EFTA01521073.pdf

GHISLAINE MAXWELL ACCT. For the Period 211/12 to 2/29/12 Adjusted Tax Cost Unreated Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income INTER AMERICAN DEVELOPMENT BANK- INR 1.89 6,700,000.00 128795.49 143232.17 (16.436.68) 4,101.20 6.87% MEDIUM TERM NOTE 3% MAR 25 2014 3,832.16 DTD 03/25/2010 HELD BY EUROCLEAR ISIN XS0495010562 SEDOL 8511413 U45818-90-5 AAA /AAA INR INTER AMERICAN DEVEL BK -IDR 0.01 1,300,000,000.00 147,628.00 150,112.11 (2,484.11) 9,368.07 5.55% MEDIUM TERM NOTE 6.50% JUN 04 2014 6,936.28 DM 06/04/2010 HELD BY EUROCLEAR ISIN XS0513770957 SEDOL B4YWHCO 45818W-9K-4 AAA /AAA IDR Total Non-US Fixed Income 9651.306.74 6688406.18 ($36,09042) $24,637.97 4.79% 417,768.49 Complementary Structured Strategies MS TYNCIY STEP-UP NOTE 09/13117 95.55 150,000.00 143,319.00 150,000.00 (6,681.00) 4,125.00 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD9/8/10 61745E-60-9 A- /A2 JP Morgan Page 17 of 33 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048430 Chase CONFIDENTIAL SDNY_GM_00317628 EFTA01521073