EFTA01521106

GHISLAINE MAXWELL ACCT. For the Period 3/1/12 to 3/31/12 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield Non-CSI) ('ash AUSTRALIAN DOLLAR 1.04 100.00 103.59 103.25 0.34 JP MORGAN CHASE BANK -CAD 100.06 115,208.08 115271.46 112,815 62 2.455 84 703.14 0.63% LONDON TIME DEPOSITS 0.6100% 9.68 DATED 03027/2012 MATURITY 04/03/2012 HELD BY LONDON TREASURY SERVICES JP MORGAN CHASE BANK - NOK 17.53 1,227,095.70 215,127.09 207,074.66 8.05243 1.828 57 0.85% LONDON TIME DEPOSITS 0.8500% 10.11 DATED 03/30/2012 MATURITY 04/10/2012 HELD BY LONDON TREASURY SERVICES Total Non•USD Cash $330,602.14 $319,993.63 $10,508.61 12,631.71 0.77% 519.79 Non-USD Short 'Fenn INTL BK RECON 8 DEVELOP BRL 54.68 go.omoo 49,370.00 50,108.74 (738.74) 4,318.72 8.10% 8.75% JUN 15 2012 3,432.11 DTD 08/20/2009 HELD BY EUROCLEAR ISIN XS0446421157 SEDOL Rels793 459056-9B-1 NA /AAA BRL US Fixed Income JPM MANAGED RESERVES C 10.341.88 7.54 77,926.10 79,003.04 (1,078.94) 051398-91-5 GBP (SHARES MARKIT IBOXX CORPORATE BOND 192 79 105 00 20,242.96 19,023.06 1,219.88 ISINIE0OBOOFV011 SEDOL BOOFVOI 461278-91-3 GBP J.P.Morgan Page 11 of 53 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048466 Chase CONFIDENTIAL SDNY_GM_00317664 EFTA01521106