GHISLAINE MAXWELL ACCT.
For the Period 10/1/11 to 10/31/11
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
BARCLAYS BANK PLC 93.30 150.000.00 139.950 00 150.030.00 (10.050.00) 3,750.00 3.76%
MEDIUM TERM NOTE 2 2/1% OCT 20 2017 114.45
DTD 10/20/2010
06740P-VG-8 NA /AA3
A STATE OF NEW YORK DORMITORY 109.34 100,000.00 109,342.00 100,086.07 9,255.93 4,000.00 2.47%
AUTH REVS NON ST SUPPORTED DEBT MEM 100,118.56 1,333.30
SLOAN KETTERING 4% SUBSER A2
JUL 01 2018 DID 05/13/2038
HELD BY DTC BOOK ENTRY ONLY
649903-54-2 M /AA2
Total US Fixed Income $630,092.50 $645,707.17 ($15,614.67) $20,289.19 3.84%
$645.861.12 $5.298.70
Non-US Fixed Income
INTER AMERICAN DEVEL BANK !DR 0.01 419.625.000 00 47.640 03 48 769 75 (1 129 72) 3.196 68
6.7% OCT 31 2011 10128111 2.533 93
DTD 10/30/2009
HELD BY EUROCLEAR
ISIN XS0459432679 SEDOL 6575613
458183-9K-8 NA /AM IDR
KEW -TRY 57 92 200.000 00 115 831 87 135 555 56 (19 723 69) 11 061 31 833%
MTN 9 3/4% JUL 16 2013 3.263 94
OM 02/10/2010
HELD BY EUROCLEAR
ISIN X80484842470 SEDOL B637YV8
14085A-9A43 MA /MA TRY
JP Morgan Page 13 of 31
Confidential Treatment Requested by JPMorgan JPM-SDNY-00048170
Chase
CONFIDENTIAL SDNY_GM_00317368
EFTA01520829