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 A-2-Q Day 7 Day 59 964031932780.96 567583873061.86 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting N-3 >5 Yr Day 31 307844130364.75 132284580839.81 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting L-6 Day 26 >4 Yr <= 5 Yr 748633340781.57 582908708988.55 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting Y-4 Day 29 Day 17 378238845457.60 474440114735.40 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 A-1-Q Day 25 Day 39 858391933373.38 359707196560.39 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting CB-2-Q Day 30 Day 55 905731384862.95 545702497678.27 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting IG-2-Q 271 - 364 Days Day 13 257981635358.49 575581129682.25 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-1-Q Day 37 Day 7 976555175187.92 797964198003.57 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 16 Day 34 940842415110.95 889305312858.13 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 35 Day 4 530143022891.63 140035828970.70 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting IG-8 Day 46 Day 13 250716527256.33 672674881160.29 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-2 >5 Yr Day 25 321180948003.81 752946228968.59 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting P-2 Day 37 Day 50 980764652666.31 702209061372.31 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting G-3 Day 21 Day 17 498763013323.10 987503198933.29 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 S-2-Q Day 35 Open 863294987201.59 248167092265.69 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.5 S.B.5: Counterparty Netting S-8 Perpetual Day 12 452900874274.23 339788883773.73 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting L-7 Day 46 Day 33 243444287428.06 128005707714.01 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting E-2-Q Day 60 Day 31 617818774491.32 296133788530.96 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 L-6 Day 14 Day 54 806461584905.68 354133193947.77 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.5 S.B.5: Counterparty Netting Y-2 >2 Yr <= 3 Yr 121 - 150 Days 660012575579.97 765917534243.80 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-10 Day 44 >2 Yr <= 3 Yr 515103414576.88 492525323529.00 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting E-8 Day 37 Day 38 620654989364.34 811508559810.03 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 CB-2-Q >5 Yr Day 13 980705351597.22 702907440727.61 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.5 S.B.5: Counterparty Netting LC-2 Day 14 121 - 150 Days 927704219301.36 328052174175.72 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting IG-3 Day 47 Day 20 569217751529.67 673431839461.15 None Liberty Mortgage Services Corp.