EFTA01520767.pdf

GHISLAINE MAXWELL ACCT For the Period 8/1/1 I to 8/31/1 I Adjusted Tax Cost Unreated Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income KFW - TRY 61.49 200,000.00 122,977.89 135,555.56 (12,577.67) 11,359.33 6.49% MTN 9 3/4% JUL 16 2013 1,458.65 DTD 02/10/2010 HELD BY EUROCLEAR ISIN X30484842470 SEDOL 8637YV8 14085A-9A-6 AM /AAA TRY INTER AMERICAN DEVELOPMENT BANK- INR 2.03 6,700,000.00 135,718.81 143,232.17 (7,515.36) 4,364.82 5.89% MEDIUM TERM NOTE 3% MAR 25 2014 1,908.00 DTD 03/25/2010 HELD BY EUROCLEAR ISIN XS0495010582 SEDOL B511413 U45818-9G-5 AM /MA INR INTER AMERICAN DEVEL BK -IDR 0.01 1,300,000,000.00 157,612.00 150,112.11 7.499 89 9,902.73 5 19 MEDIUM TERM NOTE 6.50% JUN 04 2014 2,407.99 DTD 06/04/2010 HELD BY EUROCLEAR MIN XS0513770957 SEDOL B4YWHCO 45818W-9K-4 IDR Total Non-US Fixed Income $416,306.70 $428,899.84 ($12.593.14) $25.626.88 5.80% $5,774.64 Complementary Structured Strategies MS 7YNC1Y STEP-UP NOTE 09/13/17 98.46 150,000 00 147,694.50 150,000 00 (2,305 50) 4 1 2500 INITIAL RATE 2.75% CPN WHERE MAX RATE IS 6% PER ANNUM DD 9/8/10 81745E-60-9 A /A2 JP Morgan Page 12 of 24 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048103 Chase CONFIDENTIAL SDNY_GM_00317301 EFTA01520767