Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.21: Other Collateral Substitution Capacity

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.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 92653706728.95 L-3 Day 31 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 25751886019.11 E-4 91 - 120 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 24290983589.17 Y-1 Day 54 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 84127453642.57 Y-2 >= 1 Yr <= 2 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 15197365285.66 P-2 Day 60 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 84596463955.25 L-1 Day 59 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 25696901545.67 Y-1 Day 9 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 19941625643.62 L-6 91 - 120 Days Liberty National Bank
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 42030979135.52 E-5 Day 7 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 39329363016.59 E-4 Day 11 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 86313880203.81 S-7-Q Day 10 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 23887438633.57 IG-1-Q Day 35 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 2319220320.77 Z-1 Day 48 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 87621825148.48 CB-2 Day 39 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 75767779091.35 E-8 Day 1 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 94819977847.99 L-10 Day 31 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 47517133704.69 G-2-Q 151 - 179 Days Liberty National Bank
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 95410502848.90 A-3 61 - 67 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 33582777299.60 A-4-Q Day 48 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 90082535179.26 CB-1 Day 50 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 41130286059.29 A-2 Day 12 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 69501524699.74 N-1 Day 2 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 760896136.15 Z-1 Day 42 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 51492519922.53 S-3-Q Day 42 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 27867591214.01 L-6 Day 55 Liberty National Bank