Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.O.16: Total Collateral Required Due to a Change in Financial Condition

Report Date Reporting Entity PID Product Counterparty G-SIB Maturity Amount Maturity Bucket Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Internal Internal Counterparty Business Line
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 6539.81 Day 60 43.29 91-180 Days IG-6 731.07 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 14944.88 Day 60 274.00 91-180 Days IG-7 1389.13 Yes Liberty Mortgage Services Corp. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 781.47 Day 60 102.63 91-180 Days IG-8 103.22 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 11702.76 Day 60 314.26 91-180 Days L-1 928.96 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 10294.54 Day 60 450.26 91-180 Days L-10 358.87 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 9397.35 Day 60 541.11 <30 Days L-11 1674.59 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 4708.09 Day 60 690.51 91-180 Days L-2 622.31 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 4436.79 Day 60 252.32 <30 Days L-3 498.84 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 15114.84 Day 60 1822.72 91-180 Days L-4 1759.13 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 3978.01 Day 60 443.31 Open L-5 102.90 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 10152.65 Day 60 618.16 30-90 Days L-6 1808.91 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 4950.05 Day 60 382.51 30-90 Days L-7 861.57 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 9232.16 Day 60 728.42 91-180 Days L-8 509.10 Yes Liberty Mortgage Services Corp. Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 4127.89 Day 60 155.68 30-90 Days L-9 776.05 Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 15914.59 Day 60 1068.26 Open LC-1 2199.49 Yes Liberty Capital Markets Inc. Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 8255.98 Day 60 431.59 Open LC-2 99.16 Yes Liberty National Bank Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 4380.70 Day 60 416.05 Open N-1 544.98 Yes Liberty Mortgage Services Corp. Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 4257.47 Day 60 73.21 <30 Days N-2 705.89 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 11953.72 Day 60 449.19 91-180 Days N-3 1000.37 Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 5101.01 Day 60 386.60 Open N-4 848.67 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 2018.28 Day 60 290.67 Open N-5 198.61 Yes Liberty Wealth Management LLC Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 7091.51 Day 60 755.56 Open N-6 664.42 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 11882.65 Day 60 388.14 91-180 Days N-7 503.61 Yes Liberty Mortgage Services Corp. Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 8324.73 Day 60 833.12 91-180 Days P-1 1152.08 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 14163.87 Day 60 1525.76 <30 Days P-2 1790.72 Yes Liberty Mortgage Services Corp. Legal