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. - Global Consolidated Entity S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 91681887397.58 CB-2-Q Day 8 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 88391286740.30 A-3 Day 13 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 23704676906.30 CB-3 Day 56 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 97406452983.27 N-7 91 - 120 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 21942301221.78 A-2 151 - 179 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 3579208458.17 A-3 Day 27 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 2626846942.08 Y-4 Day 34 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 Bank 5600837109.26 S-8 >3 Yr <= 4 Yr 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 70037407044.49 S-8 Day 60 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 60774248811.90 S-2 Day 38 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 28366291490.52 S-5-Q Day 56 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 7234110772.69 S-3-Q Day 14 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 53249819706.42 P-1 Day 38 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 35352717795.21 N-1 Day 3 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 81540154786.42 L-5 Day 31 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 35062107735.28 G-2-Q Day 7 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 50398565402.91 E-9 180 - 270 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 74305160279.37 E-10 Day 55 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 95989517308.22 G-2-Q 151 - 179 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Other 60951293653.91 Y-1 Day 55 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 85824816079.15 L-1 Day 13 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.21 S.DC.21: Other Collateral Substitution Capacity Bank 43694014025.09 S-3-Q Day 19 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.21 S.DC.21: Other Collateral Substitution Capacity Broker-Dealer 60730511596.17 N-4 Day 12 Liberty International Finance Ltd.