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 International Finance Ltd. S.FX.3 S.FX.3: Swaps 1686189349.47 9994905866.31 Day 24 None None Day 24 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 823856999.26 854925533.66 Day 36 None None Day 37 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 1856259121.53 7521098983.48 Day 18 None None Day 30 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 6018645346.37 6809395428.41 Day 16 None None Day 8 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 7047649025.19 812596565.11 Day 59 None None 271 - 364 Days Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8475606974.15 5529930137.95 Day 16 None None Day 29 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 695325691.55 6854748262.82 Day 45 None None Day 23 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 6447560194.59 6615633774.91 Day 19 None None Day 15 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 9192901223.94 5731120553.65 Day 26 None None Day 41 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 9598677166.58 5674756894.59 Day 30 None None Day 10 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 6581805296.04 5344932143.23 Day 3 None None 180 - 270 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 3224340977.54 1682229894.67 Day 38 None None Day 53 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 8037393901.78 8336823125.78 Day 25 None None 61 - 67 Days Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 4518240698.07 7440738063.10 Day 47 None None Day 31 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 5892112062.45 9359534260.46 Day 27 None None Day 42 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 4300478320.78 9970488564.21 Day 39 None None Day 5 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 5623002828.71 2861240568.41 Day 22 None None Day 38 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 8760193962.02 3540222187.39 Day 26 None None >3 Yr <= 4 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 4233498618.49 973584878.55 Day 39 None None Day 60 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 3448326048.99 4369928669.92 Day 50 None None Day 2 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 9213874171.87 5795050926.83 Day 33 None None Day 5 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 6277323576.67 714174345.54 >2 Yr <= 3 Yr None None Day 45 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3925253155.29 9849612403.99 68 - 74 Days None None 121 - 150 Days Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3755850415.47 8556922367.39 Day 34 None None Day 38 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 640866157.89 644629569.10 >4 Yr <= 5 Yr None None >5 Yr Liberty International Finance Ltd.