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 3169201845.95 6220301211.14 Day 26 None None Day 12 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 2326858025.66 5025855851.02 Day 42 None None Day 22 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 8548271487.74 3646690954.20 Day 46 None None Day 9 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 7992664232.49 6750841592.53 Day 39 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 9509484019.65 8299295999.15 >2 Yr <= 3 Yr None None Day 44 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 9331074264.12 938530569.82 Day 4 None None Day 16 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 3155547537.50 2788713722.95 Day 42 None None >= 1 Yr <= 2 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 6993317757.42 9916426089.63 Day 26 None None Day 46 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 542285605.88 3963888069.84 Day 15 None None >4 Yr <= 5 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3917907518.53 4568776471.13 Day 7 None None Day 23 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 8481969223.42 4125573211.14 Day 59 None None Day 19 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 1891425029.98 2428817329.17 Open None None Open Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 3903173321.06 5723471312.92 83 - 90 Days None None Day 25 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 5517242827.69 9277342143.12 Day 58 None None Day 16 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 811202727.08 1922622410.22 Day 43 None None Day 23 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 1330649017.47 3294492657.01 >= 1 Yr <= 2 Yr None None Day 47 Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 9908312030.59 2874554573.60 Day 35 None None Day 19 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 1942365926.25 9728339506.38 Day 5 None None Day 55 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 8639420404.21 6177128149.62 Day 20 None None Day 22 Liberty Capital Markets Inc.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 3366861425.59 156915792.58 Day 16 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 32100711.43 2223668619.84 Day 21 None None Day 3 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 9251083516.80 2844168577.56 Perpetual None None Day 52 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 670190853.26 5281546792.07 Day 26 None None Day 27 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 2324562567.23 5346528569.92 Day 50 None None Day 12 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 1969383642.58 8886526268.66 Day 46 None None Day 12 Liberty Capital Markets Inc.