| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
4712232407.86 |
1568699739.25 |
Day 39 |
|
None |
None |
Day 6 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
6650938576.43 |
1187505965.55 |
Day 40 |
|
None |
None |
Day 32 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Financial Group, Inc. - Parent Company Only |
S.FX.3 |
S.FX.3: Swaps |
8504629907.42 |
8448481384.90 |
Day 34 |
|
None |
None |
Day 57 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
5919225680.57 |
7300331440.79 |
Day 35 |
|
None |
None |
Day 59 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
7677910836.24 |
8252972091.50 |
Day 26 |
|
None |
None |
Day 31 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
1806000028.46 |
4784241625.07 |
Day 23 |
|
None |
None |
91 - 120 Days |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
1845223745.30 |
7239800095.49 |
Day 7 |
|
None |
None |
>2 Yr <= 3 Yr |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
8316084735.53 |
8246335848.22 |
Day 57 |
|
None |
None |
Day 51 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
8983598618.06 |
3438434932.02 |
Day 57 |
|
None |
None |
Day 15 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
4453138163.55 |
212549822.16 |
Day 45 |
|
None |
None |
Day 8 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
1896474799.54 |
857573348.64 |
Day 55 |
|
None |
None |
Day 4 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
2068310688.04 |
3100480898.65 |
Day 56 |
|
None |
None |
Day 39 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
6534403137.07 |
8109536089.62 |
Day 17 |
|
None |
None |
Day 25 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
3730885766.47 |
696265315.28 |
Day 15 |
|
None |
None |
Day 59 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
2329373968.68 |
324982344.21 |
Day 35 |
|
None |
None |
Day 6 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
1398174752.90 |
1417107960.04 |
Day 56 |
|
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 |
7696687611.94 |
4744223687.90 |
Perpetual |
|
None |
None |
Day 41 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty International Finance Ltd. |
S.FX.3 |
S.FX.3: Swaps |
7706726917.89 |
1727038130.27 |
Day 41 |
|
None |
None |
Day 8 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
6999843856.75 |
2381343122.54 |
Day 40 |
|
None |
None |
Day 2 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
2926812732.13 |
4743648651.15 |
Day 51 |
|
None |
None |
Day 52 |
|
|
|
|
|
Liberty International Finance Ltd. |
| 2025-09-17 |
Liberty Mortgage Services Corp. |
S.FX.3 |
S.FX.3: Swaps |
3740213362.29 |
6938674503.64 |
180 - 270 Days |
|
None |
None |
Day 23 |
|
|
|
|
|
Liberty Capital Markets Inc. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
2018397795.25 |
6420955122.96 |
Day 54 |
|
None |
None |
Day 39 |
|
|
|
|
|
Liberty Mortgage Services Corp. |
| 2025-09-17 |
Liberty National Bank |
S.FX.3 |
S.FX.3: Swaps |
1668392831.87 |
472166618.34 |
Day 12 |
|
None |
None |
Day 25 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Financial Group, Inc. - Global Consolidated Entity |
S.FX.3 |
S.FX.3: Swaps |
5066028782.49 |
9308333230.72 |
Day 35 |
|
None |
None |
Day 4 |
|
|
|
|
|
Liberty National Bank |
| 2025-09-17 |
Liberty Capital Markets Inc. |
S.FX.3 |
S.FX.3: Swaps |
3955073350.24 |
997368411.76 |
68 - 74 Days |
|
None |
None |
Day 58 |
|
|
|
|
|
Liberty Financial Group, Inc. - Parent Company Only |