EFTA01520788.pdf

GHISLAINE MAXWELL ACCT. For the Period 9/I /I I to 9/30/11 Adjusted Tax Cost Unrealized Est. Annual Inc. Price Quantity Value Original Cost Gain, Loss Accrued Div. Yield US Large Cap Equity PROSHARES ULTRASHORT S&P 600 25.49 1000.000 25,490.00 44,809.50 (19,319.50) 74347R-88-3 SOS PROSHARES TRUST 54.39 200.000 10,878.00 26,203.50 (15,325.50) 74347X-23-7 DID Total US Large Cap Equity 304688.00 3102,623.00 ($37,735.00) 51,720.00 2.65% US Small/Mid Cap Equity GERON CORP 2.12 3,000.000 6,360.00 18,129.32 (11,769.32) 374163-10-3 GERN Non-US Equity RESEARCH IN MOTION LIMITED 20.30 1,600.000 32,480.00 160,288.72 (127.808.72) 760975-10-2 RIMM Preferred Stocks CITIGROUP CAPITAL XIII 26.41 10,000.000 264,100.00 261,300.00 2,800.00 19,690.00 7.46% 7 7/8% PEP 173080-20-1 C PNNA /BA1 COUNTRYWIDE CAPITAL V 19.20 4,200.000 80,640.00 96,778.96 (18,138.96) 7,350.00 9.11% 7% PFD 222388-20-9 CFC PB JPM CHASE CAPITAL XXIX 25.06 2,500.000 62,650.00 62,500.03 150.00 4,187.50 668% 6.7% PFD 1,048.88 48125E-20-7 JPM PC Total Preferred Stocks 5407,390.00 $422,678.96 ($15,188.96) $31,227.50 7.67' 51.046.88 J.P Morgan Page 5 of 29 Confidential Treatment Requested by JPMorgan JPM-SDNY-00048126 Chase CONFIDENTIAL SDNY_GM_00317324 EFTA01520788