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 2062.03 >2 Yr <= 3 Yr 179.98 91-180 Days S-2 14.44 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 4300.85 >2 Yr <= 3 Yr 424.61 91-180 Days S-3 495.37 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 15486.97 >2 Yr <= 3 Yr 2315.56 <30 Days S-4 1370.23 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 14707.18 >2 Yr <= 3 Yr 1703.16 <30 Days S-5 2313.92 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 12674.43 >2 Yr <= 3 Yr 33.00 Open S-6 353.84 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 10884.09 >2 Yr <= 3 Yr 798.71 91-180 Days S-7 1242.48 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 No 15152.72 >3 Yr <= 4 Yr 1353.84 91-180 Days A-0-Q 82.63 Yes Liberty National Bank Risk Management
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 10201.40 >3 Yr <= 4 Yr 1378.66 Open A-1-Q 1544.19 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 7037.48 >3 Yr <= 4 Yr 487.21 Open A-2-Q 552.05 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 11352.34 >3 Yr <= 4 Yr 1038.15 91-180 Days A-3-Q 1529.14 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 13106.08 >3 Yr <= 4 Yr 1297.22 Open A-4-Q 2339.00 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 Yes 3667.35 >3 Yr <= 4 Yr 292.63 30-90 Days A-5-Q 511.26 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 1261.32 >3 Yr <= 4 Yr 113.02 Open CB-1-Q 45.58 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 16842.66 >3 Yr <= 4 Yr 1758.14 91-180 Days CB-2-Q 852.83 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 9988.55 >3 Yr <= 4 Yr 245.13 <30 Days S-1-Q 967.20 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 16763.03 >3 Yr <= 4 Yr 2487.63 <30 Days S-2-Q 2460.98 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 8583.90 >3 Yr <= 4 Yr 746.96 30-90 Days S-3-Q 1339.14 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 2525.01 >3 Yr <= 4 Yr 355.80 Open S-4-Q 60.36 Yes Liberty National Bank Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 6595.10 >3 Yr <= 4 Yr 694.70 30-90 Days CB-3-Q 401.58 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 1847.92 >3 Yr <= 4 Yr 264.63 Open G-1-Q 8.40 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 No 14368.68 >3 Yr <= 4 Yr 1136.68 Open G-2-Q 167.33 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 2274.82 >3 Yr <= 4 Yr 268.48 Open G-3-Q 439.98 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 No 11999.08 >3 Yr <= 4 Yr 453.31 Open S-5-Q 2376.69 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 16255.96 >3 Yr <= 4 Yr 1832.10 30-90 Days S-6-Q 984.28 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 No 15966.82 >3 Yr <= 4 Yr 1862.84 91-180 Days S-7-Q 23.57 No Finance