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 85902234968.85 E-3 Day 43 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 88243198066.66 N-3 Day 25 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 27319659774.49 S-5 Day 34 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 62946819722.57 S-4-Q Day 22 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 11810166749.99 L-6 Day 2 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 85031915641.37 G-3-Q Day 50 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 45480530962.83 L-6 Day 29 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 92632445687.17 S-7 Day 10 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 16997977695.24 IG-1-Q Day 23 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 86444735158.46 A-1-Q >2 Yr <= 3 Yr Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 12766213636.06 E-9 >4 Yr <= 5 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 14442558758.49 E-4 Day 11 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 14804721110.70 L-5 Day 9 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 59315091125.39 S-6 Day 53 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 42935495446.80 S-4 Day 57 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 19416144386.69 CB-2 >= 1 Yr <= 2 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 28409785373.46 A-5 Day 59 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 24920393109.00 P-2 Day 26 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 63044812865.31 A-5-Q Day 29 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 40491760866.52 L-3 Day 51 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 12894986036.94 S-3 Day 32 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 61586809212.31 S-3-Q Day 11 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 Broker-Dealer 2722413359.99 A-5-Q Day 38 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 66563071939.36 E-10 Day 24 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 39937042335.57 Z-1 Open Liberty Capital Markets Inc.