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 L-11 Day 17 Day 54 179875888085.96 312646956038.26 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting S-7 Day 12 Day 13 644011313833.21 492554766195.18 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting L-10 Day 25 Day 57 199148731819.49 968802703134.44 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting A-1-Q Day 28 Day 52 658383008935.00 795841344360.78 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting L-8 Day 37 >3 Yr <= 4 Yr 659846363175.31 244235945474.98 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting A-4-Q 75 - 82 Days 61 - 67 Days 648649089876.65 408792824831.03 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting L-3 Day 38 Day 46 962881427523.59 101142478849.82 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 N-2 Day 4 Day 5 104512054182.49 158465247112.10 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-8 61 - 67 Days Day 43 842125666415.75 226450354246.51 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting S-2-Q Day 23 Day 2 2041199502.30 612913709541.95 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting A-5-Q Day 5 Day 28 379234085279.50 757397719071.43 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting IG-4 151 - 179 Days Day 35 635911821866.67 220251072389.03 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-6 Day 24 Day 50 17405184208.67 644933531503.97 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-3 Day 25 Day 38 120517442073.15 91099955457.34 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting IG-3 Day 17 Day 46 489104178983.57 248520782425.28 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting G-2-Q Day 2 Day 24 680926395651.47 635964785404.22 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting IG-1-Q 75 - 82 Days Day 33 919507466770.94 704050545929.84 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting G-1 Day 53 Day 52 606240616345.00 329731877564.84 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting A-4 151 - 179 Days Day 10 442126066940.63 60579999624.79 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting A-0-Q Day 1 75 - 82 Days 849268657903.98 272433881453.10 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-5 Day 28 Day 32 494180808934.36 281749216470.26 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting L-5 Day 48 121 - 150 Days 318981854902.78 811513581015.29 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 23 >= 1 Yr <= 2 Yr 250902585800.15 304046421867.26 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting L-7 Day 60 Day 12 239698485386.12 851182408116.30 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting L-8 Day 34 Day 8 896323309294.56 998301752711.73 None Liberty National Bank