GHISLAINE MAXWELL ACCT. For the Period 10/1/11 to 10/3 I/I I Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Inc. Yield Onginal Cost Accrued Div. US Large Cap Equity PROSHARES ULTRASHORT S&P 500 20.25 1,000.000 20,250.00 44,1209.50 (24,559.50) 74347R-88-3 SDS PROSHAFtES TRUST 43.63 200.000 8,726.00 28,203.50 (17.477.50) 74347X-23-7 /DID Total US Large Cap Equity 350,288.00 $102,623.00 (544.337.00) 51.720.00 2.95% 3430.00 US Small/Mid Cap Equity GERON CORP 2.35 3.000.00D 7,050.00 18,129.32 (11,079.32) 374163-10-3 GERN Non-US Equity RESEARCH IN MOTION LIMITED 20.20 1.600.000 32,320.00 160,288.72 (127.968.72) 760975-10-2 RIMM Preferred Stocks CII10ROUP CAPITAL XII 26.93 10.000.000 269,300.00 261,300.00 8,000.00 19,690.00 7.31 % 7 7/8% PFD 173080-20-1 C PNNA /BA1 COUNTRYWIDE CAPITAL V 21.40 4,200.000 89,880.00 98,778.98 (8,898.96) 7,360.00 8.18% 7% PFD 1,837.50 222388-20-9 CFC PB JP M CHASE CAPITAL XXIX 25.29 2,500.000 63,225.00 62,500.00 725.00 4,187.50 6.62% 6.7% PFD 48125E-20-7 JPM PC Total Preferred Stocks $422,406.00 $422,578.98 ($173.96) 531.227.50 7.39% $1.937.50 JP Morgan Page 5 of 31 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048162 SDNY_GM_00317360 EFTA01520821