GHISLAINE MAXWELL ACCT. For the Period 211/12 to 2/29/12 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Inc. Yield Onginal Cost Accrued Div. US Large Cap Equity APACHE CORP 107.93 95.000 10,253.35 11,403.30 (1,149.95) 64.60 0.63% 017411.10.5 APA BANK OF AMERICA CORP 7.97 944.000 7,523.68 10,148.85 (2,825.17) 37.76 0.50% 080505-10-4 BAC 9.44 CITIGROUP INC NEW 33.32 358.000 11,928.56 14,048.52 (2,119.96) 14.32 0.12% 172967-42-4 C E I DU PONT DE NEMOURS & CO 50.85 224.000 11,390.40 11,537.62 (147.22) 367.36 3.23% 283534-10-9 DD 91.84 E M C CORP MASS 27.89 468.000 12,958.92 12,378.64 580.28 268648-10-2 EMC KROGER CO 23.79 265.000 6,304.35 8,587.18 (282.81) 121.90 1.93% 501044-10-1 KR 30.48 PROSHARES ULTRASHORT SAP 600 16.18 1,000.000 18,161.00 44,809.50 (28,648.50) 74347R-88-3 SDS PROSHARES TRUST 33.60 200.000 6,720.00 26,203.50 (19,483.50) 74347X-23-7 QID SCHLUMBERGER LTD 7T61 113.000 8,769.93 9,524.04 (754.11) 124.30 1.42% 806857-10-8 SLB 31.08 UNITED TECHNOLOGIES CORP 83.87 162.000 13,588.94 13,783.83 (198.89) 311.04 2.29% 913017-10-9 UTX 77.78 WALT DISNEY CO 41.99 229.000 9,615 71 9,015.40 600.31 137.40 1.43% 254687-10-6 DIS Total US Large Cap Equity $116,212.84 $169,440.36 (864,227.62) $1,178.68 1.02% $240.60 JP Morgan Page 5 of 33 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048418 SDNY_G M_00317616 EFTA01521061