 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-1-Q Day 10 Perpetual 63703372328.37 595148883229.72 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-10 Day 28 Day 5 402159153038.22 736471534476.30 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 P-2 Day 9 Day 52 476900660065.13 991311368147.57 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-10 Day 6 Day 26 202594088200.99 254350769271.82 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment L-9 Day 35 Open 870168621697.79 616289005284.14 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 E-8 Day 2 91 - 120 Days 594133515992.03 430631836355.73 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 P-2 Day 10 Day 42 893451349484.98 210794387059.79 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment Y-1 180 - 270 Days Day 26 909372605722.05 336478861522.43 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment Z-1 Day 34 Day 11 22861415024.62 893712236753.00 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment A-2-Q Day 9 Day 17 896488746804.61 694957690611.74 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment N-4 Day 3 >5 Yr 241516061464.00 794302149401.75 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment Y-3 Day 52 Day 31 108633105675.97 53649880784.37 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment E-1-Q Day 26 Day 20 537413507320.23 856513266097.06 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-2 >4 Yr <= 5 Yr 68 - 74 Days 605459375925.62 819274426165.36 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-4 Day 40 Day 22 181620158315.04 763696903263.13 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment A-4 Day 37 Day 38 507321784892.28 402964818808.11 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment Y-1 Day 53 Day 21 496547324104.45 568568372045.58 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 49 Day 10 350313558552.30 766816639292.33 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-9 Day 39 Day 31 90922074173.00 59298586644.71 None Liberty International Finance Ltd.