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 National Bank S.B.3 S.B.3: Non-Performing Assets N-5 Day 16 Day 54 619260502974.54 343778729290.42 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets E-4 Day 31 Day 27 956067850863.35 987160738125.05 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets S-5-Q Day 21 Day 13 520369157087.44 133000668437.14 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets N-6 Day 28 Day 31 324131439653.77 924308968100.54 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets G-1-Q Day 38 Day 53 581973125521.56 254840427957.44 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets IG-2 Day 49 Day 41 279486462031.38 216986000804.69 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets E-8 Day 60 >2 Yr <= 3 Yr 467850240991.41 950728951372.71 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets IG-1 Day 50 Day 35 301559202056.85 505126096185.90 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets L-8 Day 40 Day 57 115344689332.45 811977123927.30 None Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets A-2-Q Day 35 Day 36 862637473719.08 422756998106.02 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-5 Day 38 Day 42 630696966032.80 273505145022.80 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets IG-6 Day 44 Day 44 808482599966.89 286866249363.15 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets S-2 Day 25 >3 Yr <= 4 Yr 382033595499.65 907551071375.13 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets G-3 Day 45 Day 28 553239871569.35 754754384001.53 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets S-3-Q >5 Yr Day 30 353605195020.90 347931673824.68 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets Y-3 Day 39 180 - 270 Days 289716504584.01 910988074608.48 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets S-4-Q Day 42 >3 Yr <= 4 Yr 908157435214.97 472694731044.85 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets A-2 Day 5 Day 27 977498198541.66 927602367194.96 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-1-Q Day 29 Day 9 150603519399.36 884612157716.12 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 Y-1 Day 53 >5 Yr 669613306613.47 745647059334.90 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets L-2 Day 50 Day 19 630310920487.83 247160251053.68 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets Y-3 >5 Yr Day 45 894221414398.52 338561026865.62 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets CB-1-Q Day 58 Day 44 146784500347.10 737129666798.81 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets A-2-Q Day 36 180 - 270 Days 260426330115.47 659026436122.96 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets E-2 Day 11 Day 56 81127778531.35 96214698529.97 None Liberty National Bank