EFTA01521108

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 US Fixed Income A MA ST HLTH S EDUCTNL FACS AUTH 110.52 50,000.00 55,259.00 53576.83 1582.37 2,500.00 4.22% REVENUE HARVARD UNIV 5% 8 54,040.00 527.75 JUL 15 2032 DTD 08/03/2006 HELD BY DTC BOOK ENTRY ONLY PAR CALL 07/15/2015 C 100 57588C-FW-0 AAA /AAA Total US Fixed Income $758.172.66 $761,972.31 ($3,799.76) $nAoiLoo 3.24% $763,387.62 $7,626.76 Non-US Fixed Income BLUEBAY HIGH YIELD BD FD GBP HDG-DB 191.89 187.90 36055.70 39,293.00 (3,237.30) ISIN LU0222772518 G13239-92-4 GBP ISHARES BARCLAYS CAPITAL 21.35 5,790.00 123,639.24 118212.32 5,426.92 ISIN IE00B1FZSD53 SEDOL B1G52V0 48578W-92-2 GBP KFW - TRY 57.19 200,000.00 114,38867 135,555.56 (21,168.89) 10,937.23 8.02% MTN 9 3/4% JUL 16 2013 7,769.58 O7D 02/102010 HELD BY EUROCLEAR ISIN XS0484842470 SEDOL B837YV8 14085A-9A-8 AM /AAA TRY INTER AMERICAN DEVELOPMENT BANK- INR 1.82 8,700,000.00 121,821.75 143,232.17 (21,410.42) 3,945.43 7.11% MEDIUM TERM NOTE 3% MAR 25 2014 75.62 DTD 03/25/2010 HELD BY EUROCLEAR ISIN XSO495010562 SEDOL 85114T3 U45818-9G-5 MA /AAA INR J.P.Morgan Page 13 of 53 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048468 Chase CONFIDENTIAL SDNY_GM_00317666 EFTA01521108