Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.A.2: Capacity

Report Date Reporting Entity PID Product Sub Product Market Value Lendable Value Currency Converted Maturity Bucket Forward Start Amount Forward Start Bucket Internal Counterparty Business Line Collateral Class Treasury Control Accounting Designation Effective Maturity Bucket Encumbrance Type
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 338884.63 None USD >= 1 Yr <= 2 Yr None S-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 301352.75 None USD >= 1 Yr <= 2 Yr None S-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 307726.80 None USD >= 1 Yr <= 2 Yr None S-4 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 92849.25 None USD >= 1 Yr <= 2 Yr None S-5 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 441420.24 None USD >= 1 Yr <= 2 Yr None S-6 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 591781.75 None USD >= 1 Yr <= 2 Yr None S-7 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 428585.14 None USD >2 Yr <= 3 Yr None A-0-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 151438.60 None USD >2 Yr <= 3 Yr None A-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 74426.47 None USD >2 Yr <= 3 Yr None A-2-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 746287.85 None USD >2 Yr <= 3 Yr None A-3-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 329481.66 None USD >2 Yr <= 3 Yr None A-4-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 210392.69 None USD >2 Yr <= 3 Yr None A-5-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 278958.52 None USD >2 Yr <= 3 Yr None CB-1-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 4129.64 None USD >2 Yr <= 3 Yr None CB-2-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 156420.25 None USD >2 Yr <= 3 Yr None S-1-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 465617.75 None USD >2 Yr <= 3 Yr None S-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 644324.62 None USD >2 Yr <= 3 Yr None S-3-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 248786.89 None USD >2 Yr <= 3 Yr None S-4-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 903100.86 None USD >2 Yr <= 3 Yr None CB-3-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 140172.25 None USD >2 Yr <= 3 Yr None G-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 50683.06 None USD >2 Yr <= 3 Yr None G-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 882182.16 None USD >2 Yr <= 3 Yr None G-3-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 299793.25 None USD >2 Yr <= 3 Yr None S-5-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 177315.52 None USD >2 Yr <= 3 Yr None S-6-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 37658.18 None USD >2 Yr <= 3 Yr None S-7-Q No