GHISLAINE MAXWELL ACCT. For the Period 10/1/11 to 10/31/11 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest US Fixed Income BARCLAYS BANK PLC MEDIUM TERM NOTE 2 2/1% OCT 20 2017 DTD 10/20/2010 06740P-VG-8 NA /AA3 93.30 150.000.00 139.950 00 150.030.00 (10.050.00) 3,750.00 114.45 3.76% A STATE OF NEW YORK DORMITORY AUTH REVS NON ST SUPPORTED DEBT MEM SLOAN KETTERING 4% SUBSER A2 JUL 01 2018 DID 05/13/2038 HELD BY DTC BOOK ENTRY ONLY 649903-54-2 M /AA2 109.34 100,000.00 109,342.00 100,086.07 100,118.56 9,255.93 4,000.00 1,333.30 2.47% Total US Fixed Income Non-US Fixed Income INTER AMERICAN DEVEL BANK !DR 6.7% OCT 31 2011 DTD 10/30/2009 HELD BY EUROCLEAR ISIN XS0459432679 SEDOL 6575613 458183-9K-8 NA /AM IDR 0.01 10128111 419.625.000 00 200.000 00 $630,092.50 47.640 03 115 831 87 $645,707.17 $645.861.12 48 769 75 135 555 56 ($15,614.67) (1 129 72) (19 723 69) $20,289.19 $5.298.70 3.196 68 2.533 93 11 061 31 3.263 94 3.84% 833% KEW -TRY MTN 9 3/4% JUL 16 2013 OM 02/10/2010 HELD BY EUROCLEAR ISIN X80484842470 SEDOL B637YV8 14085A-9A43 MA /MA TRY 57 92 JP Morgan Page 13 of 31 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048170 SDNY_GM_00317368 EFTA01520829