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 38 Day 55 790663182385.44 565702638085.14 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-3 >2 Yr <= 3 Yr Day 56 953080529780.54 849405899214.20 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment L-1 Day 58 Day 23 235180162765.96 649590104671.22 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-4-Q Day 59 Day 33 337927617536.87 820339908164.36 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment L-6 Day 36 Day 12 273372463358.72 588904422595.68 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-3-Q 91 - 120 Days Day 24 722380196991.51 843537511111.40 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-3-Q Day 18 Day 46 470179998296.47 725731539221.64 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment Z-1 Day 52 Day 2 367527036857.22 2223378104.08 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment N-3 121 - 150 Days Day 24 846767004672.32 978609200976.92 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 E-3 Day 10 271 - 364 Days 883402615575.73 812465204457.25 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 L-8 Day 18 Day 51 239842636695.83 782692362278.05 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment IG-4 Day 7 Day 26 23569431715.77 721886832132.64 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment IG-4 Day 6 Day 21 360655020310.37 887306521778.88 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-7 68 - 74 Days Day 4 182366438910.47 685252286524.68 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-8 Day 35 Day 12 993506020987.09 88740413348.52 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment S-2 121 - 150 Days >= 1 Yr <= 2 Yr 287726833245.48 336509065280.53 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment E-3 Day 14 Day 27 676820918861.81 678910607698.70 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment L-5 Day 17 Day 59 831637632761.89 282522413300.84 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-8 Day 46 Day 11 702945325325.35 208333545871.55 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 G-2-Q Day 13 Day 39 638596060603.59 556381943751.90 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-6 Day 34 Day 30 689055184113.99 956797135404.43 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment Y-2 271 - 364 Days Day 14 725365192966.28 819297949777.67 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment IG-1-Q 180 - 270 Days Day 26 950824810877.56 732141370162.13 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment L-5 68 - 74 Days Day 2 876856030451.44 923754957683.62 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment P-2 Day 6 Day 5 356606519.70 366315324070.99 None Liberty National Bank