GHISLAINE MAXWELL ACCT. For the Period 12/1/11 to I2/31/I 1 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Non-USD Short Term INTL BK RECON & DEVELOP - BRL 53.65 90,000.00 48289.02 50106.74 (1,817/2) 4221.95 8.37% 8.75% JUN 15 2012 2,307.06 DID 08/20/2009 HELD BY EUROCLEAR ISIN XS0446421157 SEDOL B435293 459058-9B-1 NA /AAA BRL US Fixed Income HSBC FINANCE CORP 96.14 100,000.00 96,135.00 100,000.00 (3,865.00) 2.900.00 4.01% MEDIUM TERM NOTE 2.9% OCT 15 2015 612.20 DTD 10/15/2010 40429X-YB-8 A /A3 GENERAL ELEC CAP CORP 91.41 50,000.00 45,703.50 45,394.50 309.00 326.39 2.75% MEDIUM TERM FLOATING RATE NOTE 45.50 MAY 11 2018 DID 05/11/2007 36962G-2V-5 AA+ /AA2 BANK OF AMERICA CORP 86.79 150,000.00 130.177.50 150,000.00 (19,822.50) 5,400.00 6.83% MEDIUM TERM NOTE 690.00 3.6% NOV 15 2016 DTD 11/04/2010 06050W-DW-2 A- /BM BARCLAYS BANK PLC 91.75 150.000 00 137.625.00 150.000 00 (12.375.00) 3.75000 4.11% MEDIUM TERM NOTE 2 2/1% OCT 20 2017 739.50 DTD 10/20/2010 06740P-VG-8 NA /AA3 JP Morgan Page 17 of 77 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048286 SDNY_GM_00317484 EFTA01520939