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 Capital Markets Inc. S.FX.3 S.FX.3: Swaps 2399389658.14 6724310545.95 Day 25 None None Day 33 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 6753926934.45 6061354038.83 Day 47 None None Day 15 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 440464522.39 7145500365.46 Day 47 None None Day 44 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 7465501409.93 6618000089.37 Day 46 None None Day 58 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 1420058923.04 4410105107.04 Day 40 None None Day 5 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 5352329102.87 3068941182.25 Day 45 None None Day 32 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 6167147977.61 2613258984.72 >2 Yr <= 3 Yr None None Day 5 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8219808295.44 863764068.37 Day 49 None None Day 11 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 5271993137.79 2540573586.84 75 - 82 Days None None Day 20 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 954323941.47 2648551329.24 >2 Yr <= 3 Yr None None Day 57 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 9135257215.44 2168738947.75 Day 13 None None Day 6 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 4910372683.97 6185782034.10 Day 27 None None Day 9 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 5909138367.21 1192591992.05 Day 51 None None >5 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 17710356.81 2996135256.32 Day 30 None None Day 5 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 51223752.50 9903570287.80 Day 26 None None Day 15 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 1110760125.75 2499581916.49 Day 4 None None Day 21 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 5490150496.44 9778854196.53 Day 28 None None Day 7 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8275292872.52 7896116074.47 Day 18 None None Day 24 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 6868855265.41 2525139233.02 Day 51 None None Day 14 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 8704374594.40 3101394614.53 Day 26 None None 61 - 67 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 3899484981.27 1653633350.78 Day 48 None None Day 12 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6594489431.83 657787468.94 Day 44 None None Day 5 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 7997090196.93 5521250644.22 Day 28 None None 83 - 90 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 8835944297.53 7123163884.11 Day 19 None None Day 4 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 7399283380.93 2369108354.47 Day 24 None None Perpetual Liberty Financial Group, Inc. - Global Consolidated Entity