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 LC-1 Day 2 Day 13 734138238605.18 424245143569.58 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-2-Q Day 4 Day 29 892959967626.37 86387864229.75 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment L-8 151 - 179 Days Day 15 273388829235.31 715729450690.98 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment E-5 Day 58 61 - 67 Days 104382957418.54 371642327043.71 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment IG-6 Day 53 Day 1 977972303549.20 135747527062.19 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-5 Day 25 Day 52 364147422657.19 899078461376.59 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment G-4 Day 55 Day 51 366443507711.37 441375715156.27 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment G-3 Day 3 Day 60 22910355772.32 683561989230.25 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment N-6 Day 54 Day 5 970441921115.92 491943774665.59 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment A-2 >2 Yr <= 3 Yr Day 12 755810747727.68 730371239196.10 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment A-0-Q Day 47 Day 55 162501535869.65 560399914046.19 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment A-3-Q Day 24 Day 10 886277039577.83 610386075972.23 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment G-1-Q Day 57 Day 30 797280166945.28 489545472905.38 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment L-8 >3 Yr <= 4 Yr Day 33 197562929811.79 357067715425.22 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-10 Day 42 Day 34 471467560963.84 110435804294.81 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment L-3 Day 29 Day 32 132967872021.91 488354129074.02 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment G-1-Q Day 37 Day 47 612383661563.37 607426293681.69 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment A-2 121 - 150 Days Day 59 528338261113.50 516946319930.76 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 N-3 Day 49 Day 50 318861066330.03 474890500216.78 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-4 Day 14 Day 5 227009028575.39 490330563094.88 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment L-6 Day 50 Day 53 7065484218.64 215035128184.22 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-1-Q 151 - 179 Days Day 15 27449587496.73 521169898394.47 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment L-4 Day 33 Day 38 70628269022.81 669942656360.63 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment CB-4 83 - 90 Days >3 Yr <= 4 Yr 906556067401.90 351327944908.60 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment IG-7 Day 58 271 - 364 Days 335360206010.11 865375755616.54 None Liberty Mortgage Services Corp.