EFTA01520874Dataset 10
2011-11-301p152w
…HELD BY EUROCLEAR ISIN XS0513770957 SEDOL B4YWHCO 45818W-9K-4 MA /AAA IDR Total Non-US Fixed Income $603,783.14 5608,045.01 ($68,642.11) $23,813.67 4.39% $11,231.86 Complementary Structured Strategies MS TYNCIY STEP-UP NOTE 09/13117 89 59 150.000 00 134377.50 150,000.00 (15,622.50) INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8110 61745E-60-9 A- /A2 JP Morgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01520874.pdf
EFTA01520796Dataset 10
2011-09-301p160w
…45818W-9K-4 AAA /NA IDR Total Non-US Fixed Income 5392,689.19 5428.899.84 ($36,210.66) $24,204.29 6.91% 57,462.16 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13/17 96.30 150,000.00 144.451 50 150.000.00 (5,548 50) 4.125 CO INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-8Q-9 A /A2 J.P Morgan…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01520796.pdf
EFTA01521304Dataset 10
2012-07-311p119w
…XS0513770957 SEDOL B4YWHCO 45818W-9K-4 MA /MA IDR Total Non-US Fixed Income $404,917.33 $450,848.80 ($16.932.27) $12,527.51 4.42% $2,690.83 Complementary Structured Strategies MS TYNCIY STEP-UP NOTE 09/13117 97.77 150,000.00 146,656.50 150,000.00 (3,343.50) 4,125.00 3.23% INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-6Q.9 A-…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01521304.pdf
EFTA01520709Dataset 10
2010-06-041p121w
…ISIN XS0513770957 SEDOL 9449858 45818W-9K-4 IDR Total Non-US Fixed Income $420,153.11 $428,899.84 ($8.746.73) $28,357.42 6.60% 313,444.67 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 08/13/17 99.02 150,000.00 148.530 00 150.000 00 (1,470.00) 4,125.00 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8110 61745E-6Q-9 A /A2 JP Morgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01520709.pdf
EFTA01520767Dataset 10
2010-02-101p187w
…XS0513770957 SEDOL B4YWHCO 45818W-9K-4 IDR Total Non-US Fixed Income $416,306.70 $428,899.84 ($12.593.14) $25.626.88 5.80% $5,774.64 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13/17 98.46 150,000 00 147,694.50 150,000 00 (2,305 50) 4 1 2500 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 81745E-60-9 A /A2 JP Morgan…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01520767.pdf
EFTA01520684Dataset 10
2011-05-311p119w
…EUROCLEAR ISIN XS0513770957 SEDOL 9449858 45818W-9K-4 IDR Total Non-US Fixed Income 5475,797.21 5479,006.58 (53,209.37) $31,537.43 7.03% $28,127.14 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13/17 99.03 150.000.00 148 551 00 150.000 00 (1,449.00) 4,125.00 2.87% INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8110 61745E-6Q-9 A …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01520684.pdf
EFTA01520621Dataset 10
2011-03-011p118w
…EUROCLEAR ISIN XS0513770957 SEDOL 9449858 45818W-9K-4 IDR Total Non-US Fixed Income $338,979.87 $343,451.02 ($4,471.15) $18,985.72 7.23% $11,933.54 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13/17 96.08 150.000.00 144.12000 150.000 00 (5,880.00) 4,125.00 3.44% INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8110 61745E-6Q-9 A /A2…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01520621.pdf
EFTA01521232Dataset 10
2012-05-011p127w
…134YVVHCO 45818W-9K-4 MA /AAA !DR Total Non-US Fixed Income $511,594.23 $586.405.16 (574.810.93) $23,031.90 5.27% $18,759.16 Complementary Structured Strategies MS 7YNCTY STEP-UP NOTE 09113/17 96.15 150,000 00 144,231 00 150.000.00 (5,769.00) 4 125 CO INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-60-9 A- /A2 J.P. Morgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01521232.pdf
EFTA01520741Dataset 10
2011-07-011p183w
…11 8,552 89 9,938.25 5.05% MEDIUM TERM NOTE 6.50% JUN 04 2014 1,574.82 DTD 06/04/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL 9449858 45818W-9K-4 IDR Total Non-US Fixed Income $422,48827 $428,899.84 (56.431.57) $26.114.00 6.19% 53,686.12 Complementary Structured Strategies MS TYNCIY STEP-UP NOTE 08/13/17 99.38 150,000.00 149,038.50 150,000.00 (961 50 …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01520741.pdf
EFTA01520652Dataset 10
2017-08-131p119w
…EUROCLEAR ISIN XS0513770957 SEDOL 9449858 45818W-9K-4 IDR Total Non-US Fixed Income 3493,234.40 3479,0009 34,227.82 $32,138.78 7.10% $23,940.10 Complementary Structured Strategies MS TYNClY STEP-UP NOTE 08/13/17 98.08 150.000.00 147.112 50 150.000 00 (2.887 50) 4,125.00 3.06% INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/3/10 01745E-6Q-9 A …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01520652.pdf
EFTA01521109Dataset 10
2012-03-011p117w
…SEDOL B4YWHCO 45818W-9K-4 MA /MA IDR Total Non-US Fixed Income 3540,386.38 $688,405.18 (648018.80) 624,123.88 4.84% $16,470.09 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13/17 95.17 150,000.00 142,759.50 150,000.00 (7,240.50) 4,125.00 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-60.9 A- /A2 JP Morgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01521109.pdf
EFTA01520830Dataset 10
2011-10-311p152w
…SEDOL B4YWHCO 45618W-9K-4 AAA /NA IDR Total Non-US Fixed Income 3438,788.32 3477,889.89 (838,884.27) 327,931.04 8.23% 212,802.18 Complementary Structured Strategies MS TYNCIY STEP-UP NOTE 09/13/17 95.77 150,000.00 143,661.00 150,000.00 (6,339.00) 4,125.00 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-6Q9 A /A2 JP Morgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01520830.pdf
EFTA01569693Dataset 10
2011-08-0154p6,660w
…U45818-9G-5 AAA /AAA INR INTER AMERICAN DEVEL BK - IDR MEDIUM TERM NOTE 6.50% JUN 04 2014 DTD 06/04/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL B4YWHCO 45818W-9K-4 IDR Total Non-US Fixed Income Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13/17 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-6Q-9 A /A2 $416,306.70 $428,899.84 ($12,593.14)…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01569693.pdf
EFTA01521342Dataset 10
2012-08-011p117w
…EUROCLEAR ISIN X60513770957 SEDOL B4YWHCO 45818W-9K-4 AAA /AAA IDR Total Non-US Fixed Income $406,407.92 $450,849.60 ($44.441.68) $12,415.66 4.67% 63,744.63 Complementary Structured Strategies MS TYNCIY STEP-UP NOTE 09/13117 99.95 150,000.00 149,93103 150000,00 (69.00) 4,125.00 2.76% INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-6Q.9 A- JBAA…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01521342.pdf
EFTA01521169Dataset 10
2012-03-011p128w
…194.27 5.45% MEDIUM TERM NOTE 6.50% JUN 04 2014 8,340.02 DTD 06/04/2010 HELD BY EUROCLEAR ISIN X80513770957 SEDOL B4YWHCO 45818W-9K-4 MA /MA IDR Total Non-US Fixed Income 5584.294.88 5636.511.90 (552.217.02) 528,251.66 6.10% $23.442.28 Complementary Structured Strategies MS TYNC1Y STEP-UP NOTE 09/13/17 99.13 150,000.00 148 693 50 153 COO 00 (1 309 50) 4…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01521169.pdf
EFTA01521020Dataset 10
2012-01-011p125w
…058.00 150,112.11 (1,054.11) 9,39033 5.33% MEDIUM TERM NOTE 6.50% JUN 04 2014 6,214.78 DTD 06/04/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL B4YWHCO 45818W-9K-4 MA /MA IDR Total Non-US Fixed Income 8600.733.94 $636,511.90 ($35,777.96) $28,970.10 6.06% $18.545.12 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13/17 96.26 150,000.00 144 39.…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01521020.pdf
EFTA01520942Dataset 10
2011-12-011p69w
…Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Complementary Structured Strategies MS 7YNClY STEP-UP NOTE 09/13/17 88.67 150,000.00 133,005.00 150,000.00 (16,995.00) 4,125.00 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM 009/8110 61745E-60-9 A- /A2 J.P.Morgan Page 20 of 77 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048289 Chase CONFIDENTIAL SDNY_GM_00317487 EFTA01520942
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01520942.pdf
EFTA01521265Dataset 10
2012-06-011p121w
…SEDOL B4YWHCO 45818W-9K-4 MA /MA IDR Total Non-US Fixed Income $404,441.33 $450,849.60 (648,408.27) $12,698.42 4.44% 31,831.79 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13117 98.49 150,000.00 147 727 53 150.030 00 (2,272.50) 4,125.00 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-6Q.9 A- /BAA JP Morgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01521265.pdf
EFTA01521073Dataset 10
2012-02-291p149w
…EUROCLEAR ISIN XS0513770957 SEDOL B4YWHCO 45818W-9K-4 AAA /AAA IDR Total Non-US Fixed Income 9651.306.74 6688406.18 ($36,09042) $24,637.97 4.79% 417,768.49 Complementary Structured Strategies MS TYNCIY STEP-UP NOTE 09/13117 95.55 150,000.00 143,319.00 150,000.00 (6,681.00) 4,125.00 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD9/8/10 61745E-60-9 A- /A2 JP Morgan …
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01521073.pdf
EFTA01570596Dataset 10
2012-05-0163p7,729w
…04 2014 DTD 06/04/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL B4YWHCO 45818W-9K-4 AAA /AAA IDR Total Non-US Fixed Income $511,594.23 $586,405.16 ($74,810.93) $23,031.90 $18,759.16 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13/17 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-6Q-9 A- /A2 5.27% Quantity Value Adjusted Tax Cost Original Cost…
https://www.justice.gov/epstein/files/DataSet%2010/EFTA01570596.pdf