is A‘asi'
GHISLAINE MAXWELL
For the Period 2/1/11 to 2/28/11
Fixed Income Detail
Tax Cost Estimated
Market Adjusted Unrealized Annual Income
Quantity Price Value Original Gain/Loss Acaued Interest Yield
US Fixed Income - Taxable
FHLB 1.25% 09/29/15 100.000 000 98 24 98.235.00 100.000.00 (1.765.00) 1.250.00 1.65%
313371.2G-0 AM /WR 527.70
Non-ITS Fixed Income
INTL BK RECON 8 DEVELOP • BRL 90.009000 59.97 53,974.92 50,106.74 3,868.18 4,749.12 9.15%
8.75% JUN 152012 3,369.92
DTD 08/20/2009
HELD BY EUROCLEAR
ISIN XS0446421157 SEDOL B435293
459058.9B-1 NA /AM BRL
INTER AMERICAN DEVELOPMENT BANK-INR 6,700,000.000 2.05 137,137.95 143,232.17 (6,094.22) 4,440.51 5.67%
MEDIUM TERM NOTE 3% MAR 25 2014 4,148.47
DM 03/25/2010
HELD BY EUROCLEAR
ISIN XSO495010562 SEDOL B511413
U45818-90-5 AM /AAA INR
INTER AMERICAN DEVEL BK - IDR 1,300,000,000.000 0.01 143,156.00 150,112.11 (6,956.11) 9,578.86 7.54%
MEDIUM TERM NOTE 8.50% JUN 04 2014 7,065.65
DTD 06704/2010
HELD BY EUROCLEAR
ISIN XS0513770957 SEDOL 9449858
45818W-9K-4 IDR
JP Morgan Page 11 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00047916
Chase
CONFIDENTIAL SDNY_GM_00317114
EFTA01520593