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 577690.52 None USD >5 Yr None S-3 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 390427.67 None USD >5 Yr None S-4 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 185714.84 None USD >5 Yr None S-5 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 421092.50 None USD >5 Yr None S-6 No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 755451.79 None USD >5 Yr None S-7 Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 446335.73 None USD Perpetual None A-0-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 321058.11 None USD Perpetual None A-1-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 486081.58 None USD Perpetual None A-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 649863.18 None USD Perpetual None A-3-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 784698.33 None USD Perpetual None A-4-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 155749.21 None USD Perpetual None A-5-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 56223.24 None USD Perpetual None CB-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 721702.43 None USD Perpetual None CB-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 807163.07 None USD Perpetual None S-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 60977.33 None USD Perpetual None S-2-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 361327.33 None USD Perpetual None S-3-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 676528.07 None USD Perpetual None S-4-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 690643.52 None USD Perpetual None CB-3-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 838313.09 None USD Perpetual None G-1-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 149270.93 None USD Perpetual None G-2-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 181370.88 None USD Perpetual None G-3-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 813001.79 None USD Perpetual None S-5-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 501890.54 None USD Perpetual None S-6-Q No
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 20588.60 None USD Perpetual None S-7-Q Yes
2025-10-13 Liberty Capital Markets Inc. I.A.6 Forward Asset Purchases 312598.84 None USD Perpetual None E-1-Q No