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 628189656.42 4961054254.23 Day 35 None None Day 50 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 6929275287.69 6139766684.05 Day 41 None None 75 - 82 Days Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 6801915890.60 4142315561.53 Day 16 None None >= 1 Yr <= 2 Yr Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 5928949578.48 1334168021.70 Day 34 None None Day 23 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 1953364710.70 9585690490.55 Day 25 None None Day 13 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 2952145420.21 7465707520.08 Day 30 None None Day 7 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 8684773517.18 8965554674.93 Perpetual None None Day 9 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 1949448260.89 2259992632.26 Day 30 None None Day 59 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 1803007410.59 8974687374.98 Day 35 None None >3 Yr <= 4 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 6184149528.08 3913770335.92 Day 37 None None Day 55 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 3118009581.08 8803650328.79 Day 15 None None Day 6 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 4692280845.52 7326697825.27 Day 47 None None Day 20 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 3990752178.55 8273948195.59 >= 1 Yr <= 2 Yr None None Day 24 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 4812558126.84 8278591982.45 Day 40 None None Day 58 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 9642790114.03 510841463.42 >5 Yr None None Day 17 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 1185691657.76 3297414550.35 >2 Yr <= 3 Yr None None Day 17 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 3381227412.32 5192693466.72 Day 55 None None Day 38 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 4564352187.72 3441219137.95 Day 39 None None Day 48 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8400553033.17 6644592560.39 Day 27 None None Day 6 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 5120776054.12 7631369504.52 Day 34 None None Day 43 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 4953117467.93 1797171502.24 Day 10 None None Day 47 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 342055782.68 5581672550.23 Day 31 None None Day 43 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 1899558081.85 9530836342.14 >5 Yr None None Day 26 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 517868691.87 6378835405.93 151 - 179 Days None None >3 Yr <= 4 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 2805034800.50 2129204523.85 151 - 179 Days None None Day 57 Liberty Financial Group, Inc. - Parent Company Only