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 Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets IG-6 61 - 67 Days Day 8 450277822100.69 402257575798.55 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets IG-6 Day 5 Day 18 140717509843.68 531570913493.12 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets G-1 Day 43 >2 Yr <= 3 Yr 862519878556.71 709329660634.81 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets A-1-Q Day 26 Day 23 112374925553.56 213638880705.09 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets A-1-Q 91 - 120 Days Day 42 651053838355.73 811117885877.88 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets IG-5 Day 12 Day 59 60210865533.29 374049892407.19 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets S-1-Q Day 53 Day 59 854886736601.48 508426347737.98 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets A-0-Q Day 9 >= 1 Yr <= 2 Yr 338008086607.10 787421113629.42 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets Z-1 Day 22 Perpetual 279602581576.56 486998554252.66 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets L-8 Open Day 14 491455122906.21 778613127147.04 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets IG-3 Day 39 121 - 150 Days 749068050729.29 835666529111.48 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets N-3 Day 48 Day 39 462633834558.63 269182453825.09 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets S-4 Day 3 Day 56 795894633377.35 92842841276.71 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets CB-3 Day 8 Day 17 364972986987.35 39601059459.73 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets A-4-Q Day 52 Day 16 780815151504.35 207593903043.56 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets E-2 Day 39 Day 18 445679847186.80 737921276364.86 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets IG-4 Day 22 180 - 270 Days 108964662021.21 575977594960.16 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets E-2 Day 44 91 - 120 Days 236821811678.05 506400850413.21 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets CB-2 Day 1 Day 21 129848372992.62 709837082234.52 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets IG-6 Day 47 Day 58 772180279351.56 189902048173.00 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets Y-3 Day 9 Day 43 852607879845.90 532689942317.40 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets L-11 Day 20 Day 50 292561153457.53 287532246850.16 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 19 Day 13 181599310576.97 491606954979.60 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets E-3 68 - 74 Days Day 56 837595681473.56 949122280060.96 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 P-2 Day 51 Day 53 714656119036.27 872373705661.57 None Liberty Financial Group, Inc. - Parent Company Only