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. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 40643431280.76 L-11 Day 39 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 Broker-Dealer 48269725915.97 E-4 83 - 90 Days Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Other 3134604443.69 S-6-Q Day 19 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 93577088532.25 A-3 >= 1 Yr <= 2 Yr 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 91302059133.44 N-7 Day 38 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 20075540793.09 S-2 >= 1 Yr <= 2 Yr Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 72959136244.01 L-8 Day 8 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Broker-Dealer 7323632976.93 CB-1-Q 271 - 364 Days 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 75289485907.33 Y-2 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 Broker-Dealer 38379836401.29 L-1 Day 51 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.18 S.DC.18: Derivative Collateral Substitution Risk Bank 66961033301.54 G-4 Day 21 Liberty Capital Markets Inc.