Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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S.FX.3: Swaps

Report Date Reporting Entity PID Product Maturity Amount (Curr 1) Maturity Amount (Curr 2) Maturity Bucket Option Direction Forward Start (Curr 1) Forward Start (Curr 2) Forward Start Bucket Counterparty G-SIB Settlement Business Line Internal Internal Counterparty
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 8417576913.84 4084765190.40 Day 46 None None Day 5 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 3177136006.83 2176051447.04 Day 25 None None Day 49 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 7176376032.61 4263250919.72 75 - 82 Days None None Day 43 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 7204929049.15 759645961.48 Day 34 None None Day 53 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 7170706570.77 5290676895.80 Day 32 None None Day 6 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6625721362.48 9574251340.36 Day 57 None None Day 22 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 8872656477.51 713258000.69 >2 Yr <= 3 Yr None None Day 46 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 1093420812.83 9415958733.33 Day 44 None None Day 58 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 7202720052.54 4576586540.64 >4 Yr <= 5 Yr None None 121 - 150 Days Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 8464663186.50 6555242142.26 Day 29 None None Day 18 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 9860969942.19 9943627718.83 Day 38 None None Day 23 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 7488936873.31 6550185073.64 Day 51 None None >5 Yr Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 4662461410.62 2499660768.28 Day 46 None None Day 22 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 3911374733.32 8931613242.95 Day 6 None None Day 23 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 2058885616.30 6031848326.07 Day 25 None None Day 24 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 8775553754.58 9873909681.04 Day 49 None None 61 - 67 Days Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 7069463906.34 9016653125.16 Day 60 None None Day 20 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 4926124772.34 1730577002.29 Day 16 None None Day 36 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 3435648876.03 4921763626.73 Day 32 None None Day 14 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 7820834075.54 7018389583.38 61 - 67 Days None None Day 32 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 6145821882.09 5380687337.63 Day 11 None None Day 48 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 9450300912.09 8845702113.09 Day 9 None None Day 18 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 8045253991.50 6075453287.69 Day 31 None None 68 - 74 Days Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 9244082515.09 9427663516.55 61 - 67 Days None None Day 17 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 7603169775.11 9806940089.41 Day 49 None None Day 13 Liberty Financial Group, Inc. - Parent Company Only