GHISLAINE MAXWELL
For the Period I I/I/I1 to 11/30/11
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 1.82 6.700.000 00 122,115.67 143232.17 (21,116.50) 3,850.20 5.27%
MEDIUM TERM NOTE 3% MAR 25 2014 2,640.34
DTD 03/25/2010
HELD BY EUROCLEAR
ISIN XS0495010562 SEDOL 6511473
U45818-90.5 AAA /MA INR
INTER AMERICAN DEVEL BK -UDR 0.01 1.300.000.000.00 139,399.00 150,112.11 (10.713.11) 9,275.52 7.61%
MEDIUM TERM NOTE 6.50% JUN 04 2014 4,561.70
DM 06/04/2010
HELD BY EUROCLEAR
ISIN XS0513770957 SEDOL B4YWHCO
45818W-9K-4 MA /AAA IDR
Total Non-US Fixed Income $603,783.14 5608,045.01 ($68,642.11) $23,813.67 4.39%
$11,231.86
Complementary Structured Strategies
MS TYNCIY STEP-UP NOTE 09/13117 89 59 150.000 00 134377.50 150,000.00 (15,622.50)
INITIAL RATE 2.75% CPN
WHERE MAX RATE IS 6% PER ANNUM
DD 9/8110
61745E-60-9 A- /A2
JP Morgan Page 23 of 66
Confidential Treatment Requested by JPMorgan JPM-SDNY-00048218
Chase
CONFIDENTIAL SDNY_GM_00317416
EFTA01520874