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 Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 6998474031.61 A-4-Q Day 17 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 86175875737.35 Y-1 Day 30 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 75311359235.92 E-2 Day 8 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 38835749951.09 A-4 Day 53 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 57543576485.25 N-2 Day 57 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 27779440965.05 L-2 Day 28 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 70364279581.47 A-0-Q Day 41 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 47672102978.06 E-1 Day 51 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 85461238296.43 N-2 Day 25 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 18332179183.35 Z-1 Day 59 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 9418827780.52 P-2 Day 5 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 1828841401.87 CB-2 Day 28 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 4107303501.39 N-7 Day 35 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 37921623573.56 E-10 83 - 90 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 21372034357.14 A-3 151 - 179 Days Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 42548478359.31 E-2-Q 75 - 82 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 95501068289.38 G-3 Day 7 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 47468361085.64 E-2 Day 46 Liberty National Bank
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 20042041618.35 S-2-Q Day 49 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 Other 87318044554.76 CB-4 Day 56 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 Other 15765929664.48 IG-2-Q Day 46 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 Other 28963303924.11 E-1 Day 39 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 29922839149.81 N-7 Day 28 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 45156869140.68 P-1 Day 45 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 59322279594.21 S-8 >= 1 Yr <= 2 Yr Liberty Financial Group, Inc. - Parent Company Only