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 494728024.18 8731916563.93 75 - 82 Days None None 68 - 74 Days Liberty National Bank
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 6275749776.49 7861983747.06 Day 44 None None 271 - 364 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 9543314540.49 2304963411.59 83 - 90 Days None None Day 9 Liberty Mortgage Services Corp.
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 3893210484.00 8106410958.61 Day 48 None None 68 - 74 Days Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 8800203950.65 5729337619.18 Day 51 None None Day 2 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 6469006595.04 8568158183.68 Day 45 None None Day 24 Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 574470192.09 9980624384.09 Day 18 None None Day 42 Liberty Capital Markets Inc.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 7543804348.99 1316146494.12 Day 32 None None Perpetual Liberty Mortgage Services Corp.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 3440454212.47 468649595.55 Day 20 None None Day 27 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 3893533421.00 1207489777.76 Day 54 None None Day 30 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 9675992257.54 2821614112.21 Day 33 None None Day 2 Liberty International Finance Ltd.
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 5320812853.94 4348980948.10 Day 5 None None Day 35 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 4284496172.75 5649393578.07 Day 49 None None 91 - 120 Days Liberty National Bank
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 6304248046.25 660103359.53 Day 22 None None 151 - 179 Days Liberty Capital Markets Inc.
2025-09-17 Liberty Financial Group, Inc. - Global Consolidated Entity S.FX.3 S.FX.3: Swaps 2086397735.54 9066429338.45 Day 32 None None Day 32 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty International Finance Ltd. S.FX.3 S.FX.3: Swaps 7663681060.66 6039870815.11 121 - 150 Days None None Day 2 Liberty Mortgage Services Corp.
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 235732229.71 3306020219.81 Day 50 None None Day 29 Liberty Mortgage Services Corp.
2025-09-17 Liberty Financial Group, Inc. - Parent Company Only S.FX.3 S.FX.3: Swaps 4785781321.37 4771226383.72 Day 35 None None Day 16 Liberty Financial Group, Inc. - Global Consolidated Entity
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 9239321906.50 6880671613.77 Day 24 None None Day 2 Liberty Capital Markets Inc.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 6735969571.09 8867208414.97 Day 49 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 2100243611.17 8853474030.55 Day 52 None None Day 30 Liberty National Bank
2025-09-17 Liberty Mortgage Services Corp. S.FX.3 S.FX.3: Swaps 1232553875.66 5318582156.91 Day 57 None None Day 33 Liberty International Finance Ltd.
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 9325256690.22 8476305386.16 Day 36 None None Day 13 Liberty Financial Group, Inc. - Parent Company Only
2025-09-17 Liberty National Bank S.FX.3 S.FX.3: Swaps 3130902311.78 5631544030.54 Day 6 None None Day 50 Liberty National Bank
2025-09-17 Liberty Capital Markets Inc. S.FX.3 S.FX.3: Swaps 5543522903.31 3264561686.79 121 - 150 Days None None Day 15 Liberty Mortgage Services Corp.