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 8783.87 >4 Yr <= 5 Yr 526.98 <30 Days IG-1 1186.29 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 10619.75 >4 Yr <= 5 Yr 1345.35 30-90 Days IG-2 863.66 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 9412.81 >4 Yr <= 5 Yr 731.54 Open S-1 353.50 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 7113.02 >4 Yr <= 5 Yr 424.67 91-180 Days S-2 909.18 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 4543.53 >4 Yr <= 5 Yr 498.74 30-90 Days S-3 319.08 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 16919.61 >4 Yr <= 5 Yr 1838.55 Open S-4 2906.24 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 Yes 16187.15 >4 Yr <= 5 Yr 2403.34 <30 Days S-5 2173.29 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 7247.45 >4 Yr <= 5 Yr 324.85 <30 Days S-6 918.33 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 10722.00 >4 Yr <= 5 Yr 821.66 <30 Days S-7 916.08 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 8877.97 >5 Yr 673.79 30-90 Days A-0-Q 417.85 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 15261.68 >5 Yr 1881.72 91-180 Days A-1-Q 2749.37 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 No 564.41 >5 Yr 65.37 30-90 Days A-2-Q 106.33 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 12478.35 >5 Yr 519.97 91-180 Days A-3-Q 373.16 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 12347.21 >5 Yr 1558.58 Open A-4-Q 1269.94 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 5513.51 >5 Yr 233.46 Open A-5-Q 696.50 No Treasury
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other No 2369.30 >5 Yr 203.89 <30 Days CB-1-Q 300.94 No Legal
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 3832.60 >5 Yr 191.97 Open CB-2-Q 346.13 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 6717.24 >5 Yr 854.56 30-90 Days S-1-Q 787.92 No Finance
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 3091.55 >5 Yr 272.06 Open S-2-Q 269.15 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 Yes 12223.88 >5 Yr 1506.27 91-180 Days S-3-Q 758.16 No Operations
2025-10-08 Liberty International Finance Ltd. O.O.16 Total Collateral Required Due to a Change in Financial Condition Other Yes 15713.44 >5 Yr 1957.80 30-90 Days S-4-Q 800.51 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 3653.12 >5 Yr 379.85 30-90 Days CB-3-Q 187.48 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 14690.46 >5 Yr 1149.10 <30 Days G-1-Q 1274.55 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 13199.04 >5 Yr 19.63 <30 Days G-2-Q 107.36 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 573.84 >5 Yr 66.11 <30 Days G-3-Q 113.79 Yes Liberty Mortgage Services Corp. Finance