GHISLAINE MAXWELL ACCT. For the Period 6/1/12 to 6/30/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Acaued Interest Non-US Fixed Income INTER AMERICAN DEVEL BK - IDR MEDIUM TERM NOTE 6.50% JUN 04 2014 DTD 06/04/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL B4YWHCO 45818W-9K-4 MA /MA IDR 0.01 1,300,000,003.00 138,476.00 150,112.11 (11,636.11) 8,996.53 665.34 6.74% Total Non-US Fixed Income Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13117 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 61745E-6Q.9 A- /BAA 98.49 150,000.00 $404,441.33 147 727 53 $450,849.60 150.030 00 (648,408.27) (2,272.50) $12,698.42 31,831.79 4,125.00 4.44% JP Morgan Page 13 of 33 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048636 SDNY_GM_00317834 EFTA01521265