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 International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment A-2 Day 50 Day 28 136087274013.85 649525244394.34 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment IG-2 Day 46 Day 48 558905790855.11 809597722928.50 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-3-Q Day 4 Day 16 873385169206.83 876994036835.37 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment CB-4 Day 1 >2 Yr <= 3 Yr 378764826952.68 547647292077.52 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment G-3-Q Day 59 Day 8 625364148869.24 155538787545.40 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-1-Q Day 58 Day 25 955274754449.68 46667395774.79 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-1 >5 Yr >2 Yr <= 3 Yr 254482866815.28 670265703470.87 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment S-4-Q Day 51 Day 50 914799537827.60 113713379523.03 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment CB-3 Day 11 Day 50 41345875155.65 854599676003.56 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment A-2-Q Day 43 Day 56 273454144630.36 250984636702.43 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 A-5-Q Day 54 Day 48 378573260490.90 967331688072.05 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment IG-1-Q Day 44 Day 35 973830287704.85 474246696308.20 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-6 Day 51 Day 26 466517718888.93 804814989312.76 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-5-Q 91 - 120 Days Day 16 727891822376.74 885637265659.66 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment G-4 Day 8 Open 639603272176.95 381915917927.92 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment C-1 >2 Yr <= 3 Yr Day 42 695694600119.33 251893406561.27 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-2 Day 3 180 - 270 Days 120947442343.67 620419093029.87 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment CB-2 Day 16 Day 53 281882391178.52 950219588780.13 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment E-7 Day 53 Day 20 921930580861.61 599320855114.67 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment Z-1 Day 43 Day 17 130488952243.44 828544441790.72 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment A-4 Day 32 Day 23 315058186527.82 755798257133.94 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment P-1 Day 21 Day 8 744538222728.29 547001378103.66 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment L-6 Day 35 Day 46 130630261830.69 484260263870.65 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment G-2-Q >3 Yr <= 4 Yr Day 4 903707096202.62 700900587822.66 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment L-8 Day 43 180 - 270 Days 847371935010.93 73982043049.21 None Liberty Mortgage Services Corp.