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 Z-1 Day 29 Day 20 706411264352.15 223614872709.18 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-1 Day 53 Day 31 429688514663.66 547623876072.20 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets A-4-Q Day 41 Day 18 42574002024.57 334059645492.25 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 S-2 Day 41 Day 40 489455103527.14 654278987909.33 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets A-2-Q Day 4 61 - 67 Days 690853229230.31 53777195626.17 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets P-2 Day 48 Day 55 130207756813.40 723160914453.30 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets CB-1-Q 271 - 364 Days Day 41 649906209783.94 550660556824.14 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets L-5 Day 5 Day 33 583845389009.04 252842815373.98 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets S-8 Day 36 Day 44 570215560171.16 268572712174.58 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 E-9 Day 44 Day 34 489012855478.66 730310932189.67 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets S-5-Q Day 40 Day 8 219459056019.67 213092581782.22 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets G-2 Day 2 Open 116995463544.95 113453645132.18 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets CB-2 Day 53 Day 56 921024257794.09 868287652414.00 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets E-6 Day 44 Day 5 518807201806.61 662566617863.48 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets E-3 Day 31 Day 9 46148997369.47 761137555702.55 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets L-3 Day 33 Day 28 702008061832.44 219796288659.28 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets Z-1 Day 6 Day 57 72866896534.63 125736082118.18 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-6-Q Day 34 Day 48 484906654261.05 106283260400.74 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets L-5 Day 55 Day 30 817739794774.22 372298648283.01 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets E-3 Day 15 Day 3 168548996726.42 966951550033.84 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets IG-1-Q 61 - 67 Days Day 48 463388828286.59 284127959711.90 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets E-2-Q 75 - 82 Days Day 3 201086348397.88 749391138255.51 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets A-3 Day 18 271 - 364 Days 402255389904.56 269880808668.25 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets S-3-Q Day 2 Day 14 223423906507.93 878045042793.73 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-1-Q Day 36 Day 7 706401785461.84 417084743206.56 None Liberty Financial Group, Inc. - Parent Company Only