Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.17: Sleeper Collateral Receivables

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.17 S.DC.17: Sleeper Collateral Receivables Other 85696596329.29 CB-2-Q 68 - 74 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 31426580094.63 E-3 Day 58 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 84418772139.11 IG-7 Day 25 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 74619115732.85 G-1-Q Day 58 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 36221516900.85 IG-3 Day 4 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 71488141998.45 G-2-Q Day 36 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 9718714230.00 IG-7 >3 Yr <= 4 Yr Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 93149333015.30 E-1-Q Day 31 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 34818876246.96 G-3-Q >= 1 Yr <= 2 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 57128805533.19 E-8 Day 40 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 9770921379.44 A-5 Day 23 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 3875114803.69 IG-4 Day 20 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 51646724922.26 A-3-Q Day 52 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 25758416066.80 IG-3 Day 19 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 92221779464.00 N-4 >3 Yr <= 4 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 6750139606.32 G-3-Q Day 22 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 85753894151.46 E-4 Day 19 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 11990327636.36 Z-1 Open Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 16441653840.80 A-3 Day 47 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 98922820020.07 P-1 Day 48 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 96991775179.92 E-8 Day 12 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 1771382236.05 A-3 Day 51 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 80530844286.56 S-3 151 - 179 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 82783136104.97 Y-1 Day 28 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 13421493324.09 S-6 >2 Yr <= 3 Yr Liberty Capital Markets Inc.