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 3937221278.11 5473521899.09 151 - 179 Days None None Day 55 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 589764738.64 3091506169.16 Day 28 None None Day 9 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 5477437931.80 4586234908.09 Day 16 None None Day 54 Liberty National Bank
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 1389957586.32 8375472212.10 Day 9 None None Day 46 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 3105931195.52 1315501485.46 Day 8 None None Day 25 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 8189724872.94 1087567610.60 91 - 120 Days None None Day 45 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 6563584077.96 5549962579.04 >2 Yr <= 3 Yr None None Day 9 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 4259979083.15 1029056000.28 Day 31 None None 121 - 150 Days Liberty National Bank
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 7632728441.15 3938366557.47 Day 58 None None Day 23 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8725301207.95 2482740850.77 Day 30 None None Day 15 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6225685835.08 5375321111.63 Day 54 None None Day 7 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 9492859164.79 9365862653.15 Day 48 None None 151 - 179 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 2459681026.59 4448404758.97 271 - 364 Days None None 151 - 179 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3361926788.53 6471764585.09 Day 45 None None Day 14 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3547146763.29 8624653159.11 Day 11 None None Day 36 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 1165872947.06 6168467802.39 Day 33 None None Day 27 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 2010402043.55 7379406350.40 Day 35 None None Day 11 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6059996979.88 4595248536.04 Day 26 None None Day 30 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 1323179934.28 2393262039.40 Day 26 None None Day 34 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 7643026399.31 9338616212.90 >4 Yr <= 5 Yr None None Day 43 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 5389632094.17 8069870502.42 Day 38 None None Day 54 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 4520861448.33 4797678919.04 Day 33 None None 180 - 270 Days Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 2194617238.33 3901024141.26 Day 59 None None Day 19 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 2544254954.88 67774872.08 91 - 120 Days None None Day 51 Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 9057157169.25 7752651673.77 Day 16 None None Day 19 Liberty Financial Group, Inc. - Parent Company Only