GHISLAINE MAXWELL ACCT. For the Period 10/UI I to 10/31/11 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield Non-US Fixed Income INTER AMERICAN DEVELOPMENT BANK- INR MEDIUM TERM NOTE 3% MAR 25 2014 DTD 03/25/2010 HELD BY EUROCLEAR ISIN X80495010562 SEDOL 6511413 U45818-90-5 AAA /AAA INR 1.90 6,700,000.00 127,464.42 143232.17 (15,767.75) 4,127.73 2,492.32 6.39% INTER AMERICAN DEVEL BK • IDR MEDIUM TERM NOTE 6.50% JUN 04 2014 DM 06/04/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL B4YWHCO 45618W-9K-4 AAA /NA IDR 0.01 1,300,000,000.00 147,849.00 150,112.11 (2,263.11) 9,545.32 3,911.96 6.46% Total Non-US Fixed Income Complementary Structured Strategies MS TYNCIY STEP-UP NOTE 09/13/17 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-6Q9 A /A2 95.77 150,000.00 3438,788.32 143,661.00 3477,889.89 150,000.00 (838,884.27) (6,339.00) 327,931.04 212,802.18 4,125.00 8.23% JP Morgan Page 14 of 31 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048171 SDNY_GM_00317369 EFTA01520830