EFTA01521072.pdf

GHISLAINE MAXWELL For the Period 2/1/12 to 2/29/12 Adjusted Tax Cost Unreakzed Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield US Fixed Income A BIRDVILLE TEXAS INDEPENDENT SCHOOL 113.34 100,000.00 113,342.00 109,977.95 3,364.05 5,000.00 3.92% DIST PERM SCH GM FUND UNLIMITED TAX 110,503.00 222.20 5% FEB 15 2029 DID 01/15/2007 HELD BY DTC BOOK ENTRY ONLY PAR CALL 02/15/2017 @ 100 090874-FV-5 AM /AAA A MA ST HLTH & EDUCUL FACS AUDI 111.07 50,000.00 55,532.50 53,771.88 1,760.62 2,500.00 4.19% REVENUE HARVARD UNIV 5% B 54,040.00 319.40 JUL 15 2032 DTD 08/03/2005 HELD BY OTC BOOK ENTRY ONLY PAR CALL 07/15/2015 42 100 57586C-FW.0 AM /AM Total US Fixed Income $754,768.00 $782,328.84 (87,562.64) $22,406.00 3.38% $783,387.62 $5,878.45 Non-US Fixed Income BLUEBAY HIGH YIELD BD FD GBP HDG-DB 194.38 167.90 36,523.18 39,293 00 (2,769.82) ISIN LU0222772518 G13299-92-4 GBP ISHARES BARCLAYS CAPITAL 21.34 5.790 00 123569.78 118.212 32 5.357 46 ISIN lE0081F2S053 SEDOL 81G52V0 46578W-92-2 GBP KFW - TRY 58.40 200,000.00 116,790.29 135,555.56 (18.765.27) 11 168 70 812% MTN 9 3/4% JUL 16 2013 698805 DTD 02/10/2010 HELD BY EUROCLEAR ISIN XS0484842470 SEDOL B637YV8 14085A-9A-6 AAA /AAA TRY JP Morgan Page 16 of 33 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048429 Chase CONFIDENTIAL SDNY_GM_00317627 EFTA01521072