GHISLAINE MAXWELL ACCT. For the Period 8/1/11 to 8/31/11 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Non-USD Short Term INTL BK RECON & DEVELOP - BRL 63.99 90800.00 57587.08 58106.74 7,480.34 4,958.44 6.52% 8.75% JUN 15 2012 1,056.68 DID 08/20/2009 HELD BY EUROCLEAR ISIN X60446421157 SEDOL B435293 459058-9B-I NA /AAA BM. Total Non.USD Short Term $224.426.65 6202,011.06 $22,414.60 $10,978.91 4.16% $3,814.93 US Fixed Income CMGROUP CAPITAL Xi i I 26.04 10.000 00 280,400.00 261,300.00 (900.00) 19,890.00 7.58% 7 7/8% PFD 173080-20-1 NA IBM FHLB 1.26% 09/29/16 100.06 100,000.00 100,058.00 100,000.00 58.00 1,250.00 1.24% 313371-2GO ANR 527.70 GENERAL ELEC CAP CORP 93.09 50,000.00 48,545.50 45,394.50 1,151.00 239.19 2.02% MEDIUM TERM FLOATING RATE NOTE 13.95 MAY 11 2018 DTD 05/11/2007 36962G-2V-5 AM /AA2 BARCLAYS BANK PLC 95.90 150,000.00 143,850.00 150,000.00 (8,150.00) 3,750.00 3.24% MEDIUM TERM NOTE 2 2/1% OCT 20 2017 1,364.55 DM 10/20/2010 06740P-VG-8 NA /AA3 JPHORGAN CHASE & CO 106.07 150,000.00 159,103.50 157,909.17 1,194.33 11,850.00 7.42% 7.9% PFD STK APR 30 2049 3,982.80 DTD 04/23/2008 46625H-HA-1 BBB ilEIAA Total US Fixed Income $709,967.00 $714,603.67 ($4,848.87) 938,779.19 6.40% $6,1189.00 J.P. Morgan Page 11 of 24 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048102 SDNY_GM_00317300 EFTA01520766