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 717638.12 None USD >5 Yr None IG-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 309047.13 None USD >5 Yr None IG-4 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 746286.09 None USD >5 Yr None IG-5 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 636716.32 None USD >5 Yr None IG-6 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 659526.76 None USD >5 Yr None IG-7 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 477118.64 None USD >5 Yr None IG-8 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 81690.41 None USD >5 Yr None L-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 408449.16 None USD >5 Yr None L-10 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 847073.25 None USD >5 Yr None L-11 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 686391.20 None USD >5 Yr None L-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 614727.22 None USD >5 Yr None L-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 775155.72 None USD >5 Yr None L-4 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 167164.22 None USD >5 Yr None L-5 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 721315.07 None USD >5 Yr None L-6 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 423164.14 None USD >5 Yr None L-7 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 565184.99 None USD >5 Yr None L-8 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 680796.62 None USD >5 Yr None L-9 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 485438.65 None USD >5 Yr None LC-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 805606.17 None USD >5 Yr None LC-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 818624.28 None USD >5 Yr None N-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 208597.17 None USD >5 Yr None N-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 566723.71 None USD >5 Yr None N-3 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 533007.46 None USD >5 Yr None N-4 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 896453.12 None USD >5 Yr None N-5 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 482076.81 None USD >5 Yr None N-6 No