EFTA01521594.pdf

GHISLAINE MAXWELL ACCT. For the Period 3/1/13 to 3/31/13 Adjusted Tax Cost Unrealized Est. Annual Income Pnce Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-USD Short Term R INTER AMERICAN DEVELOPMENT BANK- INR 1.72 6.700,000 00 115,508.74 143,232.17 (27,723.43) 3,698.25 10.02% MEDIUM TERM NOTE 3% MAR 25 2014 3/28/13 70.88 DTD 03/25/2010 HELD BY EUROCLEAR ISIN X$0495010562 SEDOL 85114T3 U45818-9G-5 AAA /AAA INR Total Non.USD Short Term $227,307.68 8278,787.73 1551.480 15) 574,474.70 7.80% $7,717.83 US Fixed Income JPM MANAGED RESERVES C 9,752.12 7.65 70,574.49 80,157.26 (5,582.77) (01ST) - GBP (HEDGED) 05139841-5 GBP ISHARES MARKIT IBOXX CORPORATE BOND 196.98 105.00 20,681.31 19,023.06 1,658.23 ISIN 1E00800FVOI l SEDOL EtOOFV01 461278-91-3 GBP HSBC FINANCE CORP 102.63 100,000.00 102,827.00 100,000.00 2,827.00 2,900.00 1.76% MEDIUM TERM NOTE 2.9% OCT 15 2015 1,337.20 DTD 10/15/2010 40429X-YB4 A /BM GENERAL ELEC CAP CORP 99.22 50,000.00 49,609.00 45,394.50 4,214.50 333.42 0.92% MEDIUM TERM FLOATING RATE NOTE 45.35 MAY 11 2016 DTD 05/11/2007 36962G-2V-5 Ms /A1 BANK OF AMERICA CORP 104.29 150,000.00 156,432.00 150,000.00 6,43100 5,400.00 2.36% MEDIUM TERM NOTE 2,040.00 3.6% NOV 15 2016 DTD 11/04/2010 08050W-DW-2 A- IBM IP Morgan Page 12 of 30 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048995 Chase CONFIDENTIAL SDNY_GM_00318193 EFTA01521594