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. - Parent Company Only S.FX.3 S.FX.3: Swaps 7427055514.07 3990969245.29 91 - 120 Days None None Day 17 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 1802346210.66 8594437086.03 Day 49 None None Day 35 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 6513757154.44 1267669202.91 Day 38 None None Day 43 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 5455102682.92 4584741279.36 >5 Yr None None Day 26 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 3795770039.08 9790462427.42 83 - 90 Days None None Day 23 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8096565269.73 9887049966.60 Day 12 None None Day 54 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 4928168365.97 3498219178.25 Day 56 None None Day 58 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 9579617956.51 838931778.11 75 - 82 Days None None >= 1 Yr <= 2 Yr Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 9914267631.23 5275309803.56 Day 19 None None Day 35 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 9798539778.33 5135774476.23 Day 47 None None Day 5 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 8776269175.40 6176512184.47 Day 57 None None Day 10 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 8181879428.56 591696403.96 >= 1 Yr <= 2 Yr None None Day 44 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3971247333.81 2440857929.24 Day 16 None None Day 42 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 9487351174.36 9089959166.33 Day 38 None None Day 55 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 4495263198.29 6300401394.21 Day 29 None None Day 3 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 6656191511.44 7270899726.11 Day 28 None None 91 - 120 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 5222832293.09 9670455838.17 Day 30 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 5450066470.21 7788943195.32 83 - 90 Days None None Day 6 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 8011732097.07 7904398821.35 Day 9 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 4038433244.15 9428520597.36 Day 26 None None Day 36 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 4668668522.96 5941282582.49 >4 Yr <= 5 Yr None None 271 - 364 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 7432617272.44 9761116295.20 Day 49 None None 83 - 90 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3119940064.56 3866741814.61 Day 53 None None Day 59 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 5638040553.38 5814814788.58 75 - 82 Days None None Day 31 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 2780312283.04 6930614988.55 Day 38 None None Day 34 Liberty Financial Group, Inc. - Parent Company Only