EFTA01521412.pdf

GHISLAINE MAXWELL ACCT. For the Period 10/1/12 to 10/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-USD Short Term KFW -TRY 57.12 200,000.00 114,237.95 135,555.56 (21,317.61) 10,866.53 5.97% MTN 9 3/4% JUL 16 2013 3,215.26 DTD 02/10/2010 HELD BY EUROCLEAR ISIN X$0484842470 SEDOL B637YV8 14085A-9A-6 AM /AAA TRY Total Non.USD Short Term $445,969.02 $466,962.13 ($10,983.11) $13,362.34 2.10% $3,227.14 US Fixed Income JPM MANAGED RESERVES C 10,321 30 7.65 78,927.01 80,157.26 (1,230.25) (01ST) - GBP (HEDGED) 051398-91-5 GBP ISHARES MARKIT IBOXX CORPORATE BOND 209.10 105.00 21,955.31 19,023.06 2,932.23 ISIN lE00800FV011 SEDOL BOOFV01 461278-91-3 GBP HSBC FINANCE CORP 101.45 100,000.00 101,448.00 100,000.00 1,448.00 2,900.00 2.39% MEDIUM TERM NOTE 2.9% OCT 15 2015 128.80 DTD 10/15/2010 40429X-YB-13 A /BM GENERAL ELEC CAP CORP 97.69 50,000.00 48,842.50 45,394.50 3,448.00 333.42 1.34% MEDIUM TERM FLOATING RATE NOTE 75.90 MAY 11 2016 OTD 05/11/2007 36962G-2V-5 M. /A1 BANK OF AMERICA CORP 103.19 150,000.00 154,786.50 150,000.00 4,786.50 5,400.00 2.76% MEDIUM TERM NOTE 2,490.00 3.6% NOV 15 2016 DTD 11/04/2010 08050W-DW-2 A- IBM IP Morgan Page 12 of 35 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048793 Chase CONFIDENTIAL SDNY_GM_00317991 EFTA01521412