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 3164.92 >= 1 Yr <= 2 Yr Non-Regulated Fund IG-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16215.30 >= 1 Yr <= 2 Yr Non-Regulated Fund IG-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16591.19 >= 1 Yr <= 2 Yr Non-Regulated Fund IG-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12971.55 >= 1 Yr <= 2 Yr Non-Regulated Fund L-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2570.85 >= 1 Yr <= 2 Yr Non-Regulated Fund L-10 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5324.94 >= 1 Yr <= 2 Yr Non-Regulated Fund L-11 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4058.38 >= 1 Yr <= 2 Yr Non-Regulated Fund L-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8257.82 >= 1 Yr <= 2 Yr Non-Regulated Fund L-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5903.22 >= 1 Yr <= 2 Yr Non-Regulated Fund L-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5533.29 >= 1 Yr <= 2 Yr Non-Regulated Fund L-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16748.93 >= 1 Yr <= 2 Yr Non-Regulated Fund L-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11290.30 >= 1 Yr <= 2 Yr Non-Regulated Fund L-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11366.34 >= 1 Yr <= 2 Yr Non-Regulated Fund L-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14202.27 >= 1 Yr <= 2 Yr Non-Regulated Fund L-9 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10145.17 >= 1 Yr <= 2 Yr Non-Regulated Fund LC-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 13135.66 >= 1 Yr <= 2 Yr Non-Regulated Fund LC-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7144.87 >= 1 Yr <= 2 Yr Non-Regulated Fund N-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9899.20 >= 1 Yr <= 2 Yr Non-Regulated Fund N-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14971.99 >= 1 Yr <= 2 Yr Non-Regulated Fund N-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2379.35 >= 1 Yr <= 2 Yr Non-Regulated Fund N-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5849.65 >= 1 Yr <= 2 Yr Non-Regulated Fund N-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12231.85 >= 1 Yr <= 2 Yr Non-Regulated Fund N-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4134.62 >= 1 Yr <= 2 Yr Non-Regulated Fund N-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10220.80 >= 1 Yr <= 2 Yr Non-Regulated Fund P-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16160.85 >= 1 Yr <= 2 Yr Non-Regulated Fund P-2 -