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 International Finance Ltd. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 64657572872.28 L-9 Day 22 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 9597538354.86 E-9 Day 27 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 Broker-Dealer 80215388992.59 E-10 Day 48 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 19899852289.47 CB-3-Q 121 - 150 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 51096717326.94 A-4 Day 56 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 87172804171.86 E-6 Day 27 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 91863119683.16 CB-4 91 - 120 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.17 S.DC.17: Sleeper Collateral Receivables Other 64066992014.02 E-9 Day 9 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 22125149845.00 G-1-Q Day 54 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 41684411054.42 E-4 Day 1 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.17 S.DC.17: Sleeper Collateral Receivables Bank 93902200310.11 L-10 Day 13 Liberty Capital Markets Inc.