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 846943.11 None USD >5 Yr None N-7 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 223338.88 None USD >5 Yr None P-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 807810.49 None USD >5 Yr None P-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 874729.53 None USD >5 Yr None S-8 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 343848.98 None USD >5 Yr None Y-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 238713.70 None USD >5 Yr None Y-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 746375.01 None USD >5 Yr None Y-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 253789.49 None USD >5 Yr None Y-4 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 701506.01 None USD >5 Yr None Z-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 701802.94 None USD >5 Yr None A-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 164291.33 None USD >5 Yr None A-3 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 262801.28 None USD >5 Yr None A-4 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 863469.56 None USD >5 Yr None A-5 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 411013.09 None USD >5 Yr None CB-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 667405.47 None USD >5 Yr None CB-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 909595.06 None USD >5 Yr None CB-3 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 686849.45 None USD >5 Yr None E-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 246366.19 None USD >5 Yr None E-2 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 581360.95 None USD >5 Yr None G-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 735523.58 None USD >5 Yr None G-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 670010.13 None USD >5 Yr None G-3 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 412950.89 None USD >5 Yr None IG-1 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 813795.54 None USD >5 Yr None IG-2 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 66697.57 None USD >5 Yr None S-1 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 786215.69 None USD >5 Yr None S-2 No