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 Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 7612767589.14 5524969706.38 Day 11 None None Day 7 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 4543233976.33 3207623843.19 Day 35 None None Day 43 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 841610851.96 6239184995.92 Day 56 None None Day 22 Liberty Capital Markets Inc.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 3828219456.64 8785806022.78 68 - 74 Days None None Day 27 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 4760956826.39 865911479.12 Day 20 None None Day 58 Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6323077126.69 4313990858.28 Day 24 None None Day 19 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 4637540482.05 2731101963.62 Day 39 None None Day 55 Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 9923352073.93 9471634872.68 Day 8 None None 271 - 364 Days Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 1668840600.59 8242877732.20 180 - 270 Days None None Day 29 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 5377319909.60 3872344770.06 Day 10 None None Day 59 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 7058552607.57 7094111645.13 Day 43 None None Day 2 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6752573786.36 9046102510.06 Day 37 None None Day 39 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 2046388563.43 6951134598.99 75 - 82 Days None None Day 51 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 9667257044.15 1793230766.54 Day 55 None None Day 49 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 478486864.12 6128926705.55 >2 Yr <= 3 Yr None None Day 23 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 8067114907.59 9961932745.17 Day 5 None None Day 58 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3116200240.92 112110347.90 Day 55 None None 91 - 120 Days Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 8329847067.30 4488795445.24 Day 59 None None Day 38 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 8570505745.77 7603427764.31 Day 53 None None Day 8 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 8170444675.02 8315957151.71 Day 41 None None Day 54 Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 96412591.40 2131226898.78 Day 5 None None Day 46 Liberty International Finance Ltd.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 7884327516.99 5743565091.44 Day 52 None None >= 1 Yr <= 2 Yr Liberty Mortgage Services Corp.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 7290452507.12 7738245178.35 >4 Yr <= 5 Yr None None >3 Yr <= 4 Yr Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 6341631865.41 4544747405.24 Day 55 None None Perpetual Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 2558734876.85 3333458927.33 180 - 270 Days None None Day 26 Liberty Mortgage Services Corp.