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