EFTA01520683.pdf

GHISLAINE MAXWELL ACCT. For the Period 5/1/II to 5/31/11 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income BARCLAYS BANK PLC 99.25 159000.00 148,875.00 150,000.00 (11 25.00) 3,750.00 2.63% MEDIUM TERM NOTE 2 2/1% OCT 29 2017 427.05 DTD 10/20/2010 06740P-VG-8 NA /AA3 Total US Fixed Income 5527.959.00 5511,300.00 516,869.00 $24,690.00 4.71% $642.25 Non-US Fixed Income INTL BK FtECON & DEVELOP - BRL 63.31 90,000.00 56 9/9 26 50,106.74 6,872.52 4,971.12 8.43% 8.75% JUN 15 2012 4,780.39 DTD 08/202009 HELD BY EUROCLEAR ISIN XS0446421157 SEDOL 9435293 459058-9B-1 NA /AAA BRL KAN -TRY 64.65 200,000.00 129,302.79 135,555.56 (6,252.77) 12,204.28 7.98% MTN 93/4% JUL 162013 10,699.58 02/10/2010 HELD BY EUROCLEAR ISIN XS0484842470 SEDOL B637YV8 14085A-9A4 AAA /AAA TRY INTER AMERICAN DEVELOPMENT BANK- INR 2.05 6,700,000.00 137,168.16 143,232.17 (6,064.01) 4,462.20 6 08% MEDIUM TERM NOTE 3% MAR 25 2014 828.92 DTD 03/25/2010 HELD BY EUROCLEAR ISIN X80495010562 SEDOL B5114T3 U45818-9G-5 MA /AAA INR JP Morgan Page 11 of 22 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048010 Chase CONFIDENTIAL SDNY_GM_00317208 EFTA01520683