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 Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets G-2-Q Day 25 Day 29 208222864080.62 378039578833.06 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets IG-5 Day 30 Day 50 582152915168.13 651711098135.50 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets G-4 Day 32 Day 59 185161733968.91 210096798277.61 None Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets S-2-Q 121 - 150 Days Day 37 708889195451.82 662791704450.55 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets S-7 Day 12 Day 53 816204067569.69 918505433363.37 None Liberty National Bank
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets G-1 Day 30 Day 40 660588388798.38 56685743101.09 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-3 Day 38 Day 6 438512679564.64 280082152805.98 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.B.3 S.B.3: Non-Performing Assets IG-3 Day 46 Day 54 947792925921.14 438782575884.38 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-1-Q 180 - 270 Days Day 10 679921203682.31 479545251221.75 None Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets A-0-Q Day 22 Day 48 51309280475.86 956373296962.58 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets S-7 83 - 90 Days Day 41 624907871457.49 532965733079.89 None Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets IG-2-Q Open 271 - 364 Days 549092580603.40 365359233205.74 None Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets S-7 Day 14 Day 57 802814648147.24 422920386964.94 None Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets E-6 75 - 82 Days Day 7 838815433526.20 799718116761.10 None Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets E-3 180 - 270 Days Day 55 205706786790.09 662105342522.11 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets IG-1 >4 Yr <= 5 Yr Day 41 923769832114.46 438848181367.71 None Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets CB-2 151 - 179 Days Day 10 703659007659.56 542440341832.48 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets S-5-Q 83 - 90 Days >2 Yr <= 3 Yr 414661584336.16 886990175647.82 None Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.B.3 S.B.3: Non-Performing Assets Y-4 151 - 179 Days Day 31 616906432539.56 551946021419.11 None Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets CB-3 Open Day 60 674017796292.07 188308749055.46 None Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.B.3 S.B.3: Non-Performing Assets E-4 Day 5 Day 43 846867925888.62 213390367457.07 None Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.B.3 S.B.3: Non-Performing Assets L-11 >5 Yr 68 - 74 Days 823716581062.80 444245734982.34 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 IG-1-Q Day 27 75 - 82 Days 565728389220.73 274550785868.96 None Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.B.3 S.B.3: Non-Performing Assets E-9 Day 17 Day 31 922835339116.71 54864700678.38 None Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.B.3 S.B.3: Non-Performing Assets E-2-Q Day 52 Day 3 700926290325.54 354190385043.91 None Liberty Financial Group, Inc. - Parent Company Only