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 9028.99 121 - 150 Days Yes 389.75 <7 Days P-2 9012.69 No T+0 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2249.91 121 - 150 Days No 83.03 <7 Days S-8 2392.25 No T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 5455.96 121 - 150 Days No 101.34 31-90 Days Y-1 5564.35 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 15858.14 121 - 150 Days No 791.63 <7 Days Y-2 15467.72 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 8688.80 121 - 150 Days No 4.66 31-90 Days Y-3 9359.10 Yes T+0 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 7304.77 121 - 150 Days Yes 117.76 31-90 Days Y-4 7600.94 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 17102.18 121 - 150 Days No 787.84 31-90 Days Z-1 16696.54 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 1026.40 121 - 150 Days Yes 1.05 7-30 Days A-2 954.42 Yes T+2 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 6298.87 121 - 150 Days Yes 185.39 7-30 Days A-3 6158.12 No T+2 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 15759.11 121 - 150 Days No 726.32 7-30 Days A-4 15561.81 Yes T+0 Yes Yes Liberty Wealth Management LLC Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2566.36 121 - 150 Days Yes 68.10 7-30 Days A-5 2446.42 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 Yes 8446.99 121 - 150 Days Yes 206.78 <7 Days CB-1 8419.53 Yes T+2 Yes No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 9540.45 121 - 150 Days No 419.92 7-30 Days CB-2 8633.51 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 16624.84 121 - 150 Days No 599.25 31-90 Days CB-3 18166.20 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 12522.82 121 - 150 Days Yes 535.68 7-30 Days E-1 11411.81 No T+2 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 7326.20 121 - 150 Days Yes 310.80 <7 Days E-2 7608.27 No T+1 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 10354.23 121 - 150 Days No 311.66 31-90 Days G-1 9915.75 Yes T+2 No Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 5349.04 121 - 150 Days No 146.65 31-90 Days G-2 5775.34 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 10845.37 121 - 150 Days No 328.34 31-90 Days G-3 11088.88 Yes T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 5371.46 121 - 150 Days Yes 127.74 31-90 Days IG-1 5693.78 No T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 8950.78 121 - 150 Days No 272.76 7-30 Days IG-2 9604.05 No T+0 Yes Yes Liberty National Bank Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 11469.80 121 - 150 Days Yes 20.23 31-90 Days S-1 11144.55 No T+0 Yes Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 13882.08 121 - 150 Days No 72.87 <7 Days S-2 14364.53 No T+0 No Yes Liberty Capital Markets Inc. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 15240.27 121 - 150 Days Yes 694.37 31-90 Days S-3 15633.94 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 12926.25 121 - 150 Days Yes 341.75 7-30 Days S-4 13199.71 Yes T+1 No No Trading