GHISLAINE MAXWELL ACCT. For the Period 9/I /I I to 9/30/11 Price Quantity Value Adjusted Tax Cost Unrealized Gain, Loss Est. Annual Inc. Yield Original Cost Accrued Div. US Large Cap Equity PROSHARES ULTRASHORT S&P 600 74347R-88-3 SOS 25.49 1000.000 25,490.00 44,809.50 (19,319.50) PROSHARES TRUST 74347X-23-7 DID 54.39 200.000 10,878.00 26,203.50 (15,325.50) Total US Large Cap Equity US Small/Mid Cap Equity GERON CORP 374163-10-3 GERN 2.12 3,000.000 304688.00 6,360.00 3102,623.00 18,129.32 ($37,735.00) (11,769.32) 51,720.00 2.65% Non-US Equity RESEARCH IN MOTION LIMITED 760975-10-2 RIMM 20.30 1,600.000 32,480.00 160,288.72 (127.808.72) Preferred Stocks CITIGROUP CAPITAL XIII 7 7/8% PEP 173080-20-1 C PNNA /BA1 26.41 10,000.000 264,100.00 261,300.00 2,800.00 19,690.00 7.46% COUNTRYWIDE CAPITAL V 7% PFD 222388-20-9 CFC PB JPM CHASE CAPITAL XXIX 6.7% PFD 48125E-20-7 JPM PC 19.20 4,200.000 80,640.00 96,778.96 (18,138.96) 7,350.00 9.11% 668% 25.06 2,500.000 62,650.00 62,500.03 150.00 4,187.50 1,048.88 Total Preferred Stocks 5407,390.00 $422,678.96 ($15,188.96) $31,227.50 51.046.88 7.67' J.P Morgan Page 5 of 29 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048126 SDNY_GM_00317324 EFTA01520788