U.S. Federal Reserve AIG, JPMorgan Portfolio Holdings

Following is a summary of the principal accounts of Maiden Lane LLC, Maiden Lane II LLC, Maiden Lane III LLC, companies created by the Federal Reserve Bank of New York. Maiden Lane LLC was formed to acquire Bear Sterns assets, Maiden Lane II was formed to purchase residential MBS from the portfolio of American International Group, Inc. subsidiaries and Maiden Lane III LLC was created to purchase multi sector collateralized debt obligations of AIG.

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                                    March 23 March 16  March 9  March 2  Feb. 23
                                        2011     2011     2011     2011     2011
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                                    -------------Maiden Lane LLC-------------
Net Portfolio holdings               $25,589  $25,557  $26,079  $26,062  $26,035
    $ Change                             $32    -$522      $17      $27       $3
Outstanding loan from NY Fed         $23,470  $23,470  $24,022  $24,022  $24,022
Accrued Interest                        $660     $656     $653     $649     $646
Outstanding amount payable to JPM     $1,330   $1,329   $1,327   $1,326   $1,325
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                                    March 23 March 16  March 9  March 2  Feb. 23
                                        2011     2011     2011     2011     2011
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                                    -------------Maiden Lane III LLC-------------
Net Portfolio holdings               $22,919  $22,913  $22,977  $22,837  $22,820
    $ Change                              $6     -$64     $140      $17       $6
Outstanding loan from NY Fed         $12,346  $12,346  $12,434  $12,434  $12,434
Accrued Interest                        $583     $580     $577     $574     $570
Outstanding amount payable to AIG     $5,405   $5,402   $5,398   $5,395   $5,391
                                    -------------Maiden Lane II LLC-------------
Net Portfolio holdings               $15,900  $15,896  $15,891  $15,890  $16,046
    $ Change                              $4       $5       $1    -$156       $3
Outstanding loan from NY Fed         $12,353  $12,353  $12,353  $12,353  $12,551
Accrued Interest                        $488     $485     $482     $479     $476
Deferred Payment/Interest to AIG      $1,079   $1,078   $1,078   $1,077   $1,076
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NOTE: All figures in millions. Components may not add due to rounding. 

To contact the reporter on this story: Alex Tanzi in Washington at atanzi@bloomberg.net

To contact the editor responsible for this story: Marco Babic at mbabic@bloomberg.net