EFTA01568163.pdf

JPMorgan Chase Bank, N.A. GHISLAINE MAXWELL 345 Park Avenue, New York, NY 10154-1002 ACCT. For the Period 8/1/09 to 8/31/09 0000000673.00.0.20.00003.MAXWE00.20090903 GHISLAINE MAXWELL 16 ISLAND AVE APT 7D MIAMI BEACH FL 33139-1331 Asset Account J.P. Morgan Private Bank Team Mary Casey Janet Young William Doherty III Banker Client Service Team Client Service Team Table of Contents Account Summary Holdings Equity Cash and Short Term Fixed Income Other Assets Portfolio Activity Online access www.MorganOnline.com Page 2 4 7 11 14 15 Client News As a reminder, your available cash balance for withdrawal may be reduced if you are using the assets in your account as collateral for a loan or line of credit. Also, cash swept into a money market fund will not be available for withdrawal after the sweep deadline. Please contact your client service team for more details. Page 1 of 32 EFTA01568163 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Account Summary Asset Allocation Equity Cash & Short Term Fixed Income Other Assets Market Value Accruals Market Value with Accruals Beginning Ending Market Value 587,229.56 5,738,932.40 199,674.00 104,640.00 $6,630,475.96 4,443.32 $6,634,919.28 Market Value 609,150.93 336,371.25 452,948.00 15,498.00 $1,413,968 18 9,654.42 $1,423,622 60 Current Portfolio Activity Beginning Market Value Contributions Withdrawals & Fees Securities Transferred Out Net Contributions/Withdrawals Income & Distributions Change In Investment Value Ending Market Value Accruals Market Value with Accruals ($5,226,695.81) (182.42) 10,370.45 $1,413,968.18 9,654.42 $1,423,622.60 (5,226,695.81) Period Value 6,630,475.96 Change EFTA01568164 In Value 21,921.37 (5,402,561.15) 253,274.00 (89,142.00) ($5,216,507.78) 5,211.10 ($5,211,296.68) Year-to-Date Value 6,377,327.40 900,000.00 (5,689,556.48) (349,610.00) ($5,139,166.48) 13,283.95 162,523.31 $1,413,968.18 9,654.42 $1,423,622.60 Estimated 94.40 Current Annual Income Allocation 40% 15,997.43 11,937.50 13.80 29% 30% 1% 100% Cash & Short Term Fixed Income Equity Other Assets Asset Allocation Page 2 of 32 EFTA01568165 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Account Summary Tax Summary Domestic Dividends/Distributions Foreign Dividends Currency Gain/Loss Interest Income Taxable Income Tax-Exempt Income Bond Premium Amortization Tax-Exempt Income (182.42) ($182.42) CONTINUED Current Period Value Year-to-Date Value 1,919.85 6.55 (939.42) 6.65 $993.63 12,347.18 (56.86) $12,290.32 Unrealized Gain/Loss To-Date Value ($89,416.27) ST Realized Gain/Loss Realized Gain/Loss Current Period Value (2,000.00) ($2,000.00) Year-to-Date Value (12,793.03) ($12,793.03) Page 3 of 32 EFTA01568166 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Equity Summary Asset Categories US Large Cap US Mid Cap/Small Cap Non US Equity Total Value Beginning Market Value 277,645.25 8,022.89 301,561.42 $587,229.56 Ending Market Value 303,186.00 8,243.12 297,721.81 $609,150.93 Change In Value 25,540.75 220.23 (3,839.61) $21,921.37 Current Allocation 19% 1% 20% 40% US Mid Cap/Small Cap US Large Cap Asset Categories Equity Current Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Yield Period Value 609,150.93 705,204.98 (96,054.05) 94.40 0.02% Non US Equity Page 4 of 32 EFTA01568167 EFTA01568168 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Equity Detail Estimated Quantity US Large Cap GOOGLE INC CL A 38259P-50-8 GOOG PROSHARES ULTRASHORT S&P 500 Total US Large Cap 74347R-88-3 SDS $303,186.00 US Mid Cap/Small Cap LIVEPERSON INC VISTEON CORP DEFAULT 92839U-10-7 VSTN Total US Mid Cap/Small Cap Non US Equity BP PLC HELD BY JPMORGAN CHASE BK LON ISIN GB0007980591 SEDOL 0798059 G12793-91-8 GBP Page 5 of 32 $8,243.12 $12,328.80 ($4,085.68) $0.00 0.00% 2,000.000 538146-10-1 LPSN 26.000 0.12 3.12 429.00 (425.88) 4.12 8,240.00 11,899.80 (3,659.80) $357,510.20 ($54,324.20) $68.40 0.02% 600.000 43.64 26,184.00 29,777.50 (3,593.50) EFTA01568169 68.40 0.26% Price Market Value Tax Cost Unrealized Gain/Loss Annual Income Accrued Dividends Yield 600.000 461.67 277,002 00 327,732 70 (50,730 70) 18.000 8.68 156.19 8/28/09 164.25 (8.06) EFTA01568170 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Estimated Quantity Non US Equity CURRENCY SHARES EURO TRUST GLAXOSMITHKLINE PLC 23130C-10-8 FXE 1.000 HELD BY JPMORGAN CHASE BK LON ISIN GB0009252882/SEDOL 0925288 G3910J-90-6 ZZZZ GBP RESEARCH IN MOTION LIMITED SPDR GOLD TRUST Total Non US Equity 760975-10-2 RIMM 400.000 78463V-10-7 GLD $297,721.81 $335,365.98 ($37,644.17) $26.00 0.01% 93.40 37,360.00 33,482.00 3,878.00 1,600.000 73.06 116,896.00 160,288.72 (43,392.72) 19.62 8/28/09 19.62 26.60 (6.98) 1,000.000 143.29 143,290.00 141,404.41 1,885.59 26.00 0.02% Price Market Value Tax Cost Unrealized Gain/Loss Annual Income EFTA01568171 Accrued Dividends Yield Page 6 of 32 EFTA01568172 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Cash & Short Term Summary Beginning Asset Categories Cash Short Term Total Value Market Value 10.25 5,738,922.15 $5,738,932.40 Ending Market Value (99,602.93) 435,974.18 $336,371.25 Change In Value (99,613.18) (5,302,947.97) ($5,402,561.15 ) 29% 29% Current Allocation Cash & Short Term Asset Categories Current Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest Yield Period Value 336,371.25 331,223.97 5,147.28 15,997.43 6,009.82 2.95% Page 7 of 32 EFTA01568173 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Cash & Short Term Summary SUMMARY BY MATURITY Short Term Less than 3 months 3-6 months Total Value SUMMARY BY TYPE Short Term International Bonds Mutual Funds Total Value Market Value 435,973.18 1.00 $435,974.18 % of Bond Portfolio 99% 1% 100% CONTINUED Market Value 166,900.33 269,073.85 $435,974.18 Page 8 of 32 EFTA01568174 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Note: This is the Annual Percentage Yield (APY) which is the rate earned if balances remain on deposit for a full year with compounding, there is no change in the interest rate and all interest is left in the account. Cash & Short Term Detail Quantity Cash COST OF PENDING PURCHASES POUND STERLING US DOLLAR Total Cash Short Term JPMORGAN NEW YORK MUNICIPAL MONEY MARKET FUND RESERVE SHARE CLASS FUND 24 4812A0-82-1 AUSTRALIAN GOVERNMENT - AUD 7 1/2% SEP 15 2009 DTD 09/15/1996 HELD BY EUROCLEAR ISIN:AU0000XCLWF9 SEDOL:6058638 Q08185-9C-8 NA /AAA AUD 75,000.00 84.45 63,338.94 61,779.46 1,559.48 4,742.15 2,190.62 3.12% 1.00 1.00 1.00 1.00 (100,000.00) 6.18 387.00 1.00 1.63 1.00 (100,000.00) 10.07 387.00 ($99,602.93) (100,000.00) 9.51 EFTA01568175 387.00 ($99,603.49) $0.56 (70.00) 0.56 0.27 0.22 ($69.73) $0.22 0.07% 0.00% 0.07% 1 1 Price Market Value Tax Cost Adjusted Original Estimated Unrealized Gain/Loss Annual Income Accrued Interest Yield Page 9 of 32 EFTA01568176 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Quantity Short Term JP MORGAN CHASE BANK - NZD LONDON TIME DEPOSITS 1.8500% DATED 07/30/2009 MATURITY 09/30/2009 HELD BY LONDON TREASURY SERVICES Bearer 60703L-9N-9 NZD KFW - BRL MEDIUM TERM NOTE 9 1/8% FEB 5 2010 DTD 10/05/2007 HELD BY EUROCLEAR ISIN:XS0323929546 SEDOL:B284W67 B11XZP-9B-7 AAA /AAA BRL JP MORGAN CHASE BANK - AUD LONDON TIME DEPOSITS 2.5000% DATED 08/13/2009 MATURITY 02/16/2010 HELD BY LONDON TREASURY SERVICES Bearer 60703R-9F-3 AUD JP MORGAN CHASE BANK - NOK LONDON TIME DEPOSITS 0.8000% DATED 08/13/2009 MATURITY 02/16/2010 HELD BY LONDON TREASURY SERVICES Bearer 60703R-9T-3 NOK Total Short Term $435,974.18 $430,827.46 $5,146.72 $16,067.16 $6,009.60 2.97% 611,000.00 16.66 101,768.88 100,000.00 1,768.88 814.15 42.94 0.80% 119,047.61 84.30 100,363.07 100,000.00 363.07 2,509.07 132.37 2.50% EFTA01568177 125,000.00 53.55 8/28/09 66,941.90 72,010.50 (5,068.60) 6,085.93 3,468.14 8.54% 151,017.73 68.57 103,560.39 97,036.50 6,523.89 1,915.86 175.53 1.85% Price Market Value Tax Cost Adjusted Original Estimated Unrealized Gain/Loss Annual Income Accrued Interest Yield Page 10 of 32 EFTA01568178 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Fixed Income Summary Asset Categories US Fixed Income - Taxable US Fixed Income - Non Taxable Total Value Beginning Market Value 0.00 199,674.00 $199,674.00 Ending Market Value 251,362.00 201,586.00 $452,948.00 Change In Value 251,362.00 1,912.00 $253,274.00 Current Allocation 17% 13% 30% US Fixed Income - Taxable Current Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest Yield Period Value 452,948.00 449,548.00 3,400.00 11,937.50 3,644.60 2.44% US Fixed Income - Non Taxable Asset Categories Fixed Income Page 11 of 32 EFTA01568179 EFTA01568180 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Fixed Income Summary SUMMARY BY MATURITY Fixed Income Less than 5 years, 5-10 years, Total Value SUMMARY BY TYPE Fixed Income Corporate Bonds Government and Agency Bonds Municipal Bonds Total Value Market Value 151,362.00 100,000.00 201,586.00 $452,948.00 % of Bond Portfolio 33% 22% 45% 100% Market Value 251,362.00 201,586.00 $452,948.00 CONTINUED % of Bond Portfolio 55% 45% 100% 1 The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. Page 12 of 32 EFTA01568181 GHISLAINE MAXWELL Note: P indicates position adjusted for Pending Trade Activity. Fixed Income Detail Quantity US Fixed Income - Taxable GOLDMAN SACHS GROUP INC 1 5/8% JUL 15 2011 DTD 01/21/2009 38146F-AF-8 AAA /AAA P FEDERAL HOME LOAN BANK 1 1/2% DEC 14 2012 DTD 09/14/2009 STEP CPN 3133XU-NX-7 AAA / Total US Fixed Income - Taxable US Fixed Income - Non Taxable CITY OF NEW YORK N Y NYC PUBLIC IMPS UNLIMITED TAX 4% SUBSER L-1 APR 01 2019 DTD 4/23/2008 HELD BY DTC BOOK ENTRY PAR CALL 04/01/2018 @ 100 64966G-3W-0 AA /AA3 $251,362.00 $250,780.00 $582.00 $3,937.50 $311.40 1.28% 100,000.000 100.00 100,000.00 100,000.00 1,500.00 1.50% Price Market Value Tax Cost Adjusted Original Estimated Unrealized Gain/Loss Annual Income Accrued Interest Yield ACCT. For the Period 8/1/09 to 8/31/09 150,000.000 100.91 EFTA01568182 151,362.00 150,780.00 582.00 2,437.50 311.40 1.13% 200,000.000 100.79 201,586.00 198,768.00 2,818.00 8,000.00 3,333.20 3.90% Page 13 of 32 EFTA01568183 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Other Assets Summary Asset Categories Structured Investments Other Other Assets Detail Total Value Beginning Estimated Value 97,930.00 6,710.00 $104,640.00 Ending Estimated Value 0.00 15,498.00 $15,498.00 Change In Value (97,930.00) 8,788.00 ($89,142.00) Current Allocation Other Assets 1% 1% Asset Categories Quantity Price Other PROSHARES ULTRSHORT QQQ 74347R-87-5 QID 600.000 25.83 15,498.00 17,407.50 (1,909.50) Estimated Value Cost Estimated Gain/Loss Page 14 of 32 EFTA01568184 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Summary - U S Dollar Beginning Cash Balance PRINCIPAL Current Transactions Income INFLOWS 0.39 Contributions Total Inflows OUTFLOWS Withdrawals Interest Purchased Foreign Exchange - Outflows Total Outflows TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance 5,675,658.23 (176,382.50) $5,499,275.73 $387.00 * Year to date information is calculated on a calendar year basis. 6,362,763.37 (1,248,908.40) $5,113,854.97 -$0.00 $0.00 $0.00 -$0.39 (5,226,695.81) (182.81) (272,010.50) ($5,498,889.12) 15,316.17 900,000.00 $915,316.17 (5,689,555.81) (182.81) (433,176.79) ($6,122,915.41) $0.00 $0.00 $0.00 $0.00 Period Value EFTA01568185 0.00 Year-To-Date Value* -INCOME Current Period Value 0.00 Year-To-Date Value* -Page 15 of 32 EFTA01568186 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Summary - U S Dollar Total Cost Adjustments Current Cost Adjustments Amortization Period Value $0.00 * Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Settlement Date 8/3 Type Interest Income Description DEPOSIT SWEEP INTEREST FOR JULY @ .07% RATE ON NET AVG COLLECTED BALANCE OF $6,538.27 AS OF 08/01/09 8/11 Spot FX SPOT CURRENCY TRANSACTION - BUY BUY NOK SELL USD EXCHANGE RATE 6.110000000 DEAL 08/07/09 VALUE 08/11/09 8/11 Spot FX SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .840000000 DEAL 08/07/09 VALUE 08/11/09 8/12 Accrued Interest Paid GOLDMAN SACHS GROUP INC 1 5/8% JUL 15 2011 DTD 01/21/2009 Page 16 of 32 150,000.000 0.001 (182.81) 119,047.610 (100,000.00) 611,000.000 (100,000.00) Quantity Per Unit Amount PRINCIPAL EFTA01568187 Amount 0.39 INCOME Amount Year-To-Date Value* (56.86) ($56.86) EFTA01568188 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 INFLOWS & OUTFLOWS Settlement Date 8/13 Type Misc. Disbursement Description FUNDS TRANSFERRED FROM PRN A/C# MMIA A/C# AS REQUESTED 8/20 Spot FX LINKED CURRENCY TRANSACTION - BUY BUY BRL SELL USD EXCHANGE RATE 1.833900000 DEAL 08/12/09 VALUE 08/17/09 Total Inflows & Outflows TRADE ACTIVITY Note: Trade Date 8/10 Settlement Date 8/10 ($5,498,888.73) 132,060.060 (72,010.50) TO 00000000002916490721 Quantity Per Unit Amount PRINCIPAL Amount (5,226,695.81) INCOME Amount S indicates Short Term Realized Gain/Loss Type Settled Sales/Maturities/Redemptions Sale Description JPMORGAN NEW YORK MUNICIPAL MONEY MARKET FUND RESERVE SHARE CLASS FUND 24 @ 1.00 EFTA01568189 TRADE DATE 08/10/09 8/12 8/12 Sale JPMORGAN NEW YORK MUNICIPAL MONEY MARKET FUND RESERVE SHARE CLASS FUND 24 @ 1.00 TRADE DATE 08/12/09 Page 17 of 32 (150,962.810) 1.00 150,962.81 (150,962.81) Quantity (150,962.420) Per Unit Amount 1.00 Proceeds 150,962.42 Tax Cost (150,962.42) Realized Gain/Loss EFTA01568190 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Trade Date 8/13 Settlement Date 8/13 Type Settled Sales/Maturities/Redemptions Sale Description JPMORGAN NEW YORK MUNICIPAL MONEY MARKET FUND RESERVE SHARE CLASS FUND 24 @ 1.00 TRADE DATE 08/13/09 8/13 8/13 Sale JPMORGAN NEW YORK MUNICIPAL MONEY MARKET FUND RESERVE SHARE CLASS FUND 24 @ 1.00 TRADE DATE 08/13/09 8/19 8/19 Redemption DUAL DIRECTIONAL KNOCK-OUT NOTE LINKED TO THE S&P 500 INDEX 8/19/09 JPMORGAN CHASE (1XLEV-98% PRIN PROTECTION +/-19.65% BARRIER) INITIAL LEVEL-SPX:8/22/08: 1292.20 TO REDEMPTION Total Settled Sales/Maturities/Redemptions $5,675,658.23 ($5,677,658.23) ($2,000.00) S (100,000.000) 98.00 98,000.00 (100,000.00) (2,000.00) S (49,037.190) 1.00 49,037.19 (49,037.19) Quantity (5,226,695.810 ) EFTA01568191 Per Unit Amount 1.00 Proceeds 5,226,695.81 Tax Cost (5,226,695.81) Realized Gain/Loss Page 18 of 32 EFTA01568192 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Trade Date Settlement Date 8/12 Type Settled Securities Purchased 8/7 Purchase Description GOLDMAN SACHS GROUP INC 1 5/8% JUL 15 2011 DTD 01/21/2009 @ 100.52 JP MORGAN SECURITIES INC (BIDL) TRADE DATE 08/07/09 8/19 8/24 Purchase PROSHARES ULTRSHORT QQQ @ 27.00 9,450.00 BROKERAGE 8/19 8/24 Purchase 17.50 J.P. MORGAN SECURITIES INC. TRADE DATE 08/19/09 PROSHARES ULTRASHORT S&P 500 @ 46.05 16,117.50 BROKERAGE Total Settled Securities Purchased Trade Date Estimated Settlement Date 9/14 17.50 J.P. MORGAN SECURITIES INC. TRADE DATE 08/19/09 ($176,382.50) 350.000 46.05 (16,135.00) 350.000 27.00 EFTA01568193 (9,467.50) Quantity 150,000.000 Per Unit Amount 100.52 Market Cost (150,780.00) Type Description Pending Securities Purchased 8/19 Purchase FEDERAL HOME LOAN BANK 1 1/2% DEC 14 2012 DTD 09/14/2009 STEP CPN Quantity 100,000.000 Per Unit Amount 100.00 Market Cost (100,000.00) Page 19 of 32 EFTA01568194 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Summary - Australia Dollar PRINCIPAL US Dollar Value Current Transactions Beginning Cash Balance INFLOWS Income Foreign Exchange - Inflows Total Inflows TRADE ACTIVITY Total Trade Activity Settled Securities Purchased Ending Cash Balance * Year to date information is calculated on a calendar year basis. INCOME US Dollar Value Current Transactions Beginning Cash Balance Ending Cash Balance * Year to date information is calculated on a calendar year basis. Period Value --Year-To-Date Value* --Local Value Current Period Value 0.00 0.00 Year-To-Date Value* --Period Value -Year-To-Date Value* -(1,170.01) 100,000.00 $100,000.00 (100,000.00) ($100,000.00) -162,949.47 $161,779.46 (161,779.46) ($161,779.46) -119,047.61 119,047.61 (119,047.61) EFTA01568195 (119,047.61) 0.00 Local Value Current Period Value 0.00 Year-To-Date Value* -(1,437.00) 196,362.11 194,925.11 (194,925.11) (194,925.11) -Page 20 of 32 EFTA01568196 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Detail - Australia Dollar INFLOWS & OUTFLOWS Settlement Date 8/11 Type Spot FX Description SPOT CURRENCY TRANSACTION - BUY BUY AUD SELL USD EXCHANGE RATE .840000000 DEAL 08/07/09 VALUE 08/11/09 Quantity (100,000.000) Per Unit Amount USD Local Value PRINCIPAL Amount USD Local Value 100,000.00 119,047.61 INCOME Amount USD Local Value Currency Gain/Loss USD TRADE ACTIVITY - Australia Dollar Per Unit Trade Date Settlement Date 8/13 Type Settled Securities Purchased 8/13 Purchase Description JP MORGAN CHASE BANK - AUD LONDON TIME DEPOSITS 2.5000% DATED 08/13/2009 MATURITY 02/16/2010 HELD BY LONDON TREASURY SERVICES Quantity 119,047.610 Amount USD Local Value 84.345 100.00 EFTA01568197 Market Cost USD Local Value (100,000.00) (119,047.61) Currency Gain/Loss USD Page 21 of 32 EFTA01568198 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Summary - Brazilian Real PRINCIPAL US Dollar Value Current Transactions Beginning Cash Balance INFLOWS Total Inflows Foreign Exchange - Inflows TRADE ACTIVITY Total Trade Activity Period Value -72,010.50 $72,010.50 Settled Securities Purchased Ending Cash Balance * Year to date information is calculated on a calendar year basis. INCOME US Dollar Value Current Transactions Beginning Cash Balance Ending Cash Balance * Year to date information is calculated on a calendar year basis. Period Value --Year-To-Date Value* --Local Value Current Period Value 0.00 0.00 Year-To-Date Value* --(72,010.50) ($72,010.50) -Year-To-Date Value* -72,010.50 $72,010.50 (72,010.50) ($72,010.50) -Local Value Current Period Value 0.00 EFTA01568199 132,060.06 132,060.06 (132,060.06) (132,060.06) 0.00 Year-To-Date Value* -132,060.06 132,060.06 (132,060.06) (132,060.06) -Page 22 of 32 EFTA01568200 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Detail - Brazilian Real INFLOWS & OUTFLOWS Settlement Date 8/20 Type Spot FX Description LINKED CURRENCY TRANSACTION - BUY BUY BRL SELL USD EXCHANGE RATE 1.833900000 DEAL 08/12/09 VALUE 08/17/09 Quantity (72,010.500) Per Unit Amount USD Local Value PRINCIPAL Amount USD Local Value 72,010.50 132,060.06 INCOME Amount USD Local Value Currency Gain/Loss USD TRADE ACTIVITY - Brazilian Real Per Unit Trade Date Settlement Date 8/20 Type Settled Securities Purchased 8/12 Purchase Description KFW - BRL MEDIUM TERM NOTE 9 1/8% FEB 5 2010 DTD 10/05/2007 HELD BY EUROCLEAR ISIN:XS0323929546 SEDOL:B284W67 Quantity 125,000.000 Amount USD Local Value 57.61 EFTA01568201 105.648 Market Cost USD Local Value (72,010.50) (132,060.06) Currency Gain/Loss USD Page 23 of 32 EFTA01568202 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Summary - N ZEALAND DOLLAR PRINCIPAL US Dollar Value Current Transactions Income OUTFLOWS Total Outflows Tax Payments $0.00 TRADE ACTIVITY Settled Sales/Maturities/Redemptions Settled Securities Purchased Total Trade Activity Ending Cash Balance * Year to date information is calculated on a calendar year basis. $0.00 -60,244.23 (158,455.10) ($98,210.87) -0.00 0.00 95,000.00 (246,388.23) (151,388.23) -Period Value Beginning Cash Balance INFLOWS Foreign Exchange - Inflows Total Inflows -Year-To-Date Value* -310.33 $0.00 98,216.82 $98,527.15 (316.28) ($316.28) 0.00 Local Value Current Period Value 0.00 Year-To-Date Value* -532.73 151,354.25 EFTA01568203 151,886.98 0.00 (498.75) (498.75) Page 24 of 32 EFTA01568204 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Summary - N ZEALAND DOLLAR INCOME US Dollar Value Current Transactions Beginning Cash Balance Ending Cash Balance * Year to date information is calculated on a calendar year basis. Portfolio Activity Detail - N ZEALAND DOLLAR No Activity This Period Period Value --Year-To-Date Value* --Local Value Current Period Value 0.00 0.00 Year-To-Date Value* --Page 25 of 32 EFTA01568205 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Summary - Norwegian Krone PRINCIPAL US Dollar Value Current Transactions Beginning Cash Balance INFLOWS Total Inflows Foreign Exchange - Inflows TRADE ACTIVITY Total Trade Activity Period Value -100,000.00 $100,000.00 Settled Securities Purchased Ending Cash Balance * Year to date information is calculated on a calendar year basis. INCOME US Dollar Value Current Transactions Beginning Cash Balance Ending Cash Balance * Year to date information is calculated on a calendar year basis. Period Value --Year-To-Date Value* --Local Value Current Period Value 0.00 0.00 Year-To-Date Value* --(100,000.00) ($100,000.00) -Year-To-Date Value* -100,000.00 $100,000.00 (100,000.00) ($100,000.00) -Local Value Current Period Value 0.00 EFTA01568206 611,000.00 611,000.00 (611,000.00) (611,000.00) 0.00 Year-To-Date Value* -611,000.00 611,000.00 (611,000.00) (611,000.00) -Page 26 of 32 EFTA01568207 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Detail - Norwegian Krone INFLOWS & OUTFLOWS Settlement Date 8/11 Type Spot FX Description SPOT CURRENCY TRANSACTION - BUY BUY NOK SELL USD EXCHANGE RATE 6.110000000 DEAL 08/07/09 VALUE 08/11/09 Quantity (100,000.000) Per Unit Amount USD Local Value PRINCIPAL Amount USD Local Value 100,000.00 611,000.00 INCOME Amount USD Local Value Currency Gain/Loss USD TRADE ACTIVITY - Norwegian Krone Per Unit Trade Date Settlement Date 8/13 Type Settled Securities Purchased 8/13 Purchase Description JP MORGAN CHASE BANK - NOK LONDON TIME DEPOSITS 0.8000% DATED 08/13/2009 MATURITY 02/16/2010 HELD BY LONDON TREASURY SERVICES Quantity 611,000.000 Amount USD Local Value 16.573 100.00 EFTA01568208 Market Cost USD Local Value (100,000.00) (611,000.00) Currency Gain/Loss USD Page 27 of 32 EFTA01568209 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Summary - POUND STERLING PRINCIPAL US Dollar Value Current Transactions Beginning Cash Balance INFLOWS Total Inflows Income $0.00 OUTFLOWS Total Outflows Tax Payments $0.00 Ending Cash Balance * Year to date information is calculated on a calendar year basis. INCOME US Dollar Value Current Transactions Beginning Cash Balance Ending Cash Balance * Year to date information is calculated on a calendar year basis. Period Value --Year-To-Date Value* --Local Value Current Period Value 0.00 0.00 Year-To-Date Value* ---Period Value -Year-To-Date Value* -6.55 $6.55 (0.67) ($0.67) -0.00 6.18 0.00 Local Value Current Period Value EFTA01568210 6.18 Year-To-Date Value* -4.39 4.39 (0.45) (0.45) -Page 28 of 32 EFTA01568211 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Portfolio Activity Detail - POUND STERLING No Activity This Period Page 29 of 32 EFTA01568212 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Settled Foreign Exchange Contracts Currency Trade Date Settle Date Counter Currency Trade Related NORWEGIAN KRONE U S DOLLAR AUSTRALIA DOLLAR U S DOLLAR BRAZILIAN REAL U S DOLLAR Aug. 7 09 Aug. 11 09 Aug. 7 09 Aug. 11 09 Aug. 12 09 Aug. 20 09 NOK USD AUD USD BRL USD 611,000.00 (100,000.00) 119,047.61 (100,000.00) 132,060.06 (72,010.50) 6.110000 0.840000 1.833900 6.110000 0.840000 1.833900 (100,000.00) (100,000.00) (72,010.50) 100,000.00 100,000.00 72,010.50 Amount Counter Amount Contract Rate Revaluation Rate Contracted Base Amount USD Revalued Amount USD Currency G/L Page 30 of 32 EFTA01568213 EFTA01568214 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 In Case of Errors or Questions About Your Electronic Transfers. Contact your J.P. Morgan Team at one of the telephone numbers on the front of this statement or write us at Road, 1/OPS, Newark,DE19713-2107 as soon as you can, if you think your statement is wrong or if you need more information about a transferon the statement. We must hearfrom you no laterthan 60 days afterwe sent you the FIRSTstatement on which the erroror problem appeared. (1) Tellus yourname and account number. (2) Describe the erroror the transferyou are unsure about, and explain as clearlyas you can why you believeit is in erroror why you needmore information. (3) tell us the dollaramount of the suspected error. Ifyou contact us orally, you must send us yourcomplaint or question in writing within 10 business days in orderto preserveyourrights. We will investigateyour complaint and will correct any errorpromptly. Ifwe take more than 10 business days to do this (20 days for purchases using your debit card or for internationaltransactions),we will credit youraccount for the amount you think is in error, so that you will havethe use ofmoneyduring the time it takes us to complete our investigation. In case of errors or questions about your statement, including your line of credit. Ifyou think that your statement is incorrect or if you need more information about a transaction on your statement including a line of credit transaction, you must write to us on a separatesheet describing the errorand send it to: J.P. Morgan's Private Bank, 500 , 1/OPS3, Newark,DE19713-2107. We must hearfrom you no laterthan 60 days afterthe statement on which the erroror problem appearedis sent. You can contact yourclient servicespecialistbut doing so will not preserveyour rights. Pleasereviewyouraccount statement and promptly report any inaccuracyor discrepancyincluding possible unauthorizedtrading activity, unrecordeddividendpayments, and unaccounted cash positions in writing to both the introducing broker, JPMSI and the clearing firm, JPMCC at the addresses shown on your statement. Any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities InvestorProtection Act (SIPA). If you have any questions please contact your JPMSI Account Representativeor JPMSI ComplianceDepartmentat In your letter, please provide the following information: (1) your name and account number; (2) the dollaramount of the suspected error; and (3) a description of the errorand explanation, if you can, why you believethere is an error. Ifyou need more information, you must describe the item you are unsure about. Important Information about Pricing and Valuations Certain assets including but not limited to, pooled private investments, non - publicly traded and infrequently traded securities, derivatives, partnership interests and tangible assets are generally illiquid, the value of which may have been providedto us by third parties who maynot be independent of the issueror manager. Such information is reflectedas ofthe last date providedto us, and is not independently verified. EFTA01568215 Prices, some ofwhich are providedby pricing servicesor othersources which we deem reliable,are not guaranteedfor accuracyor as realizablevalues. Marketvalueinformation (including without limitation, prices, exchangerates, accruedincome and bond ratings) furnishedhereinhas been obtainedfrom sources that J.P. Morgan believesto be reliableand is furnishedfor the exclusiveuse of the client. J.P. Morgan makes no representation,warrantyor guarantee,express or implied, that any quoted value representsthe actual terms at which transactions or securities could be bought or sold or new transactions could be enteredinto, or the actual terms on which existing transactions or securities could be liquidated. The current price is the valueofthe financialasset share, unit or contract as priced at the close of the marketon the last dayofthe statement periodor the last availableprice. All valuesprovidedfor structured yielddeposits (forexample,JPMorgan London Time Deposits) reflectthe originaldeposit amount only. The current valuefor RealEstate, Minerallnterestsand MiscellaneousAssets maynot reflectthe most current valueof the asset. Valuations of over-the-counterderivativetransactions, including certain derivatives-relateddeposit products, have been preparedon a mid-market basis. These valuations are indicative values as of the close of business of the date of this statement and, except as otherwise agreedin writing, these valuationsdo not representthe actual terms at which transactions or securities could be bought or sold or new transactions could be enteredinto, or the actual terms on which existing transactions or securities could be liquidatedas of the date of this statement. We do not warrant their completeness or accuracy. These valuationsare derivedfrom proprietarymodels basedupon well- recognizedfinancialprinciples and we have, when necessaryto calculate the present valueof future cash flows, made reasonable estimates about relevantfuture market conditions. Valuationsbased on other models or differentassumptions may yield differentresults. J.P. Morgan expresslydisclaims any responsibilityfor (1) the accuracyof the models or estimates used in deriving the valuations, (2) any errors or omissions in computing or disseminating the valuations, and (3)anyuses to which the valuationsare put. Valuations are providedfor information purposes only and are intendedsolelyfor yourown use. Pleasereferto the trade confirmation for details ofeach transaction. Pleasereviewyourstatement promptly and report anydiscrepanciesimmediatelyto an account officerwhose name appearson the contact page of this statement. The JPMorgan Funds or The JPMorgan Institutional Funds or The American Century Funds Shares of the funds are not bank deposits and are not guaranteedby any bank, governmententity, or the FDIC. Return and share price will fluctuate and redemption valuemay be more or less than original cost. While the money marketfunds seekto maintain a stable net asset valueof$1.O8 pershare, there is no assurancethat they will continue to do so. The estimatedannualincome and dividendyieldfigures for mutual funds representthe funds' most recentincome dividendannualized. The distributor ofthe JPMorgan Funds is JPMorgan Distribution Services,Inc., which is an affiliateof the Bank. The Bankand its EFTA01568216 affiliatesreceivecompensation from JPMorgan Funds for providing services. AmericanCenturylnvestmentServices,Inc. is the distributor of the AmericanCenturyFunds. AmericanCenturylnvestmentManagementlnc. servesas investment advisorto its respectivefund familyand receivescompensation from that fund familyfor providing investment advisoryand other services. Page 31 of 32 EFTA01568217 GHISLAINE MAXWELL ACCT. For the Period 8/1/09 to 8/31/09 Important Information RegardingAuction Rate Securities (ARS). ARS are debt or preferredsecurities with an interest or dividend rate reset periodicallyin an auction. Although there may be daily, weeklyand monthly resets, there is no guaranteethat there will be liquidity. If there are not enough bids at an auction to redeemthe securities availablefor sale, the result maybe a failedauction. In a failedauction, there is no assurancethat a secondarymarket will developor that the security will trade at paror anyother price reflectedon statements. Accordingly, investors should not relyon pricing information appearingin theirstatements with respect to ARS. Additional Information About Your Accounts Securities purchased or sold through JPMSI (1) other than mutual funds and fixed income securities, are clearedthrough J.P.Morgan ClearingCorp. ("JPMCC"),an affiliateof JPMSI, and (2) other than exchange-listedoptions, are held in your Asset Account at JPMorgan Chase Bank, N.A. Fixed income securities purchased or sold through JPMSI are clearedthrough JPMSI. Positions in exchange-listedoptions are held by J.P.Morgan Clearing Corp. and are not deliveredto or from your Asset Account. For your convenience, however, positions in exchange-listedoptions are presentedin this Asset Account statement togetherwith otherassets held in that account. All pertinentinformation about yoursettled and pending purchasesand sales effected through yourJPMSI account during the period covered by this statement, is summarizedin the "Trade Activity" portion of this statement. You should have receivedseparate confirmations for each securities transaction. All transactions are subject to the terms and conditions stated on the reverse side of such confirmations and are subject to the constitution, by-laws, customs and interpretations of the marketplacewhere executedand governedby and construed in accordance with the laws of the State of New Yorkand all applicablefederallaws and regulations. Furtherinformation with respect to commissions and other charges relatedto the execution of transactions, including options transactions, has been included in confirmations that were previouslyfurnishedto you. Upon written request, JPMSI will promptly supply you with the latest such information. Shareholdersof certain JPMorgan Funds are chargeda redemption fee equalto 2% of the proceeds if they exchangeor redeemshares of such funds within 60 days of purchase, subject to certain exceptions set forth in the prospectus of the applicableFund. Please consult yourJ.P. Morgan representativefora list of the JPMorgan Funds that impose redemption fees. JPMCC and JPMSI are members of the Securities InvestorProtection Corp ("SIPC"),a not-for-profit membership corporation funded by broker-dealers registeredwith the Securities and ExchangeCommission. Securitiesand cash held for a customer at JPMSI and JPMCC are protected by SIPC up to $500,000 per customer, which includes up to $100,000 of protection for cash. SIPC does not protect against losses from fluctuations in the value of the securities. Assets held in custody by EFTA01568218 3PMorgan Chase Bank, N.A. (the "Bank")are not subject to SIPC. Youmay obtain information about SIPC, including the SIPCBrochure, on theirwebsite, at "www.sipc.org" or by contacting them at To the extent applicable,pleasereadthe following disclosures regardingestimated annualincome (EAI)and estimated yield (EY):EAland EYfor certain types of securities could include a return of principalor capital gains in which case the EAland EYwould be overstated. EAI and EYare estimates and the actual income and yieldmight be loweror higherthan the estimatedamounts. EYreflects only the income generatedby an investment. It does not reflectchanges in its price, which mayfluctuate. .JPMSI, JPMCB or their affiliates(the "J.P. Morgan Companies")may provide administrative, custodial, sales, distribution or shareholderservices to 3PMorgan Funds, American CenturyFunds, or funds established, sponsored, advised, or managedby third parties, and the J.P. Morgan Companiesmaybe compensatedfor such services. A financialstatement of this organizationis availableto you for personalinspection at its offices, or a copy will be mailedto you upon written request. Bank products and services are offered through JPMCB and its affiliates. Securities are offered by JPMSI and cleared through JPMCC. Ifa partialcall is made with respect to an issue of securities included in yourAccount we will allocate the call by a method we deem fairand equitable. You must promptly advise3PMSI ofmaterialchanges in yourinvestment objectivesor financialsituation. Unless you inform JPMSI otherwise, JPMSI will considerthe information currentlyin its files to be complete and accurate. JPMSI is not a bank and is a separate legal entity from its bank or thrift affiliates, including JPMCB. The securities sold, offered, or recommended by JPMSI: (1) Are not insured by the Federal Deposit Insurance Corporation, or any other governmental agency; (2) Are not deposits or other obligations of 3PMSI's bank or thrift affiliates (unless otherwise indicated), and are not guaranteed by or the responsibility of any such affiliates (unless explicitly stated otherwise); and (3) Involve investment risks, including possible loss of the principal invested. 3PMSI's banking affiliatesmay be lenders to issuers of securities that JPMSI underwrites, in which case proceeds of offerings underwritten by JPMSI may be used for the repaymentof such loans, and you should referto the disclosure documents relating to particular securities for discussion of any such lending relationships. The FederalReserverequires that JPMSI obtain your consent before it can obtain certain information from its bank or thrift affiliates, including their credit evaluationof you. We will assume that your continuing to transact business with JPMSI will constitute yourconsent to the sharing ofsuch information by JPMSI and its bankor thrift affiliates,to the extent permitted by law. DEPOSITS IN FOREIGN BRANCHES ARE NOT INSURED BY THE FDIC, THE FEDERAL RESERVE BOARD OR ANY OTHER GOVERNMENTAL AGENCY; AMOUNTS IN THE TIME DEPOSITS EFTA01568219 DO NOT HAVE THE BENEFIT OF ANY DOMESTIC PREFERENCE APPLICABLE TO U.S. BANKS. Page 32 of 32 EFTA01568220