EFTA01520708.pdf

GHISLAINE MAXWELL ACCT. For the Period 6/I/II to 6/30/11 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income CITIGROUP CAPITAL XIII 27.79 10,000.00 277,900.00 261,300.00 16,600.00 19,690.00 7.09% 7 7i8% PFD 173080-20-1 NA /BA1 PCB 1.26% 09/29/16 100.04 100,000.00 100,040.00 100,000.00 40.00 1.250.00 1.24% 313371-2G-0 AAA AMR 319.40 BARCLAYS BANK PLC 96.70 150,000.00 145,050.00 150,000.00 (4,950.00) 3,750.00 3.08% MEDIUM TERM NOTE 2 2/1% OCT 20 2017 739.50 DTD 10/20/2010 06740P-VG-8 NA /M3 Total US Fixed Income $522,990.00 6611,300.00 $11,690.00 $24,690.00 4,80% $1,068.90 Non-US Fixed Income KFW -TRY 63.21 200.000.00 126.422.41 135,555.58 (9,133.15) 12,007.38 8.28% MTN 9 3/4% JUL 16 2013 11,513.91 DTD 02/10/2010 HELD BY EUROCLEAR ISIN XS0484842470 SEDOL B637YV8 14085A-9A-6 AM /AAA TRY INTER AMERICAN DEVELOPMENT BANK- INR 2.11 6,700,000.00 141.201.70 143,23217 (2,030A7) 4,496.39 5.33% MEDIUM TERM NOTE 3% MAR 25 2014 1,203.83 DTD 03/25/2010 HELD BY EUROCLEAR ISIN XS0495010562 SEDOL B511473 U45818-9G-5 MA /AAA INR JP Morgan Page 10 of 28 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048037 Chase CONFIDENTIAL SDNY_GM_00317235 EFTA01520708