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. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting S-4 Day 12 Day 35 731304537383.25 711826088743.97 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-2 Day 6 Day 10 808722523247.84 791885156798.01 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting A-4-Q Day 2 Day 9 518346865441.23 37293928501.39 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting IG-4 Day 6 >2 Yr <= 3 Yr 756693921145.30 184260281206.87 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting L-3 Day 6 Day 51 142727552053.26 703736326710.26 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting L-2 Day 51 Day 55 587875034185.53 7184614758.53 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-1 >= 1 Yr <= 2 Yr Day 27 871898728741.74 100727630926.86 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting L-2 Day 41 Day 18 581021014121.90 202629432219.86 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting E-4 Day 7 Day 9 397207502849.29 975657860057.93 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting L-7 121 - 150 Days Day 48 868673484703.33 814550386421.33 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting S-5-Q 68 - 74 Days Day 55 884990674596.53 360703428848.95 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting C-1 >2 Yr <= 3 Yr 180 - 270 Days 780846340501.82 450069024085.85 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-3 Day 25 75 - 82 Days 816055867712.80 698495984509.02 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting E-2-Q Day 1 Day 45 898031347942.17 383388074189.96 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting Z-1 Day 36 Day 54 24806094055.09 419169895102.86 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-1-Q Day 20 Day 54 885980922422.02 534403664629.99 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting CB-2-Q Day 48 83 - 90 Days 305729688986.56 94966412232.18 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting S-1 Day 9 Day 55 927291300926.46 55848988136.91 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting L-4 Day 7 Day 28 916946928431.90 169316356639.41 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting CB-2-Q 68 - 74 Days Day 21 699895556676.98 984850252872.16 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 N-6 Day 26 Day 21 184084005939.80 957187418061.45 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting L-2 151 - 179 Days Day 17 581115968826.52 373202774099.89 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting CB-1-Q Day 37 Day 11 868426648849.71 122768542674.03 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting E-6 Day 16 83 - 90 Days 840106107886.59 720798177005.79 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 L-1 Day 24 Day 10 654435564851.99 377365478850.03 None Liberty Mortgage Services Corp.