EFTA01520794.pdf

GHISLAINE MAXWELL ACCT. For the Period 9/1/11 to 9130/I I Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield Non-USD Short Term INTER AMERICAN DEVEL BANK - IDR 0.01 419,625,000.00 46.830.15 48,769.75 (1,939.60) 3.198.50 40.63% 6.7% OCT 31 2011 2.935.57 DTD 10/30/2009 HELD BY EUROCLEAR ISIN X50459432679 SEDOL 85756J3 458183-9K-8 NA /AAA IDR INTL BK RECON & DEVELOP - BRL 54.28 90,000.00 4&850.91 50,106.74 (1,255.83) 4.242.42 7.52% 8.75% JUN 15 2012 1,251.83 DTD 08/20/2009 HELD BY EUROCLEAR ISIN X50446421157 SEDOL B435Z93 459058-9B-1 NA /AAA BRL Total Non-USD Short Term $719,742.94 3746.337.36 ($26584.41) 510.483.98 3.69% $4,204.06 US Fixed Income HSBC FINANCE CORP 94.44 100900.00 94.440.00 100.00090 (5560.00) 2.900.00 4.42% MEDIUM TERM NOTE 2.9% OCT 15 2015 1,337.20 DTD 10/15/2010 40429X-Y8-6 A /A3 GENERAL ELEC CAP CORP 92.25 50,000.00 46,125.50 45.394.50 731.00 239.19 2.25% MEDIUM TERM FLOATING RATE NOTE 33.85 MAY 11 2016 DTD 05/11/2007 36962G-2V-5 AA+ /AA2 BANK OF AMERICA CORP 87.64 150.000.00 131,460.00 150,000.00 (18.540.00) 5,400.00 6.47% MEDIUM TERM NOTE 2,040.00 3.6% NOV 15 2016 DTD 11/04/2010 06050W-DW-2 A /BAA J.P.Morgan Page 11 of 29 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048132 Chase CONFIDENTIAL SDNY_GM_00317330 EFTA01520794