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 Z-1 Day 44 >= 1 Yr <= 2 Yr 348093023587.16 192622382723.47 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 CB-3 Day 46 Day 45 90482223314.27 532774923949.05 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.5 S.B.5: Counterparty Netting CB-4 Day 55 Day 24 298533868760.44 320870015334.50 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting G-3-Q 121 - 150 Days Day 35 655599894497.88 676616594729.77 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 S-4-Q Day 11 >2 Yr <= 3 Yr 197509149599.85 417221136454.38 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.5 S.B.5: Counterparty Netting S-2-Q Day 11 Day 44 961025282299.00 992327751140.74 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.5 S.B.5: Counterparty Netting CB-3-Q Perpetual Day 40 177038279471.27 596176948238.64 None Liberty International Finance Ltd.