CHISLAINE MAXWELL For the Period 9/1/11 to 9/30/11 Prize Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est Annual Income Original Cost Accrued Interest Yield US Fixed Income A STATE OF NEW YORK DORMITORY AUTH REVS NONST SUPPORTED DEBT MUN HLTH FAGS LEASE 4% SUB 2-1 JAN 15 2017 DTD 12/21/2001 HELD BY DTC BOOK ENTRY ONLY 649903-F5-5 AA- /AA3 107.78 100,000.0D 107,781.00 100,229.98 100,348.08 7,551.02 4,000.00 844.40 2.42% BARCLAYS BANK PLC MEDIUM TERM NOTE 2 2/1% OCT 20 2017 DTD 10202010 06740P-VG-8 NA /AA3 92.25 150,000.00 138,375.00 150.06000 (11,825.00) 3,750.00 1,677.00 3.95% A STATE OF NEW YORK DORMITORY AUTH REVS NON ST SUPPORTED DEBT MEM SLOAN KETTERING 4% SUBSER A2 JUL 01 2018 DTD 05/13/2008 HELD BY DTC BOOK ENTRY ONLY 649503-B4-2 AA /AA2 110.75 100,000.00 110,751.00 100,087.04 100,118.58 10,663.96 4,000.00 1,000.00 2.27% Total US Fixed Income Non-US Fixed Income KFW - TRY MTN 9 3/4% JUL 18 2013 DTD 02/102010 HELD BY EUROCLEAR ISIN X50484842470 SEDOL 8637YV8 14085A-9A-6 MA /AM TRY 56.88 200,000.00 $629,932.80 113,784.82 $646,711.62 $646,861.12 135,555.56 ($16,779.02) (21,790.74) $20299.19 86,832.46 10,486.97 2.206.24 3.86% 6.22% J.P Morgan Page 12 of 29 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048133 SDNY_GM_00317331 EFTA01520795