GHISLAINE MAXWELL ACCT. For the Period 12/1/11 to 12/31/11 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield Non-US Fixed Income ISHARES BARCLAYS CAPITAL 21.08 5,790.00 122,071.17 118212.32 3,858.85 ISIN IE00BIFZSD53 SEDOL B1G52V0 46578W-92-2 GBP KFIN - TRY 53.23 200,000.00 106,454.52 135,555.56 (28101.04) 10,325.10 9.29% MTN 9 3/4% JUL 18 2013 4,767.55 DTD 02/10/2010 HELD BY EUROCLEAR ISIN XS0484842470 SEDOL B637YV8 14085A-9A-6 AAA /AAA TRY INTER AMERICAN DEVELOPMENT BANK- INR 1.75 6,700,000.00 117,194.79 143,232.17 (26,037.38) 3,784.95 6.51% MEDIUM TERM NOTE 3% MAR 25 2014 2,916.18 DTD 03/25/2010 HELD BY EUROCLEAR ISIN XS0495010562 SEDOL B5114T3 U45818-9G-5 AM /AAA INR INTER AMERICAN DEVEL BK - IDR 0.01 1,300,000,000.00 141,934.00 150,112.11 (8,178.11) 9,318.99 7.01% MEDIUM TERM NOTE 6.50% JUN 04 2014 5,372 25 DTD 06/042010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL B4YWHCO 45818W-9K-4 AAA /AAA IDR Total Non-US Fixed Income $596.452.35 $665,408.20 ($68,955.85) $23.429.04 4.61% $13.055.98 JP Morgan Page 19 of 77 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048288 SDNY_GM_00317486 EFTA01520941