GHISLAINE MAXWELL ACCT.
For the Period 3/1/12 to 3/31/12
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 -IDR 0.01 1,300,000,000.00 144,482.00 150112.11 (5,630.11) 9241.03 5.74%
MEDIUM TERM NOTE 6.50% JUN 04 2014 7,624.89
DTD 06/04/2010
HELD BY EUROCLEAR
ISIN XS0513770957 SEDOL B4YWHCO
45818W-9K-4 MA /MA IDR
Total Non-US Fixed Income 3540,386.38 $688,405.18 (648018.80) 624,123.88 4.84%
$16,470.09
Complementary Structured Strategies
MS 7YNC1Y STEP-UP NOTE 09/13/17 95.17 150,000.00 142,759.50 150,000.00 (7,240.50) 4,125.00
INITIAL RATE 2.75% CPN
WHERE MAX RATE IS 6% PER ANNUM
DD 9/8/10
61745E-60.9 A- /A2
JP Morgan Page 14 of 53
Confidential Treatment Requested by JPMorgan JPM-SDNY-00048469
Chase
CONFIDENTIAL SDNY_GM_00317667
EFTA01521109