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 National Bank S.B.6 S.B.6: Carrying Value Adjustment E-10 121 - 150 Days >4 Yr <= 5 Yr 805921434252.79 852751287962.04 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-1 Perpetual Day 12 614968879857.00 969981519637.59 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment A-2 151 - 179 Days Day 44 712133085657.97 820286919766.86 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment G-1 Day 17 Day 20 474937835167.61 751687329463.93 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment E-1 Day 23 Day 3 500707728410.70 243878370369.71 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment S-5-Q Day 53 180 - 270 Days 78194476329.29 929675871148.06 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 A-5-Q 68 - 74 Days Perpetual 208869312962.62 22562655792.21 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.6 S.B.6: Carrying Value Adjustment A-3 Day 45 Day 40 838700649599.17 91709949920.72 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 IG-1 Day 35 Day 46 449772043449.13 229396368992.83 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-8 >= 1 Yr <= 2 Yr Day 49 746751643550.80 206854571633.20 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment IG-1 Day 20 Day 56 810262945715.63 160738653791.25 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-8 Day 60 Day 20 274667126860.87 394423568673.50 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.6 S.B.6: Carrying Value Adjustment S-2 >5 Yr Day 11 236784206754.72 455121008325.65 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment S-3-Q Day 16 >3 Yr <= 4 Yr 457460763847.87 183248982049.18 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.6 S.B.6: Carrying Value Adjustment E-1-Q Day 14 151 - 179 Days 727391205375.83 837229056525.87 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-8 Day 19 Day 49 858408216484.49 679848441044.66 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment G-3-Q Day 5 75 - 82 Days 794937027332.45 163786624721.58 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment IG-1-Q Day 45 Day 38 236239109372.52 804706876205.28 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-4-Q Day 23 Day 7 90047345475.19 233362297559.66 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment L-9 Day 42 Day 14 106090630318.20 144935107668.47 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.6 S.B.6: Carrying Value Adjustment E-7 >2 Yr <= 3 Yr Day 14 822741637387.78 958789687353.68 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-10 Day 17 Day 42 441704310517.48 578608177958.85 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.6 S.B.6: Carrying Value Adjustment L-11 61 - 67 Days Day 40 746197343455.89 578463638881.92 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-4 75 - 82 Days Day 14 703371986998.91 60560468175.26 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.6 S.B.6: Carrying Value Adjustment S-7-Q Day 53 Day 45 538748918370.23 804110742969.09 None Liberty Mortgage Services Corp.