EFTA01521264

GHISLAINE MAXWELL ACCT. For the Period 6/1/12 to 6/30/12 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 PACS AUTH 110.14 50,000.00 55,067.50 53,411.72 1,655.78 2,500.00 4.24% REVENUE HARVARD UNIV 5% 8 54,040 00 1,152.75 JUL 15 2032 DTD 08/03/2005 HELD BY DTC BOOK ENTRY ONLY PAR CALL 07/15/2015 (g 100 57586C-F W-0 AAA /AAA Total US Fixed Income 3614,317.32 $610,977.17 $3,340.16 $18.833A2 3.17% $613,387.62 $6,016.96 Non-US Fixed Income BLUEBAY HIGH YIELD BD FD GBP HDG-DB 186.74 187.90 35,088.01 39,293.00 (4,204.99) ISIN LU0222772518 G132139-92-4 GBP ISHARES BARCLAYS CAPITAL 20.70 5,790.00 119,844.65 118212.32 1,832.33 ISIN IE0081FZSD53 SEDOL B1G52V0 46578W-92-2 GBP INTER AMERICAN DEVELOPMENT BANK- INR 1.66 6,700,000.00 111,032.67 143,232.17 (32,199.50) 3,599.89 7.75% MEDIUM TERM NOTE 3% MAR 25 2014 966.45 DID 03/25/2010 HELD BY EUROCLEAR ISIN XS0495010562 SEDOL 8511413 U45818-9G-5 AAA AAA INR J.P. Morgan Page 12 of 33 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048635 Chase CONFIDENTIAL SDNY_GM_00317833 EFTA01521264