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 696822.48 None USD >3 Yr <= 4 Yr None IG-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 20195.33 None USD >3 Yr <= 4 Yr None IG-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 520990.72 None USD >3 Yr <= 4 Yr None S-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 386215.76 None USD >3 Yr <= 4 Yr None S-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 562099.19 None USD >3 Yr <= 4 Yr None S-3 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 415981.27 None USD >3 Yr <= 4 Yr None S-4 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 702609.91 None USD >3 Yr <= 4 Yr None S-5 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 532997.51 None USD >3 Yr <= 4 Yr None S-6 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 771946.56 None USD >3 Yr <= 4 Yr None S-7 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 787815.81 None USD >4 Yr <= 5 Yr None A-0-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 146754.49 None USD >4 Yr <= 5 Yr None A-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 551981.67 None USD >4 Yr <= 5 Yr None A-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 8902.88 None USD >4 Yr <= 5 Yr None A-3-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 309447.54 None USD >4 Yr <= 5 Yr None A-4-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 252918.37 None USD >4 Yr <= 5 Yr None A-5-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 330900.36 None USD >4 Yr <= 5 Yr None CB-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 140559.60 None USD >4 Yr <= 5 Yr None CB-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 731934.39 None USD >4 Yr <= 5 Yr None S-1-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 433904.15 None USD >4 Yr <= 5 Yr None S-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 261308.58 None USD >4 Yr <= 5 Yr None S-3-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 781163.37 None USD >4 Yr <= 5 Yr None S-4-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 108922.98 None USD >4 Yr <= 5 Yr None CB-3-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 787219.98 None USD >4 Yr <= 5 Yr None G-1-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 231221.24 None USD >4 Yr <= 5 Yr None G-2-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 302324.20 None USD >4 Yr <= 5 Yr None G-3-Q No