Complex Institution Liquidity Monitoring Report OMB Number 7100-0361

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I.A.6: Forward Asset Purchases

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.6 Forward Asset Purchases 413568.47 None USD >4 Yr <= 5 Yr None CB-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 491596.43 None USD >4 Yr <= 5 Yr None CB-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 118140.70 None USD >4 Yr <= 5 Yr None E-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 740588.64 None USD >4 Yr <= 5 Yr None E-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 474817.80 None USD >4 Yr <= 5 Yr None G-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 855534.11 None USD >4 Yr <= 5 Yr None G-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 247090.09 None USD >4 Yr <= 5 Yr None G-3 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 399284.02 None USD >4 Yr <= 5 Yr None IG-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 855722.72 None USD >4 Yr <= 5 Yr None IG-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 609019.70 None USD >4 Yr <= 5 Yr None S-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 668823.57 None USD >4 Yr <= 5 Yr None S-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 556360.80 None USD >4 Yr <= 5 Yr None S-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 417721.70 None USD >4 Yr <= 5 Yr None S-4 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 128255.84 None USD >4 Yr <= 5 Yr None S-5 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 527911.69 None USD >4 Yr <= 5 Yr None S-6 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 401578.32 None USD >4 Yr <= 5 Yr None S-7 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 774316.95 None USD >5 Yr None A-0-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 327388.18 None USD >5 Yr None A-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 432961.16 None USD >5 Yr None A-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 625337.96 None USD >5 Yr None A-3-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 99372.31 None USD >5 Yr None A-4-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 799200.50 None USD >5 Yr None A-5-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 779247.11 None USD >5 Yr None CB-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 228613.96 None USD >5 Yr None CB-2-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 765456.97 None USD >5 Yr None S-1-Q Yes