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 Financial Group, Inc. - Parent Company Only S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 58626703333.47 N-1 Day 14 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 91677910813.80 E-5 Day 55 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 82050572526.25 L-9 Day 10 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 84229395947.41 IG-1-Q Day 26 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 69384740850.75 N-2 Perpetual 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 Bank 23696741501.47 S-4-Q Day 48 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 76982113635.80 S-4-Q Day 27 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 42810698147.28 A-3 Day 49 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 5862707754.24 A-3 Day 58 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 23228507102.62 IG-4 Day 24 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 4744150620.00 E-5 Day 41 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 27455060391.04 A-3 83 - 90 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 3210451513.33 S-3-Q Day 39 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 77192966700.55 E-9 180 - 270 Days Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 31524531461.46 A-1-Q Day 43 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 75789187802.84 N-7 Day 45 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 Bank 15264207429.52 L-10 Day 20 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 21811204517.50 A-5 Day 15 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 36199367712.04 LC-1 Day 9 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 32024059652.73 IG-5 Day 60 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 74979654906.53 N-4 >3 Yr <= 4 Yr Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 27235925574.96 E-7 Day 15 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 28713214661.41 N-5 Day 37 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 31495331009.22 CB-3-Q Day 53 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 37492174372.52 IG-6 83 - 90 Days Liberty National Bank