Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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O.S.9: Synthetic Customer Shorts

Report Date Reporting Entity PID Product Sub Product Counterparty G-SIB Maturity Amount Maturity Bucket Maturity Optionality Forward Start Amount Forward Start Bucket Collateral Class Collateral Value Treasury Control Settlement Rehypothecated Internal Internal Counterparty Business Line
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 14030.44 Day 54 No 644.42 <7 Days N-2 15086.28 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 15964.24 Day 54 No 434.75 31-90 Days N-3 16037.15 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 5086.12 Day 54 No 139.37 7-30 Days N-4 4919.59 No T+2 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 7702.83 Day 54 No 212.83 31-90 Days N-5 7255.00 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 4689.10 Day 54 No 59.67 7-30 Days N-6 4265.40 Yes T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 11581.10 Day 54 No 147.78 7-30 Days N-7 12303.90 No T+2 No Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 11373.36 Day 54 Yes 533.23 <7 Days P-1 10774.61 Yes T+0 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 5193.29 Day 54 No 47.27 31-90 Days P-2 5125.56 No T+2 No Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 3062.36 Day 54 Yes 63.46 31-90 Days S-8 3286.39 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 13623.47 Day 54 Yes 8.61 31-90 Days Y-1 12731.92 Yes T+1 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 1338.22 Day 54 No 14.02 <7 Days Y-2 1339.68 No T+1 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 11403.77 Day 54 No 311.56 31-90 Days Y-3 10831.66 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 4175.94 Day 54 Yes 197.74 31-90 Days Y-4 4313.94 Yes T+2 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 1735.18 Day 54 No 53.22 <7 Days Z-1 1718.51 Yes T+1 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 4345.36 Day 54 Yes 157.05 7-30 Days A-2 4687.62 Yes T+2 Yes Yes Liberty National Bank Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 7434.36 Day 54 No 34.27 31-90 Days A-3 7733.55 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 10688.03 Day 54 No 67.87 <7 Days A-4 11717.34 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 794.97 Day 54 Yes 38.63 31-90 Days A-5 854.99 No T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 1471.13 Day 54 Yes 35.79 <7 Days CB-1 1482.21 Yes T+0 No Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 6255.19 Day 54 No 121.93 31-90 Days CB-2 6441.09 No T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 8981.71 Day 54 No 423.04 31-90 Days CB-3 9729.96 No T+1 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 7475.12 Day 54 Yes 113.23 <7 Days E-1 8032.77 Yes T+2 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 16863.34 Day 54 No 771.10 31-90 Days E-2 15964.57 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 9276.38 Day 54 No 358.36 7-30 Days G-1 9934.09 Yes T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 14817.88 Day 54 Yes 144.97 <7 Days G-2 15301.91 Yes T+0 Yes No Treasury