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 L-4 >5 Yr Day 17 773090993755.26 151775942383.09 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting E-8 >5 Yr 83 - 90 Days 790796813321.40 799020540512.99 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting E-6 151 - 179 Days Day 39 145855362883.40 174003890875.00 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting C-1 >5 Yr 61 - 67 Days 137543401469.63 676803607448.85 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting E-7 Day 8 Day 13 621422794994.54 382553804505.89 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting G-1-Q Day 7 Day 57 108721658626.65 845483640299.08 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting S-7 Day 28 Day 9 224130635666.29 561519427894.21 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting IG-4 Day 17 Day 7 820412899294.84 228602665535.72 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting CB-4 Day 20 Day 54 211651322524.31 643880449042.87 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-4 61 - 67 Days Day 45 328479930365.37 901437573549.08 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting L-3 Day 23 Day 20 311479740872.07 960511063917.59 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting A-3-Q Day 21 Day 38 569967534238.83 561863478939.87 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting IG-7 Day 9 >5 Yr 447637545768.21 62137828314.49 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting A-2 Day 12 Day 34 206809188467.76 58748707886.98 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting A-3 >5 Yr Day 45 342506943867.16 961432814274.80 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting P-1 Day 47 Day 4 29713944883.35 700635089973.85 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-1-Q Day 12 >5 Yr 176614495963.44 521962061620.36 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting P-2 Day 41 83 - 90 Days 426774853322.20 550116707288.62 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting A-2-Q >2 Yr <= 3 Yr Day 57 45468565306.75 561151317147.27 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting L-7 Day 20 Day 43 514328155228.10 825540421295.09 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting S-4 Day 42 Day 17 772974621820.32 649691372226.42 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting S-3-Q Day 29 >4 Yr <= 5 Yr 632174511218.12 190013590303.17 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting G-2-Q Day 47 Day 32 443687722957.89 151428891936.07 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting A-2-Q Day 6 Day 29 292495513315.00 96798371503.70 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting IG-1-Q Day 3 271 - 364 Days 917282562285.61 535918499442.27 None Liberty Mortgage Services Corp.