Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.20: Other Collateral Substitution Risk

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.20 S.DC.20: Other Collateral Substitution Risk Other 21264985882.30 E-1 Day 33 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 72842884413.72 LC-1 >5 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 33508266133.89 LC-1 Day 26 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 95122584189.62 N-6 Day 3 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 96789536214.70 A-2 Day 24 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 40947679524.25 G-1 Day 2 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 26721108372.92 S-7-Q Day 13 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 18776523618.86 S-8 Day 16 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 19319387906.79 Z-1 61 - 67 Days Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 16690128851.20 CB-4 >= 1 Yr <= 2 Yr Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 9307758636.76 C-1 271 - 364 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 50396292570.43 IG-6 Day 51 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 39207120618.87 E-7 >4 Yr <= 5 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 77914184279.66 S-6-Q Day 18 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 87967384696.43 S-5 Day 1 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 30009757609.42 E-7 Day 15 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 5716696194.11 L-3 Day 44 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 10500477510.63 CB-3-Q Day 3 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 95849031632.35 N-1 Day 29 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 1159828695.59 IG-1 Day 14 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 75764397742.13 L-6 Day 35 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 26292182633.37 G-2-Q Day 51 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 92520571055.81 A-2-Q Day 49 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 32026600594.51 S-6 Day 47 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 12081109507.63 L-4 68 - 74 Days Liberty International Finance Ltd.