GHISLAINE MAXWELL ACCT.
For the Period 711/12 to 7/31/12
Adjusted Tax Coat Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Non-US Fixed Income
INTER AMERICAN DEVEL BK - IDR 0.01 1,300,000,000.00 138,593.00 150112.11 (11,519.11) 8,927.62 6.29%
MEDIUM TERM NOTE 6.50% JUN 04 2014 1,418.43
DTD 06/04/2010
HELD BY EUROCLEAR
MIN XS0513770957 SEDOL B4YWHCO
45818W-9K-4 MA /MA IDR
Total Non-US Fixed Income $404,917.33 $450,848.80 ($16.932.27) $12,527.51 4.42%
$2,690.83
Complementary Structured Strategies
MS TYNCIY STEP-UP NOTE 09/13117 97.77 150,000.00 146,656.50 150,000.00 (3,343.50) 4,125.00 3.23%
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 31
Confidential Treatment Requested by JPMorgan JPM-SDNY-00048678
Chase
CONFIDENTIAL SDNY_GM_00317876
EFTA01521304