EFTA01520741.pdf

GHISLAINE MAXWELL ACCT. For the Period 7/1/11 to 7/31/11 Adjusted Tax Cost Unreated Est. Annual Income Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income KFW - TRY 61.66 200,000.00 123,314.05 135,555.56 (12,241.51) 11,627.21 7.80% MTN 9 3/4% JUL 16 2013 508.25 DTD 02/10/2010 HELD BY EUROCLEAR ISIN X$0484842470 SEDOL 8637YV8 14085A-9A-6 AM /AAA TRY INTER AMERICAN DEVELOPMENT BANK- INR 2.10 6,700,000.00 140,489.22 143232.17 (2,742.95) 4,548.54 8.07% MEDIUM TERM NOTE 3% MAR 25 2014 1,603.05 DTD 03/25/2010 HELD BY EUROCLEAR ISIN XS0495010562 SEDOL B511413 U45818-9G-5 AM /MA INR INTER AMERICAN DEVEL BK - IDR 0.01 1,300,000,000.00 158,665.00 150.112.11 8,552 89 9,938.25 5.05% MEDIUM TERM NOTE 6.50% JUN 04 2014 1,574.82 DTD 06/04/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL 9449858 45818W-9K-4 IDR Total Non-US Fixed Income $422,48827 $428,899.84 (56.431.57) $26.114.00 6.19% 53,686.12 Complementary Structured Strategies MS TYNCIY STEP-UP NOTE 08/13/17 99.38 150,000.00 149,038.50 150,000.00 (961 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 12 of 23 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048073 Chase CONFIDENTIAL SDNY_GM_00317271 EFTA01520741