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 No 11179.43 >2 Yr <= 3 Yr 496.12 91-180 Days N-6 281.39 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 15860.17 >2 Yr <= 3 Yr 816.60 <30 Days N-7 906.13 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 3429.63 >2 Yr <= 3 Yr 265.40 Open P-1 620.68 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 Yes 10661.13 >2 Yr <= 3 Yr 502.36 30-90 Days P-2 1871.06 Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 939.26 >2 Yr <= 3 Yr 125.30 91-180 Days S-8 122.46 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 2783.00 >2 Yr <= 3 Yr 75.44 <30 Days Y-1 450.95 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 917.58 >2 Yr <= 3 Yr 94.16 Open Y-2 6.11 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 9905.72 >2 Yr <= 3 Yr 1329.50 <30 Days Y-3 1100.91 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 10576.91 >2 Yr <= 3 Yr 20.64 30-90 Days Y-4 940.16 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 8622.22 >2 Yr <= 3 Yr 547.08 <30 Days Z-1 731.29 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 Yes 14733.03 >2 Yr <= 3 Yr 353.66 91-180 Days A-2 2475.33 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 13705.95 >2 Yr <= 3 Yr 472.45 Open A-3 1679.09 Yes Liberty Capital Markets Inc. Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 15577.02 >2 Yr <= 3 Yr 730.28 91-180 Days A-4 2942.69 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 12825.24 >2 Yr <= 3 Yr 417.01 <30 Days A-5 575.22 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 Yes 441.67 >2 Yr <= 3 Yr 62.09 30-90 Days CB-1 64.48 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 2207.91 >2 Yr <= 3 Yr 19.19 91-180 Days CB-2 75.23 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 No 6780.41 >2 Yr <= 3 Yr 288.18 91-180 Days CB-3 342.91 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 9414.44 >2 Yr <= 3 Yr 1187.19 Open E-1 1165.39 Yes Liberty Wealth Management LLC Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 13632.67 >2 Yr <= 3 Yr 1975.80 Open E-2 905.04 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 16518.97 >2 Yr <= 3 Yr 533.15 91-180 Days G-1 1059.22 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 9237.37 >2 Yr <= 3 Yr 691.49 Open G-2 779.31 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 1579.34 >2 Yr <= 3 Yr 8.33 30-90 Days G-3 214.31 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 5377.85 >2 Yr <= 3 Yr 674.45 30-90 Days IG-1 136.25 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 3117.40 >2 Yr <= 3 Yr 345.40 Open IG-2 259.90 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 8123.09 >2 Yr <= 3 Yr 195.45 30-90 Days S-1 83.69 No Legal