GHISLAINE MAXWELL For the Period I I/I/I 1 to 11/30/11 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 XS0495010562 SEDOL 6511473 U45818-90.5 AAA /MA INR 1.82 6.700.000 00 122,115.67 143232.17 (21,116.50) 3,850.20 2,640.34 5.27% INTER AMERICAN DEVEL BK -UDR MEDIUM TERM NOTE 6.50% JUN 04 2014 DM 06/04/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL B4YWHCO 45818W-9K-4 MA /AAA IDR 0.01 1.300.000.000.00 139,399.00 150,112.11 (10.713.11) 9,275.52 4,561.70 7.61% Total Non-US Fixed Income Complementary Structured Strategies MS TYNCIY STEP-UP NOTE 09/13117 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8110 89 59 150.000 00 $603,783.14 134377.50 5608,045.01 150,000.00 ($68,642.11) (15,622.50) $23,813.67 $11,231.86 4.39% 61745E-60-9 A- /A2 JP Morgan Page 23 of 66 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048218 SDNY_GM_00317416 EFTA01520874