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 683833.96 None USD >5 Yr None LC-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 756573.47 None USD >5 Yr None N-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 457509.39 None USD >5 Yr None N-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 508377.62 None USD >5 Yr None N-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 577095.02 None USD >5 Yr None N-4 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 136885.34 None USD >5 Yr None N-5 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 699729.75 None USD >5 Yr None N-6 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 25731.20 None USD >5 Yr None N-7 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 712056.40 None USD >5 Yr None P-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 856045.85 None USD >5 Yr None P-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 543033.18 None USD >5 Yr None S-8 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 67289.84 None USD >5 Yr None Y-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 14247.48 None USD >5 Yr None Y-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 861394.66 None USD >5 Yr None Y-3 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 177269.07 None USD >5 Yr None Y-4 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 417833.97 None USD >5 Yr None Z-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 782039.41 None USD >5 Yr None A-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 510582.53 None USD >5 Yr None A-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 60227.65 None USD >5 Yr None A-4 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 477200.89 None USD >5 Yr None A-5 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 241822.22 None USD >5 Yr None CB-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 278700.21 None USD >5 Yr None CB-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 814076.60 None USD >5 Yr None CB-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 487703.62 None USD >5 Yr None E-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.2 Capacity 692632.84 None USD >5 Yr None E-2 No