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 Bank 68732299016.52 CB-3-Q Day 9 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 92599765951.20 L-3 Day 54 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 22585463439.78 CB-3 Day 9 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 28535516232.40 S-3 Day 10 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 85058985118.33 S-6 Day 38 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 91071671196.99 S-6-Q >3 Yr <= 4 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 55422491033.23 L-9 151 - 179 Days 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 63588920345.66 G-2 Day 17 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 16864526629.21 S-1-Q Day 25 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 69149011729.52 G-2 Day 37 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 38198760109.39 G-2 Day 17 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 10002717149.13 IG-7 Day 7 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 81786674860.62 IG-2 Day 42 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 77451379538.50 N-7 >4 Yr <= 5 Yr 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 46847919986.82 N-7 Day 27 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 70591513871.96 N-3 Day 45 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 24950765321.41 L-8 Day 10 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 27001100320.37 IG-3 Day 52 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 37250984480.51 CB-3 Day 39 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 29515642727.66 N-7 Day 6 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 97419868211.37 L-3 Day 59 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 69672062053.85 G-4 Day 1 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 22376384603.00 E-8 Day 14 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 54382695402.53 CB-1 Day 26 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 95400233623.94 CB-3-Q 75 - 82 Days Liberty International Finance Ltd.