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. - Global Consolidated Entity S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 87836450920.30 N-3 Day 25 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 49178814847.55 N-2 61 - 67 Days Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 34541308394.91 CB-2 Day 16 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 Broker-Dealer 51188191901.38 CB-1 Day 46 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 14196005359.66 E-1-Q 180 - 270 Days Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Bank 33051052442.63 Z-1 >4 Yr <= 5 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Other 29549585487.60 L-6 Day 17 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 52543668983.55 C-1 83 - 90 Days Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 13162542825.34 E-2 Day 29 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 25362442056.98 A-5-Q Day 27 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.19 S.DC.19: Derivative Collateral Substitution Capacity Broker-Dealer 61098517631.97 G-2-Q 121 - 150 Days 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 Broker-Dealer 57106050265.72 L-9 Day 21 Liberty Mortgage Services Corp.