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 A-3-Q Day 36 Day 34 209163709458.89 975739233825.59 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets N-4 Open Day 56 343063467770.92 433272044586.11 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets L-4 Day 24 Day 59 742885200672.63 999067261788.57 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets A-1-Q Day 11 Day 20 298366444116.36 76115572781.44 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets E-6 Perpetual 83 - 90 Days 929420248926.92 13572639833.28 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets Y-1 Day 34 Day 60 479495742060.46 627449720858.06 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets IG-6 Day 13 Day 58 478845415932.57 226779633950.27 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets A-5 Day 17 Day 44 344495855000.29 66750794137.82 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets S-6 Day 13 Day 6 8459111241.12 391691203745.04 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets E-2 83 - 90 Days Day 40 638019665936.09 199014780469.43 None Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets CB-1 Day 43 Day 5 381981551109.61 609398416581.94 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets A-2-Q Day 29 Day 49 728126693610.87 535204050703.83 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets S-3-Q Day 1 Day 60 543538223405.22 381176064489.55 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets S-7 271 - 364 Days 271 - 364 Days 926607015332.83 586295925329.15 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets IG-8 121 - 150 Days Day 33 908220390568.48 92949771913.31 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets S-4 Day 56 Day 8 916207510641.36 138524294252.19 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets L-4 Day 49 Day 56 697685850754.98 280322175787.13 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets IG-7 Day 51 Day 53 691846128101.11 252019500032.27 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets N-6 Day 4 Day 12 611813925183.37 120371993401.19 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets CB-3 Day 24 Day 35 289118649848.53 890707176188.94 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets IG-6 Day 24 Day 38 282233898403.31 175875727297.55 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets S-3 Day 33 Day 40 842074177724.48 923261516444.26 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-2 Day 3 Day 17 397654153732.32 812162519079.81 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets CB-2 Day 5 Day 37 454765648371.99 889838055729.26 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets G-3 Day 43 Day 17 953263381867.01 561319077270.96 None Liberty Financial Group, Inc. - Parent Company Only