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 National Bank S.FX.3 S.FX.3: Swaps 1556759170.85 821566168.29 Day 52 None None Perpetual Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3186941911.64 2834988653.09 Day 39 None None Day 33 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 8233951565.59 7689538434.88 Day 43 None None Day 46 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 7679975050.10 1693573405.32 Day 21 None None Perpetual Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 3085006976.09 7620528284.62 61 - 67 Days None None Day 27 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 6146488323.94 2304761918.30 121 - 150 Days None None Day 53 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 5354113911.87 534485619.49 Day 22 None None >4 Yr <= 5 Yr Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 1486389486.96 233832379.82 151 - 179 Days None None Day 46 Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 5360983082.68 2431684446.02 68 - 74 Days None None Day 41 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 5279017010.65 5721041622.97 Day 50 None None 271 - 364 Days Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 9252331600.10 9907223222.24 >= 1 Yr <= 2 Yr None None 61 - 67 Days Liberty International Finance Ltd.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 7955757145.25 6636905427.82 >4 Yr <= 5 Yr None None Perpetual Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8907822774.69 3625602957.54 Day 23 None None Day 30 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 2506467344.34 3332593798.59 Day 48 None None Day 37 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 1754151328.59 2714640543.01 >3 Yr <= 4 Yr None None Day 23 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 2954601914.97 384698046.94 Day 35 None None Day 50 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 5957906278.70 8259428909.22 Open None None Day 13 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 2865812561.76 7299504896.29 Open None None Day 37 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 2715596683.18 6710596839.45 Day 28 None None Day 14 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 8983194488.69 9111370629.87 151 - 179 Days None None Day 12 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 3999577319.35 2773650953.85 Day 48 None None Day 8 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 2155318168.54 2935080029.56 Day 26 None None 121 - 150 Days Liberty International Finance Ltd.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 8292127499.99 8412945132.73 Day 36 None None Day 29 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 3624918020.29 8919900208.35 91 - 120 Days None None Day 45 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 5081069569.50 2544441912.29 Day 34 None None Day 50 Liberty National Bank