EFTA01520651.pdf

GHISLAINE MAXWELL ACCT. For the Period 4/1/II to ♦/30/11 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income BARCLAYS BANK PLC 98.00 150,000.00 147,000.00 150,000.00 (3.000.00) 3750.00 2.84% MEDIUM TERM NOTE 2 2/1% OCT 20 2017 114.45 DTD 10/20/2010 06740P-VG-8 NA MA3 Total US Fixed Income $524.513.00 $511,300.00 $13,213.00 924,690.00 4.79% $6,147.42 Non-US Fixed Income INTL BK FtECON & DEVELOP - BRL 64 78 90,000 00 58 298 8r 50,106.74 8,192.13 5,006.67 6.92% 8.75% JUN 15 2012 4,389.39 DTD 08/20/2009 HELD BY EUROCLEAR ISIN XS0446421157 SEDOL 6435293 459058-9B-1 NA /AAA BRL KFIN - TRY 68.08 200,000.00 136.152.58 135,555.56 597.02 12,824.72 7.97% MTN 93/4% JUL 162013 4/28/11 10,154.29 DTD 02/10/2010 HELD BY EUROCLEAR ISIN XS0484842470 SEDOL B637YV8 14085A-9A-6MA /MA TRY INTER AMERICAN DEVELOPMENT BANK- INR 2.05 6.700.000 00 137.137.95 143,232.17 (6,094.22) 4,440.51 8.71% MEDIUM TERM NOTE 3% MAR 25 2014 2/28111 448.78 DTD 03/25/2010 HELD BY EUROCLEAR ISIN X80495010562 SEDOL B5114T3 U45818-9G-5 MA /AAA INR JP Morgan Page 11 of 27 Confidential Treatment Requested by JPMorgan JPM-SDNY-00047976 Chase CONFIDENTIAL SDNY_GM_00317174 EFTA01520651