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. - Global Consolidated Entity S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 49292908949.23 E-7 Day 48 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 1077857614.09 N-6 Day 20 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 8535245590.37 N-1 91 - 120 Days 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 30033362342.71 IG-2 Day 40 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 Bank 43232632810.13 N-1 Day 42 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 59938927378.27 E-1 Day 44 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 13694038683.75 L-6 Day 23 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 5235005562.34 LC-1 Day 49 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 Broker-Dealer 14500550943.64 G-1-Q Day 45 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 79312293213.33 A-0-Q Day 38 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 63790141369.47 N-1 >2 Yr <= 3 Yr 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 94404714845.21 E-3 Day 37 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 Broker-Dealer 62872226505.25 G-1-Q 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 Broker-Dealer 52348662686.05 S-2-Q Day 1 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Other 49244080220.13 E-1 >= 1 Yr <= 2 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 39322703596.58 IG-6 Day 59 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 46638695282.85 IG-5 Day 47 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 6576394862.50 E-1-Q >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 67086918681.95 N-2 Day 26 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 41245821583.95 L-6 >2 Yr <= 3 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Broker-Dealer 50750486495.73 E-5 Day 41 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 Bank 6897777681.32 P-2 Day 4 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 16826761356.99 IG-1 Day 38 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 90293589956.21 S-6 Day 3 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.DC.11 S.DC.11: Derivative CCP Default Fund Contribution Bank 79800411702.32 A-4-Q Day 42 Liberty International Finance Ltd.