EFTA01521019.pdf

GHISLAINE MAXWELL ACCT. For the Period 1/1/12 to 1/31/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-US Fixed Income BLUEBAY HIGH YIELD BD FD GBP HDG-DB 187.38 187.90 35207.89 39,293.00 (4,085.11) MIN LU0222772518 G13289-92-4 GBP !SHARES BARCLAYS CAPITAL 21.50 5,790.00 124,490.38 118212.32 6,278.06 ISIN iE0081FZSD53 SEDOL B1G52V0 46578W-92-2 GBP INTL BK RECON & DEVELOP-BRL 57.10 90,000.00 51,390.08 50,106.74 1,283.34 4,498.97 8.66% 8 3/4% JUN 15 2012 2,839.49 DTD 08/20/2009 HELD BY EUROCLEAR ISIN:XS0446421157 SEDOL:A.43S703 459058-9B-1 NA /AAA BRL KFW -TRY 57.43 200,000.00 114,853.38 135,555.56 (20,702.18) 11,006.68 8.36% MTN 93/4% JUL 16 2013 6,014.50 DTD 02/10/2010 HELD BY EUROCLEAR ISIN XS0484842470 SEDOL B637YV8 14085A4A-6 AM /AAA TRY INTER AMERICAN DEVELOPMENT BANK- INR 1,88 6,700,000.00 125,734.21 143,232.17 (17,497.96) 4,065.12 6.70% MEDIUM TERM NOTE 3% MAR 25 2014 3,476.35 DTD 03/25/2010 HELD BY EUROCLEAR ISIN XS0495010562 SEDOL B5114T3 U4581890.5 MA /MA INR JP Morgan Page 17 of 50 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048372 Chase CONFIDENTIAL SDNY_GM_00317570 EFTA01521019