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 7099.77 >= 1 Yr <= 2 Yr Non-Regulated Fund S-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3353.67 >= 1 Yr <= 2 Yr Non-Regulated Fund Y-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10892.01 >= 1 Yr <= 2 Yr Non-Regulated Fund Y-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10117.91 >= 1 Yr <= 2 Yr Non-Regulated Fund Y-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6766.51 >= 1 Yr <= 2 Yr Non-Regulated Fund Y-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14831.58 >= 1 Yr <= 2 Yr Non-Regulated Fund Z-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11280.65 >= 1 Yr <= 2 Yr Non-Regulated Fund A-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 876.43 >= 1 Yr <= 2 Yr Non-Regulated Fund A-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14879.35 >= 1 Yr <= 2 Yr Non-Regulated Fund A-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1347.01 >= 1 Yr <= 2 Yr Non-Regulated Fund A-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16794.77 >= 1 Yr <= 2 Yr Non-Regulated Fund CB-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 16660.36 >= 1 Yr <= 2 Yr Non-Regulated Fund CB-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10781.60 >= 1 Yr <= 2 Yr Non-Regulated Fund CB-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10752.38 >= 1 Yr <= 2 Yr Non-Regulated Fund E-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6384.52 >= 1 Yr <= 2 Yr Non-Regulated Fund E-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9307.14 >= 1 Yr <= 2 Yr Non-Regulated Fund G-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9878.88 >= 1 Yr <= 2 Yr Non-Regulated Fund G-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1633.96 >= 1 Yr <= 2 Yr Non-Regulated Fund G-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10644.24 >= 1 Yr <= 2 Yr Non-Regulated Fund IG-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11802.43 >= 1 Yr <= 2 Yr Non-Regulated Fund IG-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10199.32 >= 1 Yr <= 2 Yr Non-Regulated Fund S-1 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3727.18 >= 1 Yr <= 2 Yr Non-Regulated Fund S-2 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1402.09 >= 1 Yr <= 2 Yr Non-Regulated Fund S-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9597.10 >= 1 Yr <= 2 Yr Non-Regulated Fund S-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 17044.12 >= 1 Yr <= 2 Yr Non-Regulated Fund S-5 -