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 56414881803.50 E-9 Day 59 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 74485703574.77 A-4 180 - 270 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 32362821332.57 S-1 Day 13 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 65066927494.78 N-2 121 - 150 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 93799913409.28 IG-7 >= 1 Yr <= 2 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 7918956063.46 IG-2 Day 3 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 82199191277.17 S-2 Day 39 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 21541073310.75 LC-2 Day 39 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 82759025247.37 L-5 Day 42 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 45394048089.73 CB-3 Day 22 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 7650289079.35 S-4 Day 29 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 25108782653.56 CB-2-Q 91 - 120 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 45186196343.67 N-4 68 - 74 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 24956547016.00 A-4 Day 1 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 95914387702.91 N-6 Open Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 30743525466.45 CB-3 Day 16 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 63074228988.83 CB-2 Day 10 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 80865839230.14 G-4 83 - 90 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 46347565198.32 E-7 61 - 67 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 96084064147.51 A-2 Day 57 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 95127447668.02 G-1 Day 51 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 22446800131.09 P-2 Day 12 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 92432054559.90 S-2-Q 180 - 270 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 30668642214.67 S-3-Q Day 41 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 31687660344.31 G-2 Day 17 Liberty Capital Markets Inc.