EFTA01521168.pdf

GHISLAINE MAXWELL ACCT. For the Period 3/1/12 to ♦/30/12 Adjusted Tax Cost Unrealized 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 195.50 187.90 36,733.18 39,293.00 (2,559.82) MIN LU0222772518 G13289-92-4 GBP !SHARES BARCLAYS CAPITAL 21.18 5,790.00 122,604.92 118212.32 4,392.60 ISIN iE00B1FZSD53 SEDOL B1G52V0 2,285.52 46578W-92-2 GBP INTL BK RECON & DEVELOP - BRL 52.82 90,000.00 47,535.18 50.108.74 (2,571.56) 4,157.20 8.01% 83(4% JUN 15 2012 3,646.03 DTD 08/20/2009 HELD BY EUROCLEAR ISIN:XS0446421157 SEDOL:943S703 459058-9B-1 NA /AAA BRL KFW -TRY 57.88 200,000.00 115,750.87 135,555.56 (19,804.69) 11,066.15 8.07% MTN 93/4% JUL 16 2013 8,784.10 DTD 02/10/2010 HELD BY EUROCLEAR ISIN XS0484842470 SEDOL B637YV8 14085A4A-6 AAA /MA TRY INTER AMERICAN DEVELOPMENT BANK- INR 1.75 8,700,000.00 117,370.73 143,232.17 (25.881.44) 3,814.04 7 47% MEDIUM TERM NOTE 3% MAR 25 2014 386.61 DTD 03/25/2010 HELD BY EUROCLEAR ISIN XS0495010562 SEDOL B511473 U4581890.5 MA /MA INR JP Morgan Page 13 of 60 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048530 Chase CONFIDENTIAL SDNY_GM_00317728 EFTA01521168