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 16992.08 >4 Yr <= 5 Yr Yes 516.57 7-30 Days G-1-Q 16314.19 No T+2 No Yes Liberty Wealth Management LLC Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 14488.29 >4 Yr <= 5 Yr No 456.75 <7 Days G-2-Q 13994.52 Yes T+0 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 7558.07 >4 Yr <= 5 Yr Yes 39.17 7-30 Days G-3-Q 7659.98 Yes T+1 Yes Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 6492.68 >4 Yr <= 5 Yr No 130.25 <7 Days S-5-Q 6281.60 Yes T+0 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 139.35 >4 Yr <= 5 Yr Yes 0.43 <7 Days S-6-Q 135.49 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 10963.50 >4 Yr <= 5 Yr No 184.18 <7 Days S-7-Q 10771.43 Yes 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 12346.28 >4 Yr <= 5 Yr No 407.51 31-90 Days E-1-Q 11735.88 Yes T+2 No Yes Liberty Capital Markets Inc. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 6439.12 >4 Yr <= 5 Yr Yes 209.07 <7 Days E-2-Q 6215.53 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 1152.27 >4 Yr <= 5 Yr Yes 42.73 7-30 Days IG-1-Q 1068.36 No T+1 No No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 14758.95 >4 Yr <= 5 Yr Yes 444.49 7-30 Days IG-2-Q 13552.54 Yes T+0 No Yes Liberty Wealth Management LLC Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 7089.06 >4 Yr <= 5 Yr No 97.70 7-30 Days C-1 7258.03 Yes T+2 No Yes Liberty Mortgage Services Corp. Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 1009.52 >4 Yr <= 5 Yr No 21.19 31-90 Days CB-4 1020.86 Yes T+1 No Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 167.72 >4 Yr <= 5 Yr No 7.04 <7 Days E-10 178.08 Yes T+1 No No Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2784.81 >4 Yr <= 5 Yr No 59.88 7-30 Days E-3 2805.00 No T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 2421.84 >4 Yr <= 5 Yr Yes 21.85 <7 Days E-4 2385.77 No T+0 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 13221.50 >4 Yr <= 5 Yr Yes 129.64 <7 Days E-5 13456.98 Yes T+2 Yes No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 10736.43 >4 Yr <= 5 Yr No 395.28 <7 Days E-6 11233.58 Yes T+1 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 11849.38 >4 Yr <= 5 Yr No 145.71 31-90 Days E-7 11263.07 No T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 2328.24 >4 Yr <= 5 Yr No 104.08 31-90 Days E-8 2110.11 Yes T+0 Yes Yes Liberty Mortgage Services Corp. Treasury
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 5043.46 >4 Yr <= 5 Yr No 29.94 31-90 Days E-9 5435.55 Yes T+1 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 6390.04 >4 Yr <= 5 Yr Yes 289.73 <7 Days G-4 6022.29 Yes T+1 No No Securities Finance
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 3693.49 >4 Yr <= 5 Yr Yes 36.98 31-90 Days IG-3 3960.06 No T+0 Yes No Funding
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 2307.99 >4 Yr <= 5 Yr Yes 92.74 <7 Days IG-4 2407.87 Yes T+0 No No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund No 4135.18 >4 Yr <= 5 Yr Yes 124.16 7-30 Days IG-5 4525.41 No T+1 Yes No Trading
2025-10-08 Liberty International Finance Ltd. O.S.9 Synthetic Customer Shorts Non-Regulated Fund Yes 16865.32 >4 Yr <= 5 Yr Yes 447.63 31-90 Days IG-6 16526.45 Yes T+0 Yes Yes Liberty Capital Markets Inc. Securities Finance