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 N-7 Day 41 91 - 120 Days 711034982707.57 836785512823.37 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment G-4 Day 53 Day 24 914030800806.94 468359872848.60 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-1 Day 39 Day 47 821360603023.12 306243577919.64 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-4-Q Day 4 Day 31 780184651533.65 98125770114.38 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 Z-1 Day 41 Day 37 279857356656.62 247459288787.82 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment N-2 Day 27 Day 17 198666290090.23 197204458063.41 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-4 Day 37 271 - 364 Days 701979684799.98 506621052641.00 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment G-3 Day 49 >4 Yr <= 5 Yr 109092189864.72 828832802748.69 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment L-10 Day 7 Day 37 359602529790.22 652699314221.18 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment A-2 Day 50 >= 1 Yr <= 2 Yr 816589350116.47 524827073455.60 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment CB-1 Day 19 Day 40 273880100116.82 904918133769.27 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment P-1 Day 20 Day 49 704933795886.32 946566328800.46 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment Y-1 Day 34 Day 40 538606962797.61 795492063386.54 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-2 Day 34 Day 56 389721881250.80 641924314602.45 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment IG-1-Q Day 33 Day 51 201941938995.85 555016940111.27 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-1 Day 54 Day 19 586837925791.35 530920180301.03 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment CB-1-Q >4 Yr <= 5 Yr Day 60 872432513034.31 422677557333.11 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment CB-1 Day 29 Day 3 818551392756.26 169561410069.33 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 A-1-Q Day 11 Day 44 958977438290.53 942759006578.93 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-5 Day 19 Day 48 672870837806.43 155276899376.34 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment IG-7 Day 42 Day 25 236462746580.70 70345538281.01 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 24 Day 27 78591416570.94 374677488106.03 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-7-Q 271 - 364 Days >4 Yr <= 5 Yr 247908649284.89 731854000757.81 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment CB-1 Day 32 Day 3 381440077540.02 394586589167.43 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment N-2 Day 35 Day 53 431796766965.98 956999131378.80 None Liberty International Finance Ltd.