GHISLAINE MAXWELL ACCT.
For the Period 10/1/11 to 10/3I/I I
Adjusted Tax Cost Unrealized Est. Annual Inc.
Price Quantity Value Onginal Cost Gain/Loss Accrued Div. Yield
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
JPM 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 JPM-SDNY-00048162
Chase
CONFIDENTIAL SDNY_GM_00317360
EFTA01520821