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 11441.21 271 - 364 Days 226.09 91-180 Days S-5 1122.90 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 11710.75 271 - 364 Days 468.70 <30 Days S-6 2051.48 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 16121.38 271 - 364 Days 2315.72 91-180 Days S-7 2311.30 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 10292.99 >= 1 Yr <= 2 Yr 737.56 91-180 Days A-0-Q 174.53 Yes Liberty Capital Markets Inc. Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 2668.34 >= 1 Yr <= 2 Yr 201.26 <30 Days A-1-Q 476.88 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 1909.56 >= 1 Yr <= 2 Yr 224.19 Open A-2-Q 74.66 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 11758.56 >= 1 Yr <= 2 Yr 1170.41 <30 Days A-3-Q 917.88 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 8326.40 >= 1 Yr <= 2 Yr 216.81 91-180 Days A-4-Q 337.06 Yes Liberty National Bank Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 1143.05 >= 1 Yr <= 2 Yr 6.63 30-90 Days A-5-Q 70.72 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 12100.29 >= 1 Yr <= 2 Yr 962.67 <30 Days CB-1-Q 2390.15 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 13899.74 >= 1 Yr <= 2 Yr 1222.33 Open CB-2-Q 2102.50 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 7183.07 >= 1 Yr <= 2 Yr 884.83 Open S-1-Q 270.16 No Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 12027.33 >= 1 Yr <= 2 Yr 377.29 30-90 Days S-2-Q 139.76 Yes Liberty Capital Markets Inc. Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 6674.47 >= 1 Yr <= 2 Yr 894.34 30-90 Days S-3-Q 184.53 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 2699.87 >= 1 Yr <= 2 Yr 32.29 <30 Days S-4-Q 483.13 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 11513.39 >= 1 Yr <= 2 Yr 6.38 91-180 Days CB-3-Q 1806.70 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 6121.29 >= 1 Yr <= 2 Yr 575.25 Open G-1-Q 664.45 Yes Liberty Wealth Management LLC Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 16899.26 >= 1 Yr <= 2 Yr 329.65 91-180 Days G-2-Q 589.67 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 15974.51 >= 1 Yr <= 2 Yr 1078.69 91-180 Days G-3-Q 2765.65 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 3386.76 >= 1 Yr <= 2 Yr 25.16 91-180 Days S-5-Q 472.58 Yes Liberty Wealth Management LLC Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 3089.66 >= 1 Yr <= 2 Yr 376.26 30-90 Days S-6-Q 350.29 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 No 16736.99 >= 1 Yr <= 2 Yr 1656.60 91-180 Days S-7-Q 338.36 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 5097.75 >= 1 Yr <= 2 Yr 551.49 30-90 Days E-1-Q 588.69 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 5943.56 >= 1 Yr <= 2 Yr 418.91 91-180 Days E-2-Q 65.45 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 2940.45 >= 1 Yr <= 2 Yr 78.52 <30 Days IG-1-Q 376.57 No Operations