GHISLAINE MAXWELL ACCT.
For the Period 6/1/12 to 6/30/12
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 1,300,000,003.00 138,476.00 150,112.11 (11,636.11) 8,996.53 6.74%
MEDIUM TERM NOTE 6.50% JUN 04 2014 665.34
DTD 06/04/2010
HELD BY EUROCLEAR
ISIN XS0513770957 SEDOL B4YWHCO
45818W-9K-4 MA /MA IDR
Total Non-US Fixed Income $404,441.33 $450,849.60 (648,408.27) $12,698.42 4.44%
31,831.79
Complementary Structured Strategies
MS 7YNC1Y STEP-UP NOTE 09/13117 98.49 150,000.00 147 727 53 150.030 00 (2,272.50) 4,125.00
INITIAL RATE 2.75% CPN
WHERE MAX RATE IS 6% PER ANNUM
DD 9/8/10
61745E-6Q.9 A- /BAA
JP Morgan Page 13 of 33
Confidential Treatment Requested by JPMorgan JPM-SDNY-00048636
Chase
CONFIDENTIAL SDNY_GM_00317834
EFTA01521265