GHISLAINE MAXWELL ACCT For the Period 12/1/11 to 12/31/11 Price Quantity Value Adjusted Tax Cost Unrealized GaliVLoss Est. Annual Inc. Yield Onginal Cost Accrued Div. US Large Cap Equity OCCIDENTAL PETROLEUM CORP 93.70 144.000 13,492.80 13,653.98 (181.18) 284.96 1.96% 674599-10-5 OXY 66.24 PROSHARES ULTRASHORT S&P 600 19.29 1,000.000 19,289.00 44,809.50 (25.520.50) 74347R-88-3 SDS PROSHARES TRUST 45.13 200.000 9,026.00 26,203.50 (17,177.50) 74347X-23-7 OID QUALCOMM INC 54.70 176.000 9,627.20 N/A n N/A 151.38 1.57% 747525-10-3 OCOM SCHLUMBERGER LTD 68.31 113.000 7,719.03 9,524.04 (1,805.01) 113.00 1.46% 806857-10-8 SLB 28.25 TIME WARNER INC 36.14 290.000 10,480.60 10,196.64 283.96 272.60 2.60% NEW 887317.30.3 TWX UNION PACIFIC CORP aoo 907818-10-8 UNP 85.40 UNITED TECHNOLOGES CORP 73.09 182.000 11,84058 13,783.83 (1,943.25) 311.04 2.63% 913017-10-9 UTX WALT DISNEY CO 37.50 229.000 8,587.50 9,015.40 (427.90) 137.40 1.60% 254887-10-6 DIS 137.40 WELLS FARGO & CO 27.58 478.000 13,173.68 13,224.13 (50.45) 229.44 1.74% 949746-10-1 VVFC Total US Large Cap Equity 4226,931.66 $284,989.42 ($67.684.96) $4.718.46 2.08% $351.47 JP Morgan Page 6 of 77 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048275 SDNY_GM_00317473 EFTA01520928