GHISLAINE MAXWELL ACCT. For the Period 6/1/12 to 6/30/12 Price Quantity Value Adjusted Tax Cost Unrealized Gaintoss Est. Annual Inc. Yield Onginal Cost Accrued Div. US Large Cap Equity BANK OF AMERICA CORP 050505-10-4 BAC 8.18 944.000 7,721.92 10,148.85 (2,426.93) 37.76 0.49% CMGROUP INC NEW 27.41 358.000 9,812.78 14,048.52 (4,235.74) 14.32 0.15% 172967-424 C PROSHARES ULTRASHORT S&P 600 15.59 1,000.000 15,590.00 44,809.50 (29,219.50) 74347R-88-3 SDS PROSHARES TRUST 32.34 200.000 6,468.00 26,203.50 (19,735.50) 74347X-23-7 0ID SCHLUMBERGER LTD 64.91 113.000 7,334.83 9.524 04 (2,189.21) 124.30 1.69% 806857-10-8 SLB 31.08 Total US Large Cap Equity 565,277.08 $116,137.71 (360,860.63) $240.98 0.44% $31.08 US Small/Mid Cap Equity GEFtON COFtP 1.71 3,000.000 5,130.00 18,129.32 (12,999.32) 374163-10-3 GERN Non-US Equity RIO TINTO PLC 47.35 3.000 142.05 212.23 (70 ISIN G80007188757 SEDOL 0718875 766994-90-9 GBP JP Morgan Page 5 of 33 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048628 SDNY_GM_00317826 EFTA01521257