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 Capital Markets Inc. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 72798047191.01 CB-2 Day 8 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 66806803086.60 S-4-Q 75 - 82 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 81934647429.35 N-6 Day 10 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 34534961501.37 A-3 Day 58 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 4770754372.53 E-9 Day 59 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 99373775004.36 G-2-Q Day 23 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 50946962218.82 Y-2 83 - 90 Days Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 443392520.60 S-6-Q Day 5 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 79955924441.20 A-2 Day 6 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 94591071293.94 IG-7 Day 4 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 40509225224.30 A-5-Q Day 8 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 Bank 1544984932.54 E-9 Day 54 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 63147125658.64 L-1 Day 20 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 15852977143.55 E-9 >5 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 51328236613.51 E-9 Day 18 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 51386545643.00 G-1 >5 Yr Liberty National Bank
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 39847429319.56 A-4 Day 18 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 57322884191.90 S-7 180 - 270 Days Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 35280355195.61 L-5 >2 Yr <= 3 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 52365579325.08 CB-3 Day 1 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 77951181575.31 N-4 Day 59 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 98422994267.63 N-6 Day 21 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 62098066223.70 L-9 Day 13 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 71959932612.48 S-3-Q Day 57 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 79127009699.67 L-2 Day 43 Liberty Mortgage Services Corp.