Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.B.5: Counterparty Netting

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 Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting Z-1 Day 33 Day 33 931816799313.22 560478426954.04 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting E-2-Q Day 17 75 - 82 Days 149376272757.65 471548863078.64 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting L-1 Day 10 61 - 67 Days 461415941932.09 135414468334.04 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting G-1-Q Day 50 Day 35 777322034616.85 636804616628.58 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting S-1-Q Day 12 Day 13 852151957191.85 78271078741.97 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-4 Day 34 Day 18 407312207369.19 428202197403.27 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting CB-3 Day 37 >5 Yr 575809797222.92 866177189659.25 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting N-1 180 - 270 Days Day 5 451020708822.10 221008482065.29 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting E-9 Day 54 271 - 364 Days 286937865547.84 585911786656.85 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-6 Day 7 Day 36 960215288878.17 649271908064.90 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting A-4 Day 49 Day 23 477103629047.04 535510248691.43 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting E-9 Day 24 Day 48 981645557266.59 423003434515.48 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting L-2 Day 37 >3 Yr <= 4 Yr 965513592446.66 456384153648.64 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting E-1-Q 180 - 270 Days Perpetual 878096457238.91 880660062474.71 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting S-8 121 - 150 Days 180 - 270 Days 220282733326.14 513789219705.51 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting IG-7 68 - 74 Days Day 3 230499525809.81 631374111992.01 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting L-2 Day 35 Day 39 946841732894.13 96849195500.87 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting S-3-Q Day 14 Day 41 25977660770.72 818749872105.08 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-5-Q Day 18 Day 12 378451036932.31 100226621323.07 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting L-2 Day 34 Day 5 912634951289.18 359418131680.42 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting A-4 Day 1 Day 17 497295491598.67 281795579579.14 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting LC-2 Day 6 Perpetual 401051299223.55 452095900741.94 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting G-1-Q Day 58 Day 49 768314094127.37 679072967801.82 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting E-9 Day 42 Day 17 380046703576.62 414475965323.67 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting N-3 Day 36 Day 18 583389154468.10 299723425259.05 None Liberty International Finance Ltd.