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 Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 70951784555.34 Y-3 Day 23 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 6839121242.28 E-5 Day 59 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 99573347106.78 E-6 Day 25 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 88847210038.12 Y-2 Day 2 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 2106974803.01 E-1 Day 51 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 22385010040.84 CB-1 Day 43 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 84512627904.64 G-3-Q Day 17 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 41659072554.52 E-2-Q >5 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 19929573844.79 L-9 Day 20 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 57075278846.32 G-2-Q Day 35 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 75530518938.74 C-1 Day 15 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 28706961748.64 CB-4 Day 16 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 18048406987.78 IG-3 Day 10 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 98035863029.05 P-1 Day 22 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 10171563102.32 L-5 Day 9 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 27330713993.70 E-2-Q Day 32 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 1830333886.90 IG-1-Q Day 55 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 65534068760.79 CB-3-Q Day 10 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 87330048547.03 CB-1-Q Day 54 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 64178293734.42 A-2 Day 30 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 93145916282.28 L-3 Day 6 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 84867797308.08 S-6-Q Day 23 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 75645587158.65 CB-3 Day 14 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 61188027781.19 E-2 Day 30 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 83738386277.33 E-1-Q Day 30 Liberty Financial Group, Inc. - Global Consolidated Entity