Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.15: Sleeper Collateral Deliverables

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.15 S.DC.15: Sleeper Collateral Deliverables Other 10892608682.70 S-4-Q Day 39 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 77371419357.77 G-1-Q Day 54 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 76446788497.73 G-1-Q 151 - 179 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 816270055.43 IG-3 68 - 74 Days Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 66820846163.50 N-5 Day 37 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 11831893342.96 S-7 Day 24 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 41209539744.38 L-5 Day 36 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 85165661159.19 A-4 Day 4 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 86235775087.64 IG-8 Day 38 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 34199118301.23 IG-7 Day 46 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 73105805617.38 G-1-Q Day 57 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 187496468.80 E-2 Day 40 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 34364397976.93 L-6 Day 50 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 28441967819.38 L-7 Day 44 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 19652387377.66 E-10 Day 9 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 38207574873.76 Z-1 Day 60 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 49304682176.24 G-2-Q Day 49 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 48897277158.05 G-2-Q >4 Yr <= 5 Yr Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 53245167393.50 E-5 Day 54 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 91325015914.07 IG-7 Day 46 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 10541185746.45 CB-2-Q Day 17 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 29848265042.93 S-2 Day 30 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 42685152564.92 S-7-Q Day 45 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 12266771690.00 L-9 Day 15 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 4315301060.46 CB-1 Day 33 Liberty Financial Group, Inc. - Global Consolidated Entity