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 Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting Y-4 Day 41 Day 16 632031249992.17 478804109703.80 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting IG-8 Day 56 Day 16 722332576345.70 211637365837.21 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-4 Day 24 Day 17 48248543768.81 144706581497.87 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting S-2-Q Day 41 Day 51 126067430415.08 616134035350.69 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting A-4 Day 48 Day 5 558431826801.95 752245062252.58 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting S-7-Q Day 55 Day 28 856765139734.52 528999489910.27 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting S-2-Q Day 18 Day 12 688904501277.52 669974231437.20 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 P-1 68 - 74 Days Day 19 800231946627.92 257546489041.39 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting Y-3 Day 16 Day 10 787668536440.87 638775347264.81 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting L-11 Day 25 Open 187253467652.35 408641548280.02 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting A-2 Day 49 271 - 364 Days 604707852362.43 60839369975.65 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting S-5 Day 44 Day 3 177647677585.07 726435985918.25 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-5 Day 54 Day 10 738102821186.30 499020650704.64 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting IG-2-Q 83 - 90 Days Day 35 906595378279.47 567931684469.04 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting CB-2 Day 13 Day 23 142716260320.22 310624240309.61 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting IG-1 Day 44 83 - 90 Days 585278151060.21 142448178067.92 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting Z-1 Day 52 Perpetual 53751386552.58 421768314078.34 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting A-2 Day 24 >3 Yr <= 4 Yr 785213437877.33 971309746650.88 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting P-1 Day 56 Day 6 121316703647.53 145722723170.31 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting IG-1 Day 32 Day 9 658084139021.37 664477579049.35 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting IG-1-Q 151 - 179 Days Day 34 710208669154.46 597475222633.51 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting G-2 Day 11 Day 55 148630809405.39 877344768109.61 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting A-2-Q Day 38 >3 Yr <= 4 Yr 154935478714.75 425966348597.96 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting E-10 Day 9 121 - 150 Days 696408622896.74 527176910343.78 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 33 Day 37 612953233620.57 423934083010.71 None Liberty National Bank