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 Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 89639433259.41 IG-7 91 - 120 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 21858435863.92 Y-2 Day 38 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 26758569040.08 S-3-Q 68 - 74 Days Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 68342644887.18 P-1 271 - 364 Days Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 40164681112.78 S-5-Q Day 8 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 69055440838.57 Y-2 Day 2 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 26205747039.95 G-3 Day 4 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 53978722127.07 A-2 Day 19 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 10000057550.09 E-2 180 - 270 Days Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 4950110113.76 E-6 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 Broker-Dealer 42599260046.68 A-2-Q Day 19 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 47016059687.12 L-6 Day 7 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 86992334113.32 L-7 91 - 120 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 87790248513.10 S-3-Q Day 1 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 50878190023.40 P-2 Day 21 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 24999022767.65 P-1 Day 41 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 92136720022.64 G-2-Q Day 58 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 32914128727.24 E-5 75 - 82 Days 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 36691474106.71 L-3 Day 24 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 72906948855.35 S-5-Q Day 31 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 82411212347.55 S-3 Day 51 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 69323123881.56 IG-2 Day 9 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 83747911030.59 G-1 Day 49 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 43187695590.70 A-2 Day 19 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 74869143164.78 IG-5 Day 18 Liberty Mortgage Services Corp.