Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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Potential Derivative Valuation Changes

Report Date Reporting Entity Product Maturity Amount Maturity Bucket Counterparty Collateral Class Insured
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15458.34 61 - 67 Days Non-Regulated Fund Y-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16086.94 61 - 67 Days Non-Regulated Fund Y-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16421.37 61 - 67 Days Non-Regulated Fund Y-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1959.01 61 - 67 Days Non-Regulated Fund Y-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5406.04 61 - 67 Days Non-Regulated Fund Z-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5870.27 61 - 67 Days Non-Regulated Fund A-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5263.24 61 - 67 Days Non-Regulated Fund A-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13938.61 61 - 67 Days Non-Regulated Fund A-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4485.58 61 - 67 Days Non-Regulated Fund A-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9387.76 61 - 67 Days Non-Regulated Fund CB-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9935.89 61 - 67 Days Non-Regulated Fund CB-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10152.08 61 - 67 Days Non-Regulated Fund CB-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1312.93 61 - 67 Days Non-Regulated Fund E-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14715.09 61 - 67 Days Non-Regulated Fund E-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2821.44 61 - 67 Days Non-Regulated Fund G-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8114.37 61 - 67 Days Non-Regulated Fund G-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16940.62 61 - 67 Days Non-Regulated Fund G-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9470.60 61 - 67 Days Non-Regulated Fund IG-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16460.33 61 - 67 Days Non-Regulated Fund IG-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9197.19 61 - 67 Days Non-Regulated Fund S-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1920.30 >4 Yr <= 5 Yr Non-Regulated Fund G-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16286.81 >4 Yr <= 5 Yr Non-Regulated Fund S-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16085.19 >4 Yr <= 5 Yr Non-Regulated Fund S-6-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11081.05 >4 Yr <= 5 Yr Non-Regulated Fund S-7-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11624.00 >4 Yr <= 5 Yr Non-Regulated Fund E-1-Q -