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 IG-5 Day 15 Day 58 305167974477.42 919781258608.39 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-6-Q 83 - 90 Days >4 Yr <= 5 Yr 763569180172.48 935989555883.47 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-5-Q Day 29 Day 60 34118781050.00 72272710554.38 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 IG-3 Day 41 Day 12 678741817522.16 534349745993.44 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment N-1 Day 45 Day 57 61087043308.70 870388191218.64 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment E-6 Day 60 Day 4 396167028009.20 387282348761.32 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment IG-1-Q Day 1 Day 35 593543303533.12 945964575629.96 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-4-Q Day 58 Day 43 669110502720.60 775537146982.04 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-8 Day 43 Day 19 145510754234.04 820139234395.57 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment E-9 271 - 364 Days Day 41 744478581331.08 306197368882.49 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment N-1 Day 35 Day 33 139735832476.76 976432209117.36 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment L-11 Day 18 Day 60 430589839103.53 798475171355.33 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 4 271 - 364 Days 439502008491.46 496719380291.10 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment LC-1 >= 1 Yr <= 2 Yr Day 26 591065753966.05 594987537884.77 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment N-6 Day 14 Day 23 745199504345.55 573776359084.07 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-8 Day 51 >= 1 Yr <= 2 Yr 547194104497.28 242555817130.34 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment S-4-Q Day 11 Day 29 403724912564.93 71059580586.88 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-5 Day 27 Day 3 868578408519.21 160611103292.63 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment E-4 Day 10 Day 1 223290335142.69 677614439213.42 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment L-11 Day 35 >5 Yr 867709675653.81 890084370643.75 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment L-9 Day 42 180 - 270 Days 746689162532.98 345348015218.58 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment C-1 75 - 82 Days >= 1 Yr <= 2 Yr 596770289954.49 738119409054.09 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment E-5 >2 Yr <= 3 Yr Day 5 731789762472.82 255958988541.65 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment L-4 121 - 150 Days Day 24 91053488796.25 67820124121.57 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment E-2-Q Day 40 Day 45 317655180394.50 967154594346.55 None Liberty Mortgage Services Corp.