Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.18: Derivative Collateral Substitution Risk

Report Date Reporting Entity PID Product Counterparty Sub Product Sub Product 2 Market Value Collateral Class Collateral Level G-SIB Effective Maturity Bucket Encumbrance Type Netting Eligible Treasury Control Internal Internal Counterparty Business Line
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 83948893697.04 CB-3-Q Day 49 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 40625485628.86 N-2 Day 48 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 6911124068.72 G-3-Q Day 32 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 57533095495.65 IG-2-Q 91 - 120 Days Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 30080528628.67 N-2 Day 59 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 24229496588.94 N-4 Day 11 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 92073422019.82 S-3 Day 6 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 58896040181.21 S-5-Q Day 1 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 72518160700.69 A-2 Day 17 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 29549966331.90 A-4 Day 44 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 13734715011.79 E-1 Day 37 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 52617055169.89 LC-1 83 - 90 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 59842906784.26 E-2-Q Day 30 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 48011827945.12 E-10 >= 1 Yr <= 2 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 90945066132.87 IG-8 Day 8 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 76227762442.58 S-6-Q Day 28 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 43450143380.47 CB-3 68 - 74 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 61692641920.39 N-1 Day 15 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 54566927196.56 IG-7 Day 20 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 39170582440.36 L-11 >= 1 Yr <= 2 Yr Liberty National Bank
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 24636497395.97 S-4-Q Day 27 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 80491491613.57 S-2 Open Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 40778921468.13 L-6 Day 2 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 19971874848.52 N-4 Day 49 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 18485449656.46 CB-4 Day 35 Liberty Financial Group, Inc. - Global Consolidated Entity