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 No 12634.71 61 - 67 Days Yes 199.82 <7 Days N-4 12668.90 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 10255.93 61 - 67 Days No 256.00 <7 Days N-5 9934.21 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 12883.77 61 - 67 Days No 241.03 <7 Days N-6 12122.32 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9463.74 61 - 67 Days No 230.12 31-90 Days N-7 9576.21 Yes T+1 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 11938.68 61 - 67 Days Yes 247.19 7-30 Days P-1 11115.87 Yes T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 15624.58 61 - 67 Days Yes 427.23 7-30 Days P-2 16113.62 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16443.56 61 - 67 Days No 401.57 31-90 Days S-8 17537.78 No T+0 Yes Yes Liberty National Bank Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 14581.18 61 - 67 Days No 298.58 7-30 Days Y-1 14900.43 No T+0 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 4469.57 61 - 67 Days Yes 3.24 7-30 Days Y-2 4662.85 Yes T+2 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 688.87 61 - 67 Days Yes 8.36 7-30 Days Y-3 668.27 Yes T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 242.46 61 - 67 Days Yes 0.61 31-90 Days Y-4 243.38 No T+0 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 8281.99 61 - 67 Days No 246.05 31-90 Days Z-1 7947.10 Yes T+1 Yes Yes Liberty National Bank Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 16713.12 61 - 67 Days No 26.21 <7 Days A-2 15380.23 Yes T+1 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 5481.45 61 - 67 Days No 214.09 <7 Days A-3 5949.96 No T+1 Yes Yes Liberty Mortgage Services Corp. Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 6117.11 61 - 67 Days No 69.08 7-30 Days A-4 6388.95 Yes T+2 Yes Yes Liberty Wealth Management LLC Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 15388.07 61 - 67 Days Yes 308.00 31-90 Days A-5 16025.09 Yes T+2 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 14943.44 61 - 67 Days No 359.78 7-30 Days CB-1 14862.48 No T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 5989.65 61 - 67 Days No 27.70 31-90 Days CB-2 5956.32 No T+1 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 11197.29 61 - 67 Days No 459.82 31-90 Days CB-3 11345.43 Yes T+2 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 628.43 61 - 67 Days Yes 13.73 31-90 Days E-1 626.28 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9278.70 61 - 67 Days No 415.30 31-90 Days E-2 8482.21 Yes T+2 Yes Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 4919.26 61 - 67 Days Yes 208.17 7-30 Days G-1 5172.49 Yes T+2 Yes Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2290.57 61 - 67 Days Yes 9.54 <7 Days G-2 2117.82 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 14774.39 61 - 67 Days Yes 706.41 7-30 Days G-3 14207.35 No T+2 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 4405.61 61 - 67 Days Yes 84.99 7-30 Days IG-1 4201.20 No T+0 No No Trading