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 International Finance Ltd. S.B.5 S.B.5: Counterparty Netting E-5 Day 5 Day 23 411881678847.93 445148967440.90 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting G-4 Day 59 Day 60 168717904706.26 625021569676.02 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 S-4 Day 28 >2 Yr <= 3 Yr 547886536546.01 235139990590.61 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting G-1 Day 46 Day 44 979328616749.14 272227508330.07 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting IG-5 >4 Yr <= 5 Yr >= 1 Yr <= 2 Yr 127204808628.19 11783284039.88 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting IG-8 Day 51 180 - 270 Days 79439036341.55 282874600299.84 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting CB-2 Day 40 Day 17 186317162833.11 813928429309.80 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting S-7-Q Day 11 Day 51 746450496820.42 900805308614.44 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting S-5-Q Day 38 271 - 364 Days 434348637504.62 834745909203.46 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting S-5 Day 49 Day 1 421705421383.50 402949838807.53 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting S-4-Q Day 15 Day 55 616799425812.59 198300426214.99 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting P-2 Day 2 Day 53 538313560617.38 346277422746.24 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting S-6-Q Day 33 Day 31 801094528700.02 655537270750.58 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting L-5 Day 5 Day 2 819176840276.67 363512498071.38 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting IG-2 151 - 179 Days >5 Yr 429584939916.85 450642455002.15 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 CB-4 Day 36 Day 10 610556915179.45 204029390757.49 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting E-8 Day 52 75 - 82 Days 934482301400.72 135233109118.42 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting E-7 Day 47 151 - 179 Days 778120672522.09 342187849348.91 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting L-2 Day 56 Day 15 870628381599.19 563038201415.40 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting S-1 Day 22 Day 51 768597678040.02 726739011139.51 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting L-5 Day 52 Day 59 280479988324.54 857756345421.14 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting CB-2 Day 6 Day 5 255949711643.99 865163411800.96 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting E-9 Day 23 68 - 74 Days 607864503166.53 30761199107.52 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting IG-1 Day 17 Day 1 401529364407.54 83627148923.31 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting G-3-Q Day 47 Day 17 900811580994.16 229104937523.06 None Liberty Capital Markets Inc.