GHISLAINE MAXWELL ACCT.
For the Period 10/UI I to 10/31/11
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Non-US Fixed Income
INTER AMERICAN DEVELOPMENT BANK- INR 1.90 6,700,000.00 127,464.42 143232.17 (15,767.75) 4,127.73 6.39%
MEDIUM TERM NOTE 3% MAR 25 2014 2,492.32
DTD 03/25/2010
HELD BY EUROCLEAR
ISIN X80495010562 SEDOL 6511413
U45818-90-5 AAA /AAA INR
INTER AMERICAN DEVEL BK • IDR 0.01 1,300,000,000.00 147,849.00 150,112.11 (2,263.11) 9,545.32 6.46%
MEDIUM TERM NOTE 6.50% JUN 04 2014 3,911.96
DM 06/04/2010
HELD BY EUROCLEAR
ISIN XS0513770957 SEDOL B4YWHCO
45618W-9K-4 AAA /NA IDR
Total Non-US Fixed Income 3438,788.32 3477,889.89 (838,884.27) 327,931.04 8.23%
212,802.18
Complementary Structured Strategies
MS TYNCIY STEP-UP NOTE 09/13/17 95.77 150,000.00 143,661.00 150,000.00 (6,339.00) 4,125.00
INITIAL RATE 2.75% CPN
WHERE MAX RATE IS 6% PER ANNUM
DD 9/8/10
61745E-6Q9 A /A2
JP Morgan Page 14 of 31
Confidential Treatment Requested by JPMorgan JPM-SDNY-00048171
Chase
CONFIDENTIAL SDNY_GM_00317369
EFTA01520830