Event Reference ID Sub Product Description JPM Close of Business Maturity Date Evaluation % Coupon Bond Issuer CUSIP

Evaluation % Coupon Bond Issuer CUSIP CPTY Identifier

Valuation Revised G7052TAF8 CORPORATE BOND PFCLN 9 3/4 11/15/26 30 Jun 2023 15 Nov 2026 77 -- -- G7052TAF8 9174315

Valuation Revised NO0011088593 FIXED RATE NOTE DNONO 7 7/8 09/09/26 30 Jun 2023 09 Sep 2026 92.53571 -- -- -- 9174315

Valuation Revised XS0179137947 CORPORATE BOND MABLN 6.469 09/15/30 30 Jun 2023 15 Sep 2030 86.03075 -- -- -- 9174315

Valuation Revised XS1627598094 CORPORATE BOND KAISAG 9 3/8 06/30/24 30 Jun 2023 30 Jun 2024 6 9.375 -- -- 9174315

Valuation Revised XS1710653137 CORPORATE BOND TAKKO 5 3/8 11/15/23 30 Jun 2023 15 Nov 2023 73.037 -- -- -- 9174315

Valuation Revised XS2035458350 CONVERTIBLE BOND NYRBB 0 07/31/26 30 Jun 2023 31 Jul 2026 78.8826 -- -- -- 9174315

Valuation Revised XS2232101803 FIXED RATE NOTE TRAFIG 5 7/8 09/23/25 30 Jun 2023 23 Sep 2025 97.413 -- -- -- 9174315

Valuation Revised XS2283225477 FIXED RATE NOTE ADJGR 2 1/4 01/14/29 30 Jun 2023 14 Jan 2029 31.77188 -- -- -- 9174315

Valuation Revised XS2293733825 FIXED RATE NOTE TRAFIG 3 7/8 02/02/26 30 Jun 2023 02 Feb 2026 93.91725 -- -- -- 9174315
Export Data As Of: 07 Jul 2023 / 08:53:02 AM, UTC

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