GHISLAINE MAXWELL ACCT. For the Period 711/12 to 7/31/12 Price Quantity Value Adjusted Tax Coat Unreakzed 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 MIN XS0513770957 SEDOL B4YWHCO 45818W-9K-4 MA /MA IDR 0.01 1,300,000,000.00 138,593.00 150112.11 (11,519.11) 8,927.62 1,418.43 6.29% Total Non-US Fixed Income Complementary Structured Strategies MS TYNCIY 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 97.77 150,000.00 $404,917.33 146,656.50 $450,848.80 150,000.00 ($16.932.27) (3,343.50) $12,527.51 $2,690.83 4,125.00 4.42% 3.23% JP Morgan Page 13 of 31 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048678 SDNY_GM_00317876 EFTA01521304