EFTA Document EFTA01572072

GHISLAINE MAXWELL EFTA01572072 EFTA01572073 JPMorgan Chase Bank, N.A. GHISLAINE MAXWELL 270 Park Avenue, New York, NY 10017-2014 ACCT. For the Period 3/1/14 to 3/31/14 Asset Account J.P. Morgan Team James Buckley Jason Bell Janet Young Gina Magliocco Jason Grosse Online access Banker Investment Specialist Client Service Team Client Service Team Client Service Team www.jpmorganonline.com Please see disclosures located at the end of this statement package for to each J.P.Morgan account(s). important information relating Table of Contents Account Summary Holdings Equity Alternative Assets Cash & Fixed Income Other Assets Portfolio Activity Page 2 5 8 9 12 13 Client News J.P. Morgan Securities LLC's (JPMS LLC) and J.P. Morgan Clearing Corp.'s (JPMCC) Net Capital and Net Capital Requirements At December 31, 2013, JPMS LLC's net capital of $12.8 billion exceeded the minimum regulatory net capital requirement of $2.0 billion by $10.8 billion. JPMCC's net capital of $7.1 billion was approximately 7.6% of aggregate debit items and exceeded the minimum regulatory net capital requirement of $1.8 billion by $5.3 billion. Complete copies of JPMS LLC's and JPMCC's individual EFTA01572074 audited Statement of Financial Condition may be obtained, at no cost, by accessing: http://investor.shareholder.com/jpmorganchase/financialcondition.cfm Additionally, you may call 1-866-576-1300 to request a hard copy of the statement. 0000014193.00.0.9E.00001.MAXWE04.20140402 Page 1 of 24 EFTA01572075 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Account Summary Asset Allocation Equity Alternative Assets Cash & Fixed Income Other Market Value Accruals Market Value with Accruals Beginning Market Value 1,116,133.63 63,067.77 3,920,455.07 167,376.76 $5,267,033.23 8,530.83 $5,275,564.06 Ending Market Value 1,095,300.46 61,213.24 4,084,359.17 0.00 $5,240,872.87 11,898.72 $5,252,771.59 Change In Value (20,833.17) (1,854.53) 163,904.10 (167,376.76) ($26,160.36) 3,367.89 ($22,792.47) Estimated 50,258.57 18,537.55 $68,796.12 Current Annual Income Allocation 22% 1% 77% 100% Equity Cash & Fixed Income EFTA01572076 Alternative Assets Asset Allocation Current Portfolio Activity Beginning Market Value Contributions Withdrawals & Fees Securities Transferred In Securities Transferred Out Net Contributions/Withdrawals Income & Distributions Change In Investment Value Ending Market Value Accruals Market Value with Accruals ($178.90) (10,447.23) (15,534.23) $5,240,872.87 11,898.72 $5,252,771.59 (178.90) Period Value 5,267,033.23 Year-to-Date Value 5,251,123.87 430.00 (547.48) 2,164,805.86 (2,164,437.27) $251.11 2,286.39 (12,788.50) $5,240,872.87 11,898.72 $5,252,771.59 Page 2 of 24 EFTA01572077 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Account Summary Tax Summary Domestic Dividends/Distributions Foreign Dividends Currency Gain/Loss Interest Income Taxable Income Tax-Exempt Income Bond Premium Amortization Tax-Exempt Income CONTINUED Current Period Value 421.34 198.73 (11,110.81) 43.51 ($10,447.23) Year-to-Date Value 1,909.39 928.06 (11,110.81) 8,367.09 $93.73 3,750.00 (1,557.34) $2,192.66 Unrealized Gain/Loss To-Date Value $65,170.06 ST Realized Gain/Loss LT Realized Gain/Loss Realized Gain/Loss Current Period Value 36.33 21,985.40 $22,021.73 Year-to-Date Value 36.33 21,985.40 $22,021.73 Note: * This summary is for informational purposes only and is not to be used for any financial or tax purposes. This summary does not include securities which are taxable at the federal level but are state exempt. This summary may not include all income derived from Municipal Securities; Please consult your tax advisor for tax EFTA01572078 implications. 1 Other category combines all the remaining Tax Exempt Income generated by securities in the account which may not have a state affiliation. Tax-Exempt Income Summary by State* MA TX Current Period Value Year-to-Date Value 692.64 1,500.02 Tax-Exempt Income Summary by State* Tax-Exempt Income Current Period Value Year-to-Date Value $2,192.66 Page 3 of 24 EFTA01572079 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Account Summary Cost Summary Equity Cash & Fixed Income Total CONTINUED 4,064,233.02 Cost 1,034,470.01 $5,098,703.03 Page 4 of 24 EFTA01572080 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Equity Summary Asset Categories US Large Cap Equity US Small/Mid Cap Equity Non-US Equity Preferred Stocks Concentrated & Other Equity Total Value Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Dividends Yield Equity Detail Price US Large Cap Equity APACHE CORP 037411-10-5 APA Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield Beginning Market Value 489,081.56 14,265.00 172.57 445,348.00 167,266.50 $1,116,133.63 Ending Market Value 472,353.96 6,270.00 0.00 448,600.00 168,076.50 $1,095,300.46 Current Period Value 1,095,300.46 1,034,470.01 EFTA01572081 60,830.45 50,258.57 6,065.77 4.57% Preferred Stocks Equity as a percentage of your portfolio - 22 % Change In Value (16,727.60) (7,995.00) (172.57) 3,252.00 810.00 ($20,833.17) Current Allocation 9% 1% US Large Cap Equity 9% 3% 22% Concentrated & Other Equity US Small/Mid Cap Equity Asset Categories 82.95 95.000 7,880.25 11,403.30 (3,523.05) 95.00 1.21% Page 5 of 24 EFTA01572082 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Price US Large Cap Equity BANK OF AMERICA CORP CITIGROUP INC NEW GENERAL MOTORS CO SCHLUMBERGER LTD SPDR S&P 500 ETF TRUST TWITTER INC 060505-10-4 BAC 47.60 172967-42-4 C 34.42 37045V-10-0 GM 97.50 806857-10-8 SLB 187.01 78462F-10-3 SPY 46.67 90184L-10-2 TWTR Total US Large Cap Equity $472,353.96 $435,852.56 $36,501.40 $7,181.07 $45.20 US Small/Mid Cap Equity GERON CORP 374163-10-3 GERN Non-US Equity RIO TINTO PLC ISIN GB0007188757 SEDOL 0718875 766994-90-9 BP 1.52% 2,000.000 93,340.00 90,320.00 3,020.00 1,495.000 279,579.95 250,407.85 29,172.10 113.000 11,017.50 9,524.04 1,493.46 180.80 45.20 5,205.59 1.64% EFTA01572083 1.86% 1,373.000 47,258.66 50,000.00 (2,741.34) 1,647.60 3.49% 358.000 17,040.80 14,048.52 2,992.28 14.32 0.08% 17.20 944.000 16,236.80 10,148.85 6,087.95 37.76 0.23% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 2.09 3,000.000 6,270.00 18,129.32 (11,859.32) 55.64 0.00 3.29 Page 6 of 24 EFTA01572084 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Price Preferred Stocks CITIGROUP CAPITAL XIII 7 7/8% PFD 173080-20-1 C PN NA /BA1 COUNTRYWIDE CAPITAL V 7% PFD 222388-20-9 CFC PB 3PM CHASE CAPITAL XXIX 6.7% PFD 48125E-20-7 3PM PC Total Preferred Stocks 25.64 2,500.000 64,100.00 $448,600.00 62,500.00 $422,578.96 1,600.00 $26,021.04 4,187.50 1,046.88 $31,227.50 $1,046.88 Concentrated & Other Equity JPMORGAN CHASE & CO VAR RT PFD STK 04/30/2049 DTD 04/23/2008 46625H-HA-1 BBB /BA1 6.53% 6.96% 25.50 4,200.000 107,100.00 98,778.96 8,321.04 7,350.00 6.86% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Inc. Accrued Div. Yield 27.74 10,000.000 EFTA01572085 277,400.00 261,300.00 16,100.00 19,690.00 7.10% 112.05 150,000.000 168,076.50 157,909.17 10,167.33 11,850.00 4,970.40 6.98% Page 7 of 24 EFTA01572086 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Alternative Assets Summary Beginning Asset Categories Hard Assets Estimated Value 63,067.77 Alternative Assets Detail Price Hard Assets ETFS METAL SECURITIES LTD ISIN JE0081VS3770 SEDOL BlVS377 131994-91-5 SPDR GOLD TRUST Total Hard Assets 78463V-10-7 GLD $61,213.24 $76,999.78 123.61 190.000 23,485.90 31,931.40 125.34 301.000 37,727.34 45,068.38 Quantity Estimated Value Cost Est. Annual Income Accrued Income Ending Estimated Value 61,213.24 Change In Value (1,854.53) Current Allocation 1% Page 8 of 24 EFTA01572087 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Cash & Fixed Income Summary Beginning Asset Categories Cash Non-USD Cash US Fixed Income Non-US Fixed Income Total Value Market Value/Cost Market Value Tax Cost Unrealized Gain/Loss Estimated Annual Income Accrued Interest Yield SUMMARY BY MATURITY 1 Cash & Fixed Income 0-6 months 1-5 years' 10+ years' Total Value 1 Market Value 2,803,563.05 315,330.62 633,584.40 167,977.00 $3,920,455.07 Ending Market Value 3,117,591.55 440,072.62 526,695.00 0.00 $4,084,359.17 Current Period Value 4,084,359.17 4,064,233.02 20,126.15 18,537.55 5,832.95 0.32% SUMMARY BY TYPE Market Value 3,557,664.17 310,420.50 EFTA01572088 216,274.50 $4,084,359.17 % of Bond Portfolio 88% 7% 5% 100% The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. Page 9 of 24 Cash & Fixed Income Cash NON USD Cash Corporate Bonds Municipal Bonds Total Value Market Value 3,117,591.55 440,072.62 310,420.50 216,274.50 $4,084,359.17 % of Bond Portfolio 78% 10% 7% 5% 100% Change In Value 314,028.50 124,742.00 (106,889.40) (167,977.00) $163,904.10 Current Allocation 59% 8% 10% 77% Non-USD Cash Cash US Fixed Income Asset Categories Cash & Fixed Income as a percentage of your portfolio 77 % EFTA01572089 EFTA01572090 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Note: A - Bonds purchased at a premium show amortization. Cash & Fixed Income Detail Price Cash US DOLLAR 3PM NY MUNI MMKT FD - MORGAN FUND 3 7-Day Annualized Yield: .01% Total Cash 1.00 1.00 3,117,590.55 1.00 3,117,590.55 1.00 $3,117,591.55 3,117,590.55 1.00 $3,117,591.55 $0.00 $0.00 0.00% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield Non-USD Cash POUND STERLING 1.67 US Fixed Income HSBC FINANCE CORP MEDIUM TERM NOTE 2.9% OCT 15 2015 DTD 10/15/2010 40429X-YB-6 A /BAA GENERAL ELEC CAP CORP MEDIUM TERM FLOATING RATE NOTE MAY 11 2016 DTD 05/11/2007 36962G-2V-5 AA+ /A1 100.19 50,000.00 50,095.00 45,394.50 4,700.50 EFTA01572091 237.55 32.30 0.39% 263,967.18 440,072.62 440,937.87 (865.25) 102.53 100,000.00 102,527.00 100,000.00 2,527.00 2,900.00 1,337.20 1.24% Page 10 of 24 EFTA01572092 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Price US Fixed Income BANK OF AMERICA CORP MEDIUM TERM NOTE 3.6% NOV 15 2016 DTD 11/04/2010 06050W-DW-2 A- /BAA A MI ST MUNI BOND AUTH ST CLEAN WTR REVOLVING FD 5% OCT 01 2026 DTD 11/02/2006 HELD BY DTC BOOK ENTRY ONLY PAR CALL 10/01/2016 @ 100 59455T-PF-3 AAA /AAA A BIRDVILLE TEXAS INDEPENDENT SCHOOL DIST PERM SCH GTD FUND UNLIMITED TAX 5% FEB 15 2029 DTD 01/15/2007 HELD BY DTC BOOK ENTRY ONLY PAR CALL 02/15/2017 @ 100 090874-FV-5 AAA /AAA A MA ST HLTH & EDUCTNL FACS AUTH REVENUE HARVARD UNIV 5% B JUL 15 2032 DTD 08/03/2005 HELD BY DTC BOOK ENTRY ONLY PAR CALL 07/15/2015 @ 100 57586C-FW-0 AAA /AAA Total US Fixed Income $526,695.00 $505,703.60 $515,361.50 $20,991.40 $18,537.55 $5,832.95 2.49% 105.05 50,000.00 52,526.00 51,478.33 54,040.00 1,047.67 2,500.00 527.75 4.59% 108.95 100,000.00 108,946.00 105,944.52 110,503.00 3,001.48 EFTA01572093 5,000.00 638.80 4.19% 109.61 50,000.00 54,802.50 52,886.25 55,424.00 1,916.25 2,500.00 1,256.90 4.02% Quantity Value Adjusted Tax Cost Original Cost Unrealized Gain/Loss Est. Annual Income Accrued Interest Yield 105.20 150,000.00 157,798.50 150,000.00 7,798.50 5,400.00 2,040.00 1.57% Page 11 of 24 EFTA01572094 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Other Summary Asset Categories Balanced Beginning Estimated Value 167,376.76 Ending Estimated Value 0.00 Change In Value (167,376.76) Current Allocation Page 12 of 24 EFTA01572095 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Portfolio Activity Summary - U S Dollar Beginning Cash Balance PRINCIPAL Current Transactions INFLOWS Income Contributions Foreign Exchange - Inflows Total Inflows OUTFLOWS ** Total Outflows Withdrawals Ending Cash Balance 313,742.55 $314,207.40 (178.90) ($178.90) $3,117,590.55 Period Value 2,803,562.05 464.85 Year-To-Date Value* -13,646.52 430.00 313,742.55 $327,819.07 (178.90) ($178.90) -$0.00 $0.00 INCOME Current Period Value 0.00 Year-To-Date Value* -$0.00 $0.00 $0.00 -Current Cost Adjustments Amortization Total Cost Adjustments Period Value $0.00 EFTA01572096 Year-To-Date Value* (1,557.34) ($1,557.34) * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position Page 13 of 24 EFTA01572097 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Portfolio Activity Detail - U S Dollar INFLOWS & OUTFLOWS Type Settle Date Selection Method 3/3 3/3 3/6 3/7 3/28 3/28 3/31 Interest Income Description DEPOSIT SWEEP INTEREST FOR 02/01/14 - 02/28/14 @ .01% RATE ON AVG COLLECTED BALANCE OF $2,801,522.86 AS OF 03/01/14 Misc Disbursement PHONE INSTRUCTIONS FROM CLIENT FROM TO 0002916490721 Spot FX Spot FX Div Domest Div Domest Interest Income Total Inflows & Outflows SPOT CURRENCY TRANSACTION - SELL BUY USD SELL CAD EXCHANGE RATE 1.106000000 DEAL 03/05/14 VALUE 03/06/14 (ID: OCADPR-AA-6) SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NOK EXCHANGE RATE 5.992200000 DEAL 03/05/14 VALUE 03/07/14 (ID: ONOKPR-AA-1) BANK OF AMERICA CORP @ 0.01 PER SHARE (ID: 060505-10-4) GENERAL MOTORS CO @ 0.30 PER SHARE (ID: 37045V-10-0) INTEREST FOR 03/01/14 THRU 03/28/14 @ 0.010% ON NET AVERAGE COLLECTED BALANCE OF 3,051,342.55 944.000 1,373.000 0.01 0.30 0.01 9.44 411.90 22.23 $314,028.50 (1,248,562.590 ) (210,728.51) 208,364.64 (116,547.970) EFTA01572098 (114,124.85) (178.90) 105,377.91 Quantity Cost Per Unit Amount PRINCIPAL Amount 21.28 INCOME Amount Page 14 of 24 EFTA01572099 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Portfolio Activity Summary - Canadian Dollar PRINCIPAL US Dollar Value Current Transactions Income INFLOWS Total Inflows OUTFLOWS ** Withdrawals Foreign Exchange - Outflows Total Outflows TRADE ACTIVITY Total Trade Activity Settled Sales/Maturities/Redemptions $0.00 Ending Cash Balance -(105,377.91) ($105,377.91) Period Value Beginning Cash Balance -Year-To-Date Value* -111.65 $0.00 $111.65 (98.97) (105,377.91) ($105,476.88) 114,112.17 $114,112.17 -(116,547.97) (116,547.97) 0.00 Local Value Current Period Value 116,547.97 Year-To-Date Value* -122.38 122.38 (108.33) (116,547.97) (116,656.30) 0.00 0.00 EFTA01572100 116,533.92 116,533.92 -Page 15 of 24 EFTA01572101 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Portfolio Activity Summary - Canadian Dollar INCOME US Dollar Value Current Transactions Beginning Cash Balance Ending Cash Balance Period Value --Year-To-Date Value* --Local Value Current Period Value 0.00 0.00 Year-To-Date Value* --Current Securities Transferred In/Out Securities Transferred In Securities Transferred Out Period Value Year-To-Date Value* 743,911.40 (743,812.43) * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position Page 16 of 24 EFTA01572102 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Portfolio Activity Detail - Canadian Dollar INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 3/6 Spot FX Description SPOT CURRENCY TRANSACTION - SELL BUY USD SELL CAD EXCHANGE RATE 1.106000000 DEAL 03/05/14 VALUE 03/06/14 (ID: OCADPR-AA-6) Quantity 105,377.910 Amount USD Local Value PRINCIPAL Amount USD Local Value (105,377.91) (116,547.97) INCOME Amount USD Local Value Currency Gain/Loss USD (8,746.94) Page 17 of 24 EFTA01572103 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Portfolio Activity Summary - Norwegian Krone PRINCIPAL US Dollar Value Current Transactions Income INFLOWS Total Inflows OUTFLOWS ** Withdrawals Foreign Exchange - Outflows Total Outflows TRADE ACTIVITY Total Trade Activity Settled Sales/Maturities/Redemptions $0.00 Ending Cash Balance -(208,364.64) ($208,364.64) Period Value Beginning Cash Balance -Year-To-Date Value* -303.62 $0.00 $303.62 (269.61) (208,364.64) ($208,634.25) 210,694.50 $210,694.50 -(1,248,562.59) (1,248,562.59) 0.00 Local Value Current Period Value 1,248,562.59 Year-To-Date Value* -1,864.33 1,864.33 (1,658.00) (1,248,562.59) (1,250,220.59) 0.00 0.00 EFTA01572104 1,248,356.26 1,248,356.26 -Page 18 of 24 EFTA01572105 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Portfolio Activity Summary - Norwegian Krone INCOME US Dollar Value Current Transactions Beginning Cash Balance Ending Cash Balance Period Value --Year-To-Date Value* --Local Value Current Period Value 0.00 0.00 Year-To-Date Value* --Current Securities Transferred In/Out Securities Transferred In Securities Transferred Out Period Value Year-To-Date Value* 1,420,894.46 (1,420,624.84) * Year to date information is calculated on a calendar year basis. ** Your account's standing instructions use a HIGH COST method for relieving assets from your position Page 19 of 24 EFTA01572106 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Portfolio Activity Detail - Norwegian Krone INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 3/7 Spot FX Description SPOT CURRENCY TRANSACTION - SELL BUY USD SELL NOK EXCHANGE RATE 5.992200000 DEAL 03/05/14 VALUE 03/07/14 (ID: ONOKPR-AA-1) Quantity 208,364.640 Amount USD Local Value PRINCIPAL Amount USD Local Value (208,364.64) (1,248,562.59) INCOME Amount USD Local Value Currency Gain/Loss USD (2,363.87) Page 20 of 24 EFTA01572107 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Portfolio Activity Summary - Pound Sterling PRINCIPAL US Dollar Value Current Transactions Beginning Cash Balance INFLOWS Total Inflows Income TRADE ACTIVITY Total Trade Activity Settled Sales/Maturities/Redemptions Ending Cash Balance Period Value -198.73 $198.73 439,129.30 $439,129.30 -Year-To-Date Value* -892.75 $892.75 439,129.30 $439,129.30 -Local Value Current Period Value 976.73 119.91 119.91 262,870.54 262,870.54 263,967.18 INCOME US Dollar Value Current Transactions Beginning Cash Balance Ending Cash Balance Period Value --Year-To-Date Value* --Local Value Current Period Value 0.00 0.00 EFTA01572108 Year-To-Date Value* --Year-To-Date Value* -541.31 541.31 262,870.54 262,870.54 -Page 21 of 24 EFTA01572109 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Portfolio Activity Summary - Pound Sterling * Year to date information is calculated on a calendar year basis. Your account's standing instructions use a HIGH COST method for relieving assets from your position Portfolio Activity Detail - Pound Sterling INFLOWS & OUTFLOWS Per Unit Type Settle Date Selection Method 3/19 Foreign Dividend Description ISHARES GBP CORPORATE BOND UCITS ETF ISIN IE00B00FV011 SEDOL BOOFV01 @ 1.142 PER SHARE (ID: 461278-91-3) Quantity 105.000 Amount USD Local Value 1.893 1.142 PRINCIPAL Amount USD Local Value 198.73 119.91 INCOME Amount USD Local Value Currency Gain/Loss USD Page 22 of 24 EFTA01572110 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 TRADE ACTIVITY - Pound Sterling L indicates Long Term Realized Gain/Loss Note: S indicates Short Term Realized Gain/Loss ** Realized Gain/Loss and tax cost are shown as "N/A" in cases where we do not have appropriate cost information for all tax lots comprising the sale. Please contact your J.P. Morgan team for additional information. Per Unit Trade Date Settle Date 3/6 Type Selection Method Description Settled Sales/Maturities/Redemptions Sale 3/10 3/6 3/11 3/6 3/11 3/6 3/11 3/7 3/12 3/7 3/12 3/18 3/21 High Cost Sale High Cost Sale High Cost Sale High Cost Sale High Cost Sale High Cost Sale High Cost PIMCO FUNDS GLOBAL INVESTORS SERIES - GLOBAL INVESTMENT GRADE CREDIT FUND ISIN IE00B3BMD843 SEDOL B3BMD84 CLIENT REF 92TN37002199.S (ID: 695421-91-7) ISHARES GBP INDEX-LINKED GILTS UCITS ETF ISIN IE00B1FZSD53 SEDOL B1G52V0 (ID: 46578W-92-2) ISHARES GBP CORPORATE BOND UCITS ETF ISIN EFTA01572111 IE00B00FV011 SEDOL BOOFV01 (ID: 461278-91-3) RIO TINTO PLC ISIN GB0007188757 SEDOL 0718875 CLIENT REF 90TN37023581.S (ID: 766994-90-9) 3PM MANAGED RESERVES FD - GBP-C-DIST ISIN LU0539309053 @ 6388.40 OFFSHORE (ID: 051398-91-5) 3PM INC OPP FD - GBP - A - DIST(HDG) ISIN LU0323456201 @ 91.54 OFFSHORE (ID: 287991-93-9) BLUEBAY HIGH YIELD BD FD GBP HDG-DB ISIN LU0222772518 CLIENT REF 92TN37002196.S (ID: G13289-92-4) Total Settled Sales/Maturities/Redemptions (USD) (450.272) (187.898) 153.064 91.54 218.29 131.71 68,920.45 41,217.90 41,016.18 24,748.05 $439,129.30 N/A ** (39,293.00) (24,284.17) ($348,187.12) N/A 1,723.18 L $21,985.40 L $36.33 S (5,790.000) (105.000) (3.000) (7.737) 21.811 13.06 211.148 126.43 55.083 32.955 10,682.043 6,388.40 126,286.97 75,541.78 22,170.53 13,261.87 165.25 98.77 82,646.97 49,427.05 EFTA01572112 (118,212.32) (72,987.59) (19,023.08) (12,117.00) (212.23) (130.10) (81,082.31) (50,299.81) 8,074.65 L 3,147.45 L (46.98) L 1,528.33 L 36.33 S Quantity (4,361.513) Amount USD Local Value 22.452 13.43 Proceeds USD Local Value 97,922.95 58,575.12 Tax Cost USD Realized Local Value Gain/Loss USD (90,364.18) (55,750.02) 7,558.77 L Page 23 of 24 EFTA01572113 GHISLAINE MAXWELL ACCT. For the Period 3/1/14 to 3/31/14 Settled Foreign Exchange Contracts Currency Trade Date Settle Date Counter Currency Trade Related CANADIAN DOLLAR U S DOLLAR NORWEGIAN KRONE U S DOLLAR Mar. 5 14 Mar. 6 14 Mar. 5 14 Mar. 7 14 CAD USD NOK USD (116,547.97) 105,377.91 (1,248,562.59) 208,364.64 1.106000 5.992200 1.021232 5.924982 105,377.91 208,364.64 (114,124.85) (210,728.51) (8,746.94) (2,363.87) Amount Counter Amount Contract Rate Revaluation Rate Contracted Base Amount USD Revalued Amount USD Currency G/L Page 24 of 24 EFTA01572114 For the Period 3/1/14 to 3/31/14 For your convenience we have combined statement(s) for activity you conduct through J.P. Morgan in one package. Below are important disclosures relating to these different accounts. These statements may relate to various account types. Some of the disclosures are applicable to all of your accounts. For ease of reference the disclosures applicable to a particular type of account have been grouped together by descriptive headers. IMPORTANT GENERAL INFORMATION APPLICABLE TO ALL OF YOUR ACCOUNT(S) Important Information about Pricing ,Valuations, Estimated Annual Income, and Estimated Yield Market value information (including without limitation, prices, exchange rates, accrued income and bond ratings) furnished herein, some of which has been provided by pricing sources that J.P. Morgan believes to be reliable, is not guaranteed for accuracy but provided for informational purposes and is furnished for the exclusive use of the client. The current price is the value of the financial asset share, unit or contract as priced at the close of the market on the last day of the statement period or the last available price. All values provided for structured yield deposits (for example, JPMorgan London Time Deposits) reflect the original deposit amount only. The value for Real Estate, Mineral Interests and Miscellaneous Assets may not reflect the most current value of the asset. Important information regarding Auction Rate Securities (ARS). ARS are debt or preferred securities with an interest or dividend rate reset periodically in an auction. Although there may be daily, weekly and monthly resets, there is no guarantee that there will be liquidity. If there are not enough bids at an auction to redeem the securities available for sale, the result may be a failed auction. In the event of a failed auction, there is no assurance that a secondary market will develop or that the security will trade at par or any other price reflected on statements and online. Accordingly, investors should not rely on pricing information appearing in their statements or online with respect to ARS. When J.P. Morgan is unable to obtain a price from an internal or outside source for a particular ARS, the price column on your statement will indicate "unpriced". Valuations of over-the-counter derivative transactions, including certain derivatives-related deposit products, have been prepared on a mid-market basis. These valuations are sourced from the various issuers of the securities or they are sourced from a third party valuation provider. J.P. Morgan expressly disclaims any responsibility for (1) the accuracy of the models or estimates used in deriving the valuations, (2) any errors or omissions in computing or disseminating the valuations, and (3) any uses to which the valuations are put. Valuations are provided for information purposes only and are intended solely for your own use. Please refer to the trade confirmation for details of each transaction. Certain assets, including but not limited to, pooled and private investments, non-publicly traded and infrequently traded securities, derivatives, partnership interests and tangible assets are generally illiquid, the value of such asset may have been provided to us by third EFTA01572115 parties who may or may not be independent of the issuer or manager. Such information is reflected as of the last date provided to us, and is not independently verified. In cases where we are unable to obtain a current market value from an internal or outside source for a particular security, the price column on your statement will indicate "unpriced". Although such securities may have value, please note that the value of a security indicated as "unpriced" will not be included in your overall current market value as reflected on the statement. J.P. Morgan makes no representation, warranty or guarantee, express or implied, that any quoted value represents the actual terms at which securities could be bought or sold or new transactions could be entered into, or the actual terms on which existing transactions or securities could be liquidated. Such values may only be indicative. When we are unable to obtain a current value from an internal or outside source for a particular security, the price column on your statement will indicate "unpriced". If a partial call is made with respect to an issue of securities included in your Accounts we will allocate the call by a method we deem fair and equitable. To the extent applicable, please note the following regarding estimated annual income (EAI) and estimated yield (EY): EAI and EY for certain types of securities could include a return of principal or capital gains in which case the EAI and EY would be overstated. EAI and EY are estimates and the actual income and yield might be lower or higher than the estimated amounts. EY reflects only the income generated by an investment. It does not reflect changes in its price, which may fluctuate. Offshore Deposits - London and Nassau Disclosures Page 1 of 5 EFTA01572116 For the Period 3/1/14 to 3/31/14 Deposits in Foreign Branches are not insured by the FDIC or any other Agency of the Federal Government; amounts in such foreign accounts do not have the benefit of any domestic preference applicable to U.S Banks; certain Foreign accounts are considered reportable to the Internal Revenue Service on a Report of Foreign Bank and Financial Accounts (TD F 90-22.1). Bank products and services are offered through JPMorgan Chase Bank, N.A. ("JPMCB") and its banking affiliates. Securities are offered by J.P.Morgan Securities LLC ("JPMS") and, to the extent noted below, cleared through J.P. Morgan Clearing Corp. ("JPMCC"). Neither JPMS, nor JPMCC is a bank and are each separate legal entities from its bank or thrift affiliates. Investment Products: Not FDIC Insured -No Bank Guarantee -May Lose Value Fund manager disclosure information available upon request If you have an investment account that is managed by an SEC-Registered Investment Advisor, J.P. Morgan will provide a copy of the advisor's Form ADV II or brochure upon written request. These statements are not official documents for income tax reporting purposes and should not be relied upon for such purposes, including determination of income, cost basis, amortization or accretion, or gain/loss. Such information, which may be inaccurate, incomplete or subject to updating, should be confirmed with your records and your tax advisor. Please take the steps indicated below if you think statement(s) are incorrect or contact your J.P.Morgan team if you require additional information about a transaction on your statement(s). IMPORTANT ADDITIONAL INFORMATION APPLICABLE ONLY TO YOUR ASSET ACCOUNT(S) (LINKED TO JPMS) Your Asset Account consists of a bank account that custodies assets linked to a brokerage account through which securities transactions are executed. As a result, the Asset Account statement(s) reflect brokerage transactions executed through JPMS but (except for exchange listed options) held in custody at JPMCB. Securities purchased or sold through JPMS in U.S. markets (other then mutual funds) are cleared through an affiliate of JPMS, in non-U.S. markets securities are cleared through JPMS. Positions in exchange-listed options are held by JPMCC. For your convenience, however, positions in exchange-listed options are presented in Asset Account statement(s) together with other assets held in such account(s). All pertinent information about your settled and pending purchases and sales effected through your JPMS account during the period covered by these statement(s), is summarized in the "Trade Activity" portion of the statement(s). In Case of Other Errors or Questions About Your Asset Account Statement(s) Please review your statement(s) and promptly report any inaccuracy or discrepancy including possible unauthorized trading activity, unrecorded dividend payments, unaccounted cash positions, EFTA01572117 improper payments or transfers in writing to both the introducing broker, JPMS and the clearing firm, JPMCC at the addresses shown on your statement(s). Any oral communication should be re-confirmed in writing to further protect your rights, including your rights under the Securities Investor Protection Act (SIPA). If you have any questions please contact your J.P.Morgan team. In your written communication, please provide the following information: (1) your name and account number; (2) the dollar amount of the suspected error; and (3) a description of the error and explanation, if you can, why you believe there is an error. If you need more information, you must describe the item you are unsure about. We must receive your written communication no later than 30 days after the statement on which the error or problem appeared is sent or made available. If you do not so notify us, you agree that the statement activity and account balance(s) are correct. JPMCC and JPMS are members of the Securities Investor Protection Corp ("SIPC"), a not-for-profit membership corporation funded by broker-dealers registered with the Securities and Exchange Commission. Securities and cash held for a customer at JPMCC are protected by SIPC up to $500,000 per customer, which includes up to $250,000 of protection for cash. SIPC does not protect against losses from fluctuations in the value of the securities. Assets held in custody by JPMCB are not subject to SIPC. You may obtain information about SIPC, including the SIPC Brochure, on their website, at "www.sipc.org" or by contacting them at (202) 371-8300. In Case of Errors or Questions About Your Electronic Transfers. Disclosures Page 2 of 5 EFTA01572118 For the Period 3/1/14 to 3/31/14 Contact your J.P. Morgan Team at one of the telephone numbers on the front of your statements or write us at J.P. Morgan, 500 Stanton Christiana Road, 1/OPS3, Newark, DE 19713-2107 as soon as you can, if you think your statement is wrong or if you need more information about a transfer on the statement. We must hear from you no later than 60 days after we sent you the FIRST statement on which the error or problem appeared. (1) Tell us your name and account number. (2) Describe the error or the transfer you are unsure about, and explain as clearly as you can why you believe it is an error or why you need more information. (3) Tell us the dollar amount of the suspected error. We will investigate your complaint and will correct any error promptly. If we take more than 10 business days (or 20 business days for new accounts) to do this, we will credit your account for the amount you think is in error, so that you will have the use of the money during the time it takes us to complete our investigation. In Case of Errors or Questions About Non-Electronic Transfers (Checks or Deposits) Contact JPMorgan Chase Bank, N.A. ("JPMCB") Member FDIC immediately if a statement is incorrect or if you need more information about any non- electronic transactions (checks or deposits) on this statement. If any such error appears, you must notify the bank in writing as soon as possible after your statement was made available to you. For more complete details, see the applicable account agreements and appendices that govern your account. Deposit products and services are offered by JPMCB Member FDIC. You must promptly advise your J.P.Morgan representative of material changes in your investment objectives or financial situation or if you wish to modify the management of your account. Unless you inform otherwise, your J.P.Morgan representative will consider the information currently in its files to be complete and accurate. With reference to JPMS and JPMCC: A financial statement of this organization is available to you for personal inspection at its offices, or a copy will be mailed to you upon written request. You should have received (or have made available to you) separate confirmations for each securities transaction. All transactions are subject to the terms and conditions stated on the reverse side of such confirmations and are subject to the constitution, by-laws, customs and interpretations of the marketplace where executed and governed by and construed in accordance with the laws of the State of New York and all applicable federal laws and regulations. Further information with respect to commissions and other charges related to the execution of transactions, including options transactions, has been included in confirmations that were previously furnished or have made available to you. Upon written request, JPMS will promptly supply you with the latest information. PRODUCT RELATED DISCLOSURE: IMPORTANT INFORMATION ABOUT ALTERNATIVE INVESTMENTS: FOOTNOTES 1 - 4 Private Equity, Hedge Funds, Exchange Funds, Real Estate and Other Alternative Assets EFTA01572119 I. Direct private equity investments and pooled private investments (e.g., interests in limited partnerships and limited liability companies) are generally illiquid securities. Values are estimates only and are not warranted for accuracy or completeness. Values do not represent the actual terms at which transactions or securities could be bought or sold or new transactions could be entered into or the actual terms on which existing transactions could be liquidated as of the date of this statement. Direct private equity investments are generally valued at cost, unless there is an active secondary trading market in the securities, in which case, direct private equity investments are valued using market prices as of the close of the last business day for this statement period Pooled private equity investments are valued according to the General Partner's or Manager's stated methodology. Please refer to the limited partnership agreement, limited liability company agreement or other operative documentation for each investment for the specific valuation methodology used by the General Partner or Manager for that investment or for your Investment Management or Trust account contact your J.P. Morgan team. J.P. Morgan expressly disclaims any responsibility for (1) the accuracy of the information and the methodology used by the General Partner or Manager in deriving valuations, (2) any errors or omissions in compiling or disseminating the valuations, and (3) any use to which the valuations are put. Valuations are provided for information purposes only and are intended solely for your own use. Disclosures Page 3 of 5 EFTA01572120 For the Period 3/1/14 to 3/31/14 Hedge funds generally calculate the price (the "Net Asset Value" or " NAV"), 10-15 business days following the last business day of the month. For that reason, hedge fund NAVs shown will generally be the NAV of the month preceding this statement period. In general, the NAV is stated net of management and incentive fees. The NAV is calculated according to the General Partner's or Manager's stated methodology. Please refer to the limited partnership agreement, limited liability company agreement or other operative documentation for each hedge fund for the specific methodology used by the General Partner or Manager for that hedge fund or for your Investment Management or Trust account contact your J.P. Morgan team. J.P. Morgan expressly disclaims any responsibility for (1) the accuracy of the information and the methodology used by the General Partner or Manager in deriving valuations, (2) any errors or omissions in compiling or disseminating the valuations, and (3) any use to which the valuations are put. Valuations are provided for information purposes only and are intended solely for your own use. These statements do not provide tax reporting on private investments. Please continue to rely upon the General Partner or Manager of the investment vehicle for this information or for your Investment Management or Trust account contact your J.P. Morgan team. 2. The 'Capital Called Since Inception USD' and 'Cash/Security distributions Since Inception USD' columns are updated monthly to reflect activity (capital calls and distributions), if any. 3. Hedge funds generally allow subscriptions on a monthly or quarterly basis. An interest in a hedge fund or hedge fund of funds is generally as of the first business day of the subscription period. Due to early funding requirements by the applicable fund, your account may be debited for the subscription amount prior to the subscription date. Please refer to the applicable hedge fund's operative documentation for further details or for your Investment Management or Trust account contact your J.P. Morgan team. Hedge fund redemptions are generally on a monthly, quarterly or annual basis but can sometimes be subject to a multi-year lockup before a redemption is permitted. For redemptions, there is generally a notification period that can be a long interval before the actual redemption date. Redemption proceeds are generally paid 15 calendar days after the final NAV is issued, but can be subject to a holdback of a portion of the proceeds until an annual audit of the Fund has been completed. Please refer to the applicable hedge fund's operative documentation for further details or for your Investment Management or Trust account contact your J.P. Morgan team. Global Access Portfolios share certain characteristics with hedge funds. In particular, an investor who withdraws from a Global Access Portfolio will not receive the withdrawal proceeds in their entirety until 30-60 days after completion of the Portfolio's audit, which may be 18 months or longer after the redemption date. Interest might not be paid on any proceeds pending distribution. These restrictions apply even if the investor's account at JPMorgan is closed. The Confidential Private Placement Memorandum and applicable Supplements contain other EFTA01572121 important information about the Global Access Portfolios and are available upon request or for your Investment Management or Trust account contact your J.P. Morgan team. 4. Alternative assets may include publicly available mutual funds that utilize non-traditional investment management strategies, for example, strategies commonly employed by hedge funds. Mutual funds generally calculate the price (the "Net Asset Value" or "NAV") on a daily basis and mutual fund NAVs shown on your statement generally will be the NAV as of the close of the last business day for this statement period. Please refer to the applicable mutual fund prospectus for further details. If the applicable mutual fund is a JPMorgan Fund, please refer to disclosures on this statement concerning JPMorgan Funds for other important information. PRODUCT RELATED DISCLOSURE: THE JPMORGAN FUNDS OR THIRD PARTIES Shares of the funds referenced above are not bank deposits and are not guaranteed by any bank, government entity, or the FDIC. Return and share price will fluctuate and redemption value may be more or less than original cost. While the money market funds seek to maintain a stable net asset value of $1.00 per share, there is no assurance that they will continue to do so. The estimated annual income and dividend yield figures for mutual funds represent the funds' most recent income dividend annualized. Prospectuses and other fund information for JPMorgan funds may be obtained by calling your J.P. Morgan team or JPMorgan Distribution Services, Inc. at (800) 480-4111. You also may view and order materials online for JPMorgan funds at www.jpmorganfunds.com. J.P. Morgan affiliates may receive compensation from the JPMorgan funds for providing investment advisory services to the funds. J.P. Morgan affiliates may also provide administrative, custodial, sales, distribution, shareholder or other services to the JPMorgan Funds or funds established, sponsored, advised, or managed by third parties, and J.P. Morgan affiliates may be compensated for such services as allowed by applicable law. The distributor of the JPMorgan Funds is JPMorgan Distribution Services, Inc., which is an affiliate of 3PMCB. Disclosures Page 4 of 5 EFTA01572122 For the Period 3/1/14 to 3/31/14 Assets may be reflected herein even though they may be held by a third party unaffiliated with J.P. Morgan. In such cases, unless J.P. Morgan otherwise agrees, J.P. Morgan has no responsibility for the verification, valuation, safekeeping or management of those assets. Disclosures Page 5 of 5 EFTA01572123 EFTA01572124