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 500425.11 None USD >5 Yr None S-2-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 177468.56 None USD >5 Yr None S-3-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 77593.41 None USD >5 Yr None S-4-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 313050.48 None USD >5 Yr None CB-3-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 99073.19 None USD >5 Yr None G-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 44379.97 None USD >5 Yr None G-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 352903.83 None USD >5 Yr None G-3-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 790710.79 None USD >5 Yr None S-5-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 486946.99 None USD >5 Yr None S-6-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 419378.26 None USD >5 Yr None S-7-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 433460.14 None USD >5 Yr None E-1-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 36556.55 None USD >5 Yr None E-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 398271.32 None USD >5 Yr None IG-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 882668.62 None USD >5 Yr None IG-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 28678.51 None USD >5 Yr None C-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 153518.58 None USD >5 Yr None CB-4 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 787579.03 None USD >5 Yr None E-10 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 43088.06 None USD >5 Yr None E-3 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 810705.24 None USD >5 Yr None E-4 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 150817.48 None USD >5 Yr None E-5 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 679171.75 None USD >5 Yr None E-6 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 502826.38 None USD >5 Yr None E-7 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 314830.10 None USD >5 Yr None E-8 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 72298.24 None USD >5 Yr None E-9 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 10721.05 None USD >5 Yr None G-4 Yes