GHISLAINE MAXWELL ACCT.
For the Period 6/1/12 to 6/30/12
Adjusted Tax Cost Unrealized Est. Annual Inc.
Price Quantity Value Onginal Cost Gaintoss Accrued Div. Yield
US Large Cap Equity
BANK OF AMERICA CORP 8.18 944.000 7,721.92 10,148.85 (2,426.93) 37.76 0.49%
050505-10-4 BAC
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 JPM-SDNY-00048628
Chase
CONFIDENTIAL SDNY_GM_00317826
EFTA01521257