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 Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 56872964956.52 L-11 Day 41 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 Broker-Dealer 41695288949.80 CB-1 Day 7 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 62902062420.67 N-4 Day 4 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 98741274574.81 P-1 >2 Yr <= 3 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 6406046435.21 E-9 Day 19 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 85331232280.47 S-1-Q Day 10 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 8674076003.06 E-10 Day 49 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 41181617067.71 L-6 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 Bank 50251617005.23 N-1 Day 22 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 68561137454.89 P-1 Open Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 32146932612.90 Y-2 Day 13 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 96404154341.87 CB-2 Day 17 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 27433894126.79 S-1 Day 18 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 53367608985.60 S-3 Day 57 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 26039710613.44 N-4 Day 11 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 56961047861.20 S-6-Q Day 51 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 76371840171.43 E-3 Day 40 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 91982837722.55 E-2-Q Day 17 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 25719313818.92 N-5 Day 12 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 55262294763.04 L-3 Day 27 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 1725452285.49 E-9 91 - 120 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 390837174.18 IG-6 Day 56 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 79747812706.57 Z-1 Day 9 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 66966457283.47 S-3-Q Day 1 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 81974190252.44 IG-2 83 - 90 Days Liberty Mortgage Services Corp.