GHISLAINE MAXWELL For the Period 5/I/I I to 5/31/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield Non-US Fixed Income INTER AMERICAN DEVEL BK -10R MEDIUM TERM NOTE 6.50% JUN 04 2014 DTD 06/042010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL 9449858 45818W-9K-4 IDR 0.01 1,300,000.000.00 152,347.00 150,112.11 2,234.89 9,899.83 9,818.25 6.55% 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 9/8110 61745E-6Q-9 A /A2 99.03 150.000.00 5475,797.21 148 551 00 5479,006.58 150.000 00 (53,209.37) (1,449.00) $31,537.43 $28,127.14 4,125.00 7.03% 2.87% JP Morgan Page 12 of 22 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048011 SDNY_GM_00317209 EFTA01520684