Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.19: Derivative Collateral Substitution Capacity

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.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 40245704741.63 G-2 >3 Yr <= 4 Yr Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 63308954934.49 S-6-Q Day 30 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 2561182043.71 A-5-Q Day 48 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 61310500078.27 IG-5 Day 40 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 39626698717.06 S-5 Day 46 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 6272024387.73 CB-2 Day 34 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 49414793838.18 IG-4 Day 10 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 9227543157.28 N-1 Day 60 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 10980201898.71 A-2 Day 30 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 36183535063.81 LC-1 Day 26 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 60637296870.55 Y-4 Day 31 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 19536897567.48 N-2 Day 43 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 95721306305.77 S-2-Q Day 45 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 83984502942.50 E-7 Day 39 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 29100619214.26 CB-4 Day 50 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 28544132102.30 CB-2-Q Day 13 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 17869514885.34 L-4 Day 31 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 17751932047.28 CB-3 Day 38 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 4211231570.83 N-1 Day 32 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 24673853388.19 S-5-Q Day 2 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 11415855332.77 E-1 Day 4 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 18931327939.09 G-2-Q 75 - 82 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 62623918998.91 S-4 Day 28 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 71954465002.73 G-1-Q Day 49 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 87506590523.59 IG-5 Day 9 Liberty Financial Group, Inc. - Parent Company Only