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 4483.92 >= 1 Yr <= 2 Yr Non-Regulated Fund S-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4047.63 >= 1 Yr <= 2 Yr Non-Regulated Fund S-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 710.32 >2 Yr <= 3 Yr Non-Regulated Fund A-0-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9162.53 >2 Yr <= 3 Yr Non-Regulated Fund A-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9755.52 >2 Yr <= 3 Yr Non-Regulated Fund A-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12012.07 >2 Yr <= 3 Yr Non-Regulated Fund A-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8030.40 >2 Yr <= 3 Yr Non-Regulated Fund A-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3940.23 >2 Yr <= 3 Yr Non-Regulated Fund A-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 247.03 >2 Yr <= 3 Yr Non-Regulated Fund CB-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4727.72 >2 Yr <= 3 Yr Non-Regulated Fund CB-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8885.37 >2 Yr <= 3 Yr Non-Regulated Fund S-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15718.13 >2 Yr <= 3 Yr Non-Regulated Fund S-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 10219.84 >2 Yr <= 3 Yr Non-Regulated Fund S-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5723.52 >2 Yr <= 3 Yr Non-Regulated Fund S-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14534.73 >2 Yr <= 3 Yr Non-Regulated Fund CB-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7179.12 >2 Yr <= 3 Yr Non-Regulated Fund G-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 6364.55 >2 Yr <= 3 Yr Non-Regulated Fund G-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 8286.47 >2 Yr <= 3 Yr Non-Regulated Fund G-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7098.42 >2 Yr <= 3 Yr Non-Regulated Fund S-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4058.05 >2 Yr <= 3 Yr Non-Regulated Fund S-6-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4027.40 >2 Yr <= 3 Yr Non-Regulated Fund S-7-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 191.01 >2 Yr <= 3 Yr Non-Regulated Fund E-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2926.03 >2 Yr <= 3 Yr Non-Regulated Fund E-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15109.27 >2 Yr <= 3 Yr Non-Regulated Fund IG-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 7287.91 >2 Yr <= 3 Yr Non-Regulated Fund IG-2-Q -