Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.4: Derivative Settlement Payments Received

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.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer OTC - Centralized (Principal) 5878167341.49 N-4 Day 15 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Rehypothecateable Collateral Unencumbered 77021731336.59 A-4-Q Day 50 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer OTC - Centralized (Agent) 69185720844.65 IG-2 180 - 270 Days Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other OTC - Centralized (Principal) 70453251774.97 A-3-Q Day 40 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Exchange-traded (Principal) 26081835465.76 IG-4 Day 28 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.4 S.DC.4: Derivative Settlement Payments Received Other Non-Rehypothecateable Collateral 86185598882.47 L-1 Day 49 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.4 S.DC.4: Derivative Settlement Payments Received Broker-Dealer Non-Rehypothecateable Collateral 16813796840.97 S-2-Q Day 19 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.4 S.DC.4: Derivative Settlement Payments Received Other OTC - Centralized (Principal) 49744949052.30 A-3 >4 Yr <= 5 Yr Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.4 S.DC.4: Derivative Settlement Payments Received Bank Exchange-traded (Agent) 68343028181.87 CB-3-Q Day 45 Liberty Financial Group, Inc. - Global Consolidated Entity