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 LC-2 >= 1 Yr <= 2 Yr Day 42 743571384445.51 832120100697.00 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets S-6-Q Day 21 >= 1 Yr <= 2 Yr 270773531415.25 759440035491.90 None Liberty International Finance Ltd.