Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.2: Gross Derivative Liability Values

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.2 S.DC.2: Gross Derivative Liability Values Bank Non-Rehypothecateable Collateral 35482986533.74 LC-1 >3 Yr <= 4 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.2 S.DC.2: Gross Derivative Liability Values Broker-Dealer Segregated Cash 21001419730.07 G-1 Day 46 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Non-Rehypothecateable Collateral 38934962864.74 G-4 68 - 74 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Non-Rehypothecateable Collateral 5704876103.91 S-1 Day 44 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.2 S.DC.2: Gross Derivative Liability Values Other Non-Rehypothecateable Collateral 68792100289.32 IG-1 Day 13 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.2 S.DC.2: Gross Derivative Liability Values Bank Non-Rehypothecateable Collateral 429333227.36 S-4 Day 17 Liberty Capital Markets Inc.