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 Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting IG-1 Day 3 Day 50 374986608994.00 723286601232.41 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting A-5-Q Day 19 180 - 270 Days 798415652530.27 968978493526.00 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting L-6 68 - 74 Days Day 51 978823474415.10 786919954958.09 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting Z-1 Day 13 Day 39 585711159827.26 271845310711.44 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting E-9 Day 24 Day 50 256030147511.43 880217487692.39 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting A-2-Q Day 38 Day 54 209240089766.06 55875351111.89 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting G-3 Day 50 Day 24 169087214543.54 386213829078.31 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-4 Day 36 Day 14 461628136837.69 671280211537.50 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting IG-2 Day 12 Open 246534219028.40 39322834766.60 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting A-5-Q 271 - 364 Days Day 11 284850547693.57 117068511799.79 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting IG-1 Day 58 Day 3 980341477880.16 471740144454.95 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting L-3 Day 35 Day 55 462153289544.72 325657061960.34 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting Y-2 61 - 67 Days Day 10 927770960171.35 358911231989.51 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 IG-1-Q Day 15 Day 60 944894123979.75 908726705091.90 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-6 Day 26 Day 28 429421906358.07 936103696766.05 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting CB-1-Q Day 26 Day 43 740604875183.13 151616412313.00 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-4-Q Day 41 Day 42 167973610861.94 584184631621.94 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting CB-2-Q Day 50 Day 30 478790408166.24 511728421682.21 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting A-3-Q Day 53 Day 11 246988615154.65 750566168324.02 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting L-8 Day 29 83 - 90 Days 145108349682.18 867552345585.88 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting E-5 Day 3 83 - 90 Days 649337135096.85 93256763106.30 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting A-4 Day 21 Day 13 782669916270.55 732467513104.21 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting LC-1 Day 12 Day 60 911832068510.86 86412948435.60 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-7-Q 91 - 120 Days Day 16 495021060550.73 83193682108.59 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting E-3 >4 Yr <= 5 Yr Day 60 38064963258.53 336554382989.11 None Liberty National Bank