Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.DC.11: Derivative CCP Default Fund Contribution

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 International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 941686708.65 IG-1 Perpetual Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 4574971616.16 A-1-Q Day 23 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 49157261112.98 S-3-Q Day 8 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 85816163634.05 L-8 Day 5 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 74417722869.38 A-2-Q Day 6 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 5888521295.16 S-7 Day 29 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 24746781288.52 E-1 >3 Yr <= 4 Yr Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 61586549381.63 L-5 Day 25 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 68351012786.21 S-4-Q Day 55 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 35155823976.68 E-9 >= 1 Yr <= 2 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 12127488719.63 S-3 Day 40 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 72199888552.87 A-3 Day 51 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 28700845923.05 IG-6 Day 39 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 24106459825.38 CB-1-Q Day 58 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 43724291265.82 S-5-Q Day 51 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 89618510856.89 CB-1 Day 52 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 50048233713.16 E-6 Day 17 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 36101723869.49 S-4 >3 Yr <= 4 Yr Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 11111826696.29 L-3 Day 54 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 68399845392.80 P-1 Day 57 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 13266689657.57 E-1 Open Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 56719530660.58 E-10 Day 24 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 82942279007.20 G-3-Q Day 25 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 4203753323.39 IG-3 Day 9 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 6166798014.59 L-10 75 - 82 Days Liberty International Finance Ltd.