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 Financial Group, Inc. - Global Consolidated Entity S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 19350415459.26 CB-2-Q Day 54 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 36039971813.85 CB-2 Day 42 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 26850443729.84 CB-1 Day 30 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 60840671035.65 E-1 Day 28 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 78554328758.72 IG-8 271 - 364 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 8044566997.31 L-10 Day 7 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 43267266802.70 G-3-Q 61 - 67 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 35991583795.86 A-4 Day 22 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 72491012995.61 E-6 Day 38 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 5444820904.17 G-4 75 - 82 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 36250923025.98 A-5 Day 33 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 42890238540.01 Y-2 Day 16 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 82769972875.00 C-1 Day 24 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 47791296796.12 A-1-Q Day 12 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 18797480891.37 CB-4 Day 27 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 69300877069.14 S-4-Q >2 Yr <= 3 Yr Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 99453677215.52 IG-6 Day 17 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 24334704199.00 S-2 Day 7 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 25183343301.90 G-3 Day 4 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 67972321208.18 IG-2-Q Day 18 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 33777050035.48 Y-2 Day 60 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 43254586351.51 A-4 Day 50 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.17 S.DC.17: Sleeper Collateral Receivables Broker-Dealer 83353424249.49 L-5 Day 45 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 77939542237.86 CB-1-Q 83 - 90 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 21235565440.34 IG-1 Day 16 Liberty Mortgage Services Corp.