GHISLAINE MAXWELL ACCT.
For the Period 4/1/II to 0/11
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Non-US Fixed Income
INTER AMERICAN DEVEL BK -10R 0.01 1.300,000.000.00 151,645.00 150,112.11 1532.89 9,866.88 6.74%
MEDIUM TERM NOTE 6.50% JUN 04 2014 8,947.64
DTD 06/04t2010
HELD BY EUROCLEAR
ISIN XS0513770957 SEDOL 9449858
45818W-9K-4 IDR
Total Non-US Fixed Income 3493,234.40 3479,0009 34,227.82 $32,138.78 7.10%
$23,940.10
Complementary Structured Strategies
MS TYNClY STEP-UP NOTE 08/13/17 98.08 150.000.00 147.112 50 150.000 00 (2.887 50) 4,125.00 3.06%
INITIAL RATE 2.75% CPN
WHERE MAX RATE IS 6% PER ANNUM
DD 9/3/10
01745E-6Q-9 A /A2
JP Morgan Page 12 of 27
Confidential Treatment Requested by JPMorgan JPM-SDNY-00047977
Chase
CONFIDENTIAL SDNY_GM_00317175
EFTA01520652