W a r GHISLAINE MAXWELL ACCT For the Period 3/1/12 to 4/30/12 Price Quantity Value Adjusted Tax Coat Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Non-US Fixed Income INTER AMERICAN DEVEL EIK -IDR MEDIUM TERM NOTE 6.50% JUN 04 2014 DTD 06/04/2010 HELD BY EUROCLEAR ISIN X80513770957 SEDOL B4YWHCO 45818W-9K-4 MA /MA IDR 0.01 1.300.000.000.00 144,300.00 150112.11 (5,812.11) 9,194.27 8,340.02 5.45% Total Non-US Fixed Income Complementary Structured Strategies MS TYNC1Y STEP-UP NOTE 09/13/17 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/13/10 99.13 150,000.00 5584.294.88 148 693 50 5636.511.90 153 COO 00 (552.217.02) (1 309 50) 528,251.66 $23.442.28 4.125 00 6.10% 61745E-8Q-9 A- /A2 JP Morgan Page 14 of 60 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048531 SDNY_GM_00317729 EFTA01521169