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 13486.14 >3 Yr <= 4 Yr 1590.75 30-90 Days E-1-Q 164.40 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 4434.96 >3 Yr <= 4 Yr 44.94 30-90 Days E-2-Q 639.46 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 6276.12 >3 Yr <= 4 Yr 177.14 Open IG-1-Q 234.32 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 8150.70 >3 Yr <= 4 Yr 1141.37 Open IG-2-Q 1096.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 2102.57 >3 Yr <= 4 Yr 171.59 <30 Days C-1 323.15 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 11648.74 >3 Yr <= 4 Yr 961.54 <30 Days CB-4 1431.46 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 14899.87 >3 Yr <= 4 Yr 495.69 Open E-10 2584.12 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 No 390.99 >3 Yr <= 4 Yr 20.62 <30 Days E-3 35.88 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 16182.45 >3 Yr <= 4 Yr 324.80 <30 Days E-4 352.61 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 Yes 7808.94 >3 Yr <= 4 Yr 122.34 Open E-5 1425.35 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 6998.08 >3 Yr <= 4 Yr 17.89 91-180 Days E-6 1132.03 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 13306.91 >3 Yr <= 4 Yr 1665.36 Open E-7 2075.88 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 3619.19 >3 Yr <= 4 Yr 486.51 30-90 Days E-8 552.06 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 216.91 >3 Yr <= 4 Yr 0.91 91-180 Days E-9 15.69 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 2901.77 >3 Yr <= 4 Yr 110.36 91-180 Days G-4 243.21 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 15782.94 >3 Yr <= 4 Yr 743.86 91-180 Days IG-3 1684.08 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 14112.45 >3 Yr <= 4 Yr 1891.14 <30 Days IG-4 1504.15 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 No 13275.62 >3 Yr <= 4 Yr 998.67 Open IG-5 2290.80 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 13415.82 >3 Yr <= 4 Yr 634.54 30-90 Days IG-6 1335.62 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 11615.92 >3 Yr <= 4 Yr 41.27 30-90 Days IG-7 550.55 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 16258.53 >3 Yr <= 4 Yr 1041.50 Open IG-8 1448.77 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 5554.02 >3 Yr <= 4 Yr 400.03 Open L-1 191.69 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 12270.90 >3 Yr <= 4 Yr 777.75 <30 Days L-10 1952.49 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 4517.90 >3 Yr <= 4 Yr 105.26 Open L-11 599.97 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 8912.43 >3 Yr <= 4 Yr 936.62 91-180 Days L-2 1276.71 Yes Liberty Mortgage Services Corp. Treasury