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 Mortgage Services Corp. S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 86873795753.40 IG-6 Day 15 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 35061549230.20 IG-7 Day 8 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 66803252566.63 P-1 Day 34 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 93885991868.31 E-8 121 - 150 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 11587292776.41 Y-4 Day 14 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 30001877342.56 L-2 Day 6 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 2249751927.50 C-1 Day 60 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 52046113610.47 E-2-Q Day 44 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 18174345513.11 A-1-Q Day 9 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 65141864910.53 IG-8 151 - 179 Days 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 73752616828.15 S-1 Day 13 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 45063533536.52 CB-4 Day 28 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 61206428644.92 CB-2 Day 24 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 3100364800.69 A-1-Q Day 6 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 80491707042.44 G-3 Day 48 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 2840232074.89 E-8 Day 4 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 54953874141.87 L-4 Day 37 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 98820737233.87 P-2 Day 43 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 74207724933.85 L-6 Day 50 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 98088906185.22 S-1 Day 14 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 87384370908.75 S-2-Q Day 53 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.20 S.DC.20: Other Collateral Substitution Risk Broker-Dealer 66142482119.85 A-3-Q 151 - 179 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.20 S.DC.20: Other Collateral Substitution Risk Other 50103628818.73 N-6 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 77145967408.11 L-8 Day 21 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.20 S.DC.20: Other Collateral Substitution Risk Bank 29595551343.35 CB-3-Q Day 51 Liberty Financial Group, Inc. - Parent Company Only