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 8597.53 271 - 364 Days Non-Regulated Fund E-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2729.50 271 - 364 Days Non-Regulated Fund G-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14799.29 271 - 364 Days Non-Regulated Fund G-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7109.26 271 - 364 Days Non-Regulated Fund G-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9686.19 271 - 364 Days Non-Regulated Fund IG-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3860.73 271 - 364 Days Non-Regulated Fund IG-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2510.55 271 - 364 Days Non-Regulated Fund S-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3558.06 271 - 364 Days Non-Regulated Fund S-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6537.54 271 - 364 Days Non-Regulated Fund S-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7432.06 271 - 364 Days Non-Regulated Fund S-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14663.18 271 - 364 Days Non-Regulated Fund S-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11243.01 271 - 364 Days Non-Regulated Fund S-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 150.90 271 - 364 Days Non-Regulated Fund S-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15042.69 >= 1 Yr <= 2 Yr Non-Regulated Fund A-0-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5532.63 >= 1 Yr <= 2 Yr Non-Regulated Fund A-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8439.90 >= 1 Yr <= 2 Yr Non-Regulated Fund A-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 258.70 >= 1 Yr <= 2 Yr Non-Regulated Fund A-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9517.73 >= 1 Yr <= 2 Yr Non-Regulated Fund A-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6173.06 >= 1 Yr <= 2 Yr Non-Regulated Fund A-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11608.77 >= 1 Yr <= 2 Yr Non-Regulated Fund CB-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8856.06 >= 1 Yr <= 2 Yr Non-Regulated Fund CB-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 796.17 >= 1 Yr <= 2 Yr Non-Regulated Fund S-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8870.91 >= 1 Yr <= 2 Yr Non-Regulated Fund S-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16877.69 >= 1 Yr <= 2 Yr Non-Regulated Fund S-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8722.64 >= 1 Yr <= 2 Yr Non-Regulated Fund S-4-Q -