Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.B.3: Non-Performing Assets

Report Date Reporting Entity PID Product Counterparty Collection Reference Product Reference Sub Product Reference Collateral Class Maturity Bucket Effective Maturity Bucket Encumbrance Type Market Value Maturity Amount Collateral Value G-SIB Risk Weight Internal Internal Counterparty
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets N-7 Day 29 Day 43 59659366244.73 689487789240.52 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets E-5 Day 45 Day 26 680119226080.56 851881919366.77 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets G-3-Q >2 Yr <= 3 Yr Day 35 579049097985.02 56646758184.62 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets N-6 Day 57 151 - 179 Days 356904481800.56 740249903935.92 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets IG-7 Day 17 Day 9 215526877824.58 423649095636.69 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets L-1 Day 20 Day 48 335694201004.39 355375087475.40 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets IG-7 Day 35 >= 1 Yr <= 2 Yr 20117008555.79 760894585198.25 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets S-3 Day 10 Day 58 779677149273.11 45518106708.51 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets IG-6 Day 54 Day 31 252817289364.74 21600482858.00 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets L-1 Day 20 Day 37 266790969076.42 44137491168.20 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets S-1-Q Day 48 121 - 150 Days 534070874687.94 637256785089.32 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets L-6 Day 40 >5 Yr 493280750856.36 858030928915.36 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets CB-1-Q Day 50 Day 37 47856563033.22 812752523249.48 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets IG-2-Q Day 36 >4 Yr <= 5 Yr 978852152144.63 352427367867.42 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets S-5 Day 3 Day 3 78035817193.02 646388556948.36 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets N-3 Day 59 Day 55 537027153951.35 568669150238.36 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets IG-4 Day 55 Day 47 442511145426.00 229448678860.78 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets IG-2-Q Day 48 Day 55 648716390750.27 944525595839.30 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets G-4 Day 46 >4 Yr <= 5 Yr 126072546125.47 974287927962.38 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets A-2 Day 9 Day 24 353436173931.13 436980706852.99 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets Y-3 121 - 150 Days Day 36 756502958261.98 8855263957.17 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets S-6 Day 15 Open 353228244477.90 342170197305.49 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets E-2 >4 Yr <= 5 Yr Day 42 957928400247.71 722906894339.14 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets N-2 83 - 90 Days Day 47 451767693996.78 361020322317.38 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets CB-2 Day 8 Day 52 494572419420.39 299004465205.07 None Liberty National Bank