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 National Bank S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 2738879539.39 Y-1 Day 2 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 87024363568.65 IG-1-Q 68 - 74 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 43749147926.32 LC-1 Day 17 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 Broker-Dealer 48727485978.45 E-3 75 - 82 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 6031739350.67 S-8 >5 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Bank 30782916946.79 L-2 Day 43 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 27515693173.54 A-2-Q Day 5 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 9626531476.82 E-8 Day 9 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Other 32616152008.81 N-3 Day 43 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.15 S.DC.15: Sleeper Collateral Deliverables Broker-Dealer 42722877392.70 IG-1-Q 83 - 90 Days Liberty Financial Group, Inc. - Global Consolidated Entity