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 11778.13 >3 Yr <= 4 Yr Non-Regulated Fund S-3 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12671.00 >3 Yr <= 4 Yr Non-Regulated Fund S-4 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5870.07 >3 Yr <= 4 Yr Non-Regulated Fund S-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2495.22 >3 Yr <= 4 Yr Non-Regulated Fund S-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 850.46 >3 Yr <= 4 Yr Non-Regulated Fund S-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 196.61 >4 Yr <= 5 Yr Non-Regulated Fund A-0-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 12351.34 >4 Yr <= 5 Yr Non-Regulated Fund A-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4519.14 >4 Yr <= 5 Yr Non-Regulated Fund A-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 9489.33 >4 Yr <= 5 Yr Non-Regulated Fund A-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 358.38 >4 Yr <= 5 Yr Non-Regulated Fund A-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 5284.07 >4 Yr <= 5 Yr Non-Regulated Fund A-5-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 4218.27 >4 Yr <= 5 Yr Non-Regulated Fund CB-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11737.58 >4 Yr <= 5 Yr Non-Regulated Fund CB-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2944.73 >4 Yr <= 5 Yr Non-Regulated Fund S-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3107.36 >4 Yr <= 5 Yr Non-Regulated Fund S-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 14580.74 >4 Yr <= 5 Yr Non-Regulated Fund S-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15057.88 >4 Yr <= 5 Yr Non-Regulated Fund S-4-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 2566.15 >4 Yr <= 5 Yr Non-Regulated Fund CB-3-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11826.89 >4 Yr <= 5 Yr Non-Regulated Fund G-1-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15080.54 >4 Yr <= 5 Yr Non-Regulated Fund G-2-Q -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 3755.33 Day 8 Other IG-5 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 11326.26 Day 8 Other IG-6 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 1705.59 Day 8 Other IG-7 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 144.82 Day 8 Other IG-8 -
2025-10-08 Liberty International Finance Ltd. O.O.8: MTM Impact on Derivative Positions 15704.72 Day 8 Other L-1 -