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 National Bank S.B.5 S.B.5: Counterparty Netting L-11 Day 48 Day 2 793841750050.78 278698457810.51 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting N-7 Day 8 Day 35 782358486928.90 837877415765.74 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting P-2 Day 23 Day 47 76857474578.36 856659708159.58 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting A-3 180 - 270 Days Day 32 493959891728.59 867734267570.58 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting E-6 Day 32 75 - 82 Days 97569840647.61 324653389817.46 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting E-8 Day 36 Day 40 650985426170.20 130263164877.01 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting L-1 Day 56 Day 2 308932045367.13 495583464807.64 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-3 Day 39 180 - 270 Days 872255519969.78 570292849823.73 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting N-3 Day 16 271 - 364 Days 815231820244.60 293942964732.93 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting IG-7 >2 Yr <= 3 Yr Day 4 438311910555.75 259635587692.31 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting L-5 Day 22 68 - 74 Days 834938862190.28 521705554083.77 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 S-7 Day 1 Day 13 134604118992.15 439995374856.80 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting A-5 Day 15 Day 55 470049736966.69 400143448153.23 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting N-1 Day 15 68 - 74 Days 288530682882.60 400926205808.30 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting C-1 Day 40 Day 49 954728467142.54 846078252580.08 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting E-5 Day 2 Day 14 809155497270.54 77190131199.88 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 S-4-Q Day 14 >3 Yr <= 4 Yr 602554197279.39 781541364979.35 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-3-Q Day 35 151 - 179 Days 792562154525.05 103279754605.30 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting N-7 Day 12 Day 24 978589954707.17 599191154852.47 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting S-4 Day 4 271 - 364 Days 98533264474.91 208386229630.22 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-4 271 - 364 Days Day 55 655718423112.34 553304713325.30 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting E-1 Day 33 Day 55 775407877181.54 885891577209.98 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting L-10 Day 32 Day 48 47861530487.09 809953195303.02 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting IG-2-Q Day 40 121 - 150 Days 337202977557.48 414847943830.08 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting N-7 Day 21 Day 15 426637754860.66 372008633272.13 None Liberty Financial Group, Inc. - Global Consolidated Entity