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 Y-2 >5 Yr Day 32 451148110967.74 314254516225.74 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets C-1 Day 23 Day 22 242316953376.10 143000631606.35 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 S-6-Q Day 39 Day 3 360326237788.74 457837774619.44 None Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets IG-3 Day 1 Day 2 27440777949.03 756903390406.44 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-4 Day 26 Day 53 401992272329.59 326657633210.07 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets LC-2 Day 4 Day 60 789377741803.91 923139200950.45 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets L-9 Day 14 Day 6 190284371757.37 44415776904.70 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets A-0-Q Day 25 Day 11 816318693191.64 162206727040.99 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-7 Day 19 180 - 270 Days 320576156014.36 386948310332.91 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets LC-2 Day 9 >2 Yr <= 3 Yr 2272418247.94 418411730011.93 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets LC-1 Day 53 121 - 150 Days 98617246717.15 228515034913.52 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets G-1-Q Day 53 Day 54 259609585862.30 285246112164.46 None Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets IG-7 Day 23 Day 21 362142420600.57 475943299831.47 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets IG-7 Open Day 2 263147846375.68 900728367707.69 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 N-4 Day 43 Day 18 644526909222.55 641737006734.76 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets E-2 Day 27 271 - 364 Days 427335258054.11 94951739912.29 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets G-2-Q Day 2 >5 Yr 652557782268.62 932422767178.63 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets Y-1 Day 56 Day 14 121330779165.97 817569718805.58 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 A-5-Q Day 35 Day 26 826561588290.66 417869230581.56 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 N-1 Day 58 Day 39 612918224849.17 702985092623.71 None Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets IG-2 Day 53 >2 Yr <= 3 Yr 307824819478.15 715656936731.36 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 IG-6 >4 Yr <= 5 Yr 180 - 270 Days 461616819624.65 7198415184.13 None Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets IG-3 Day 12 Day 40 694152351274.77 914470294838.57 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets S-6 Day 55 Day 59 690665512727.88 20951970902.02 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets S-2-Q Day 6 Day 50 543497318096.99 639475780593.96 None Liberty Financial Group, Inc. - Global Consolidated Entity