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 S-4-Q Day 21 Day 18 726620898757.54 404408089146.85 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting L-10 Day 30 Day 9 130458406767.70 507707821894.81 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting L-1 Day 33 Day 24 90045957038.84 435707123579.59 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting G-4 Day 9 83 - 90 Days 109179045769.10 168826200858.54 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting E-1-Q Day 55 Day 4 671735660746.33 982459995114.88 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting E-1 Day 42 68 - 74 Days 391367595796.89 116627472919.91 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 E-8 Day 23 Open 284381600385.98 342554884622.98 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting S-5-Q 61 - 67 Days Day 6 152384318048.58 184109470994.15 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting E-2-Q Day 10 Day 38 30327650118.40 788590268667.98 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting G-1 Day 18 271 - 364 Days 513109206422.82 590160141776.56 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting Z-1 Day 49 Day 36 104233406054.83 50593201661.27 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting S-7 68 - 74 Days Day 4 430881055214.80 76400193525.05 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting P-2 Day 21 Day 43 758966996560.57 818060700007.75 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting Y-4 >4 Yr <= 5 Yr >4 Yr <= 5 Yr 432965869383.95 606939733470.92 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting G-3 Day 28 Day 26 150085414303.05 24111967631.63 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting E-7 Day 14 Day 10 712387564608.92 915026636752.10 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting E-1 Day 59 Day 46 772715289146.27 884027484618.30 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting E-1-Q Day 54 Day 59 392021693980.46 341903887031.10 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting CB-4 Day 21 Perpetual 207010102900.76 591556653600.34 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting L-2 Day 23 75 - 82 Days 271155454574.82 132205064221.21 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting L-9 Day 4 Open 455637066852.67 769448076455.85 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 E-1-Q >4 Yr <= 5 Yr Day 20 635612628641.96 88259189592.78 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting CB-2 Day 38 Day 21 164562514432.62 89978716979.52 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting IG-1 Day 50 Day 3 726373231407.58 526900437547.76 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting G-1-Q Day 44 Day 29 552325258781.14 82505525444.94 None Liberty National Bank