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 S-5-Q Day 4 Open 126490040779.53 527467900272.58 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting LC-2 Day 40 Day 23 637591626692.77 894720476226.34 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting IG-8 Day 40 Day 32 789441019310.88 70360197566.06 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting E-5 Day 43 Day 42 333399604949.23 518158858428.08 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-1-Q Day 56 Day 25 775963574056.66 982060669596.38 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting E-10 Day 39 >4 Yr <= 5 Yr 169614032766.46 253777785037.16 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting L-5 Day 33 Day 42 764422839357.97 555197214600.01 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting N-2 >3 Yr <= 4 Yr Day 11 76894122310.24 671572993528.84 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting C-1 75 - 82 Days Day 40 883303813885.25 642559641763.58 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting E-7 Day 23 Day 54 436067060452.94 68470096355.60 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting A-0-Q Day 21 151 - 179 Days 750637926559.52 524797065891.40 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting E-6 Day 15 Day 3 390844790716.58 236889326006.76 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting Y-1 Day 35 Day 20 50348691397.41 448131487858.50 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting L-8 Day 47 75 - 82 Days 764590799705.02 82693417404.47 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting CB-1-Q 68 - 74 Days Day 25 639240683059.64 14264884628.90 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting L-2 Day 30 91 - 120 Days 349287541974.68 266503744327.77 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-7 Day 34 Day 43 874911533219.12 805228667859.49 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting A-2-Q Day 11 Day 8 909985489246.45 739808118837.67 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting IG-4 Day 54 Day 31 752005159349.38 746175182160.86 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 61 - 67 Days Day 10 417862328195.63 259191514679.32 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting Y-1 61 - 67 Days Day 30 369089464361.10 577879793330.23 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-8 Day 26 Day 34 656510669733.47 576688894394.83 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting S-1 Day 12 Day 13 466471262748.92 486790877064.45 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting A-5-Q Day 50 Day 59 556768716870.21 837254892085.73 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting CB-2-Q Day 28 >2 Yr <= 3 Yr 87760848683.47 298766532066.05 None Liberty International Finance Ltd.