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 Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment A-2-Q Day 11 Day 27 858400240361.71 844195380241.61 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-1-Q Day 55 Day 10 502670338665.68 903622526831.82 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment L-8 Day 20 Day 39 551468471393.17 48649382391.53 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-9 Day 54 75 - 82 Days 599859393397.59 311941158306.76 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment E-1-Q Day 41 Day 26 594608731239.79 185862480006.35 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment C-1 Day 15 Day 19 568632318831.45 292931040106.62 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-9 68 - 74 Days Day 29 721935806665.50 43868680500.93 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment Y-2 Day 34 61 - 67 Days 125341999122.13 188634444695.80 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment L-2 Day 35 Day 54 576413015324.29 120749647612.05 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment E-9 Day 39 Day 17 296019430211.17 63094424071.02 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment IG-5 83 - 90 Days Day 49 713242761477.95 169303981202.31 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 E-2-Q Day 20 Day 6 412067926385.56 174476693149.18 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment N-3 Day 43 Day 58 300252889488.90 543697316374.20 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment A-5-Q Day 43 271 - 364 Days 112122697239.84 679651088364.87 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-2-Q Perpetual Day 43 437778004757.21 662506514040.51 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 LC-1 Day 41 Day 10 281891458678.50 412484263499.69 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment A-4-Q Open Day 31 255798083658.72 155155200811.71 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-1 Day 55 Day 59 640029573212.57 863230023105.53 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment S-8 Day 23 Day 18 811316106674.04 253106711551.28 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment Y-3 Day 51 Day 7 817319423657.28 887576530848.12 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment A-4-Q Day 23 Day 22 219483929066.61 173567179326.57 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 33 Day 19 112805077748.56 267234867982.26 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment IG-2-Q Day 52 Day 14 121239521180.14 472560538404.51 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment G-2-Q Day 14 180 - 270 Days 877716853108.21 320852387742.61 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment N-7 Day 37 Day 1 72838216479.96 180314326310.95 None Liberty International Finance Ltd.