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 Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 45960464921.83 IG-4 Day 48 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 64916166043.36 N-5 Day 11 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 98550543228.22 S-8 Day 54 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 65609652098.11 IG-2 Perpetual 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 83412025453.22 P-2 Day 28 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 17842553479.80 E-5 Day 11 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 87894973047.75 G-4 Day 57 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 70827253044.73 S-7 Day 51 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 42260904542.54 S-6-Q Day 20 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 98226053741.79 L-9 Day 24 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 87417850203.34 G-2 Day 32 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 64931225845.66 E-4 Day 58 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 27474636961.29 N-6 Day 16 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 78345300416.91 A-5 Day 25 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 Bank 1967464588.66 L-2 Day 26 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 66840692758.64 S-8 Day 48 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 65512923599.71 S-8 Day 56 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 Bank 93093993651.44 N-4 151 - 179 Days 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 Bank 84227329574.60 L-10 Day 11 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 4921871992.59 A-4 Day 8 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 83655383743.80 IG-2 Day 12 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 12560684854.20 IG-7 Day 18 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 36796262469.49 L-3 Day 39 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 40129607511.08 N-4 Day 24 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 50018575157.28 N-3 Open Liberty National Bank