GHISLAINE MAXWELL For the Period 2/1/12 to 2/29/12 Primo Ouantity Value Adjusted Tax Cost Unrealized Est. Annual Inc. Original Coat Gain/Loss Accrued Div. Yield US SmalllMid Cap Equity GERON CORP 374163-10-3 CERN 2.00 3,000.000 8,000.00 18,129.32 (12,129.32) Non-US Equity AKZO NOBEL N V MIN NL0000009132/SEDOL 5458314 N01803.90-2 EUR 58.95 149.000 8,485.93 9,781.64 (1,295.71) ALLIANZ SE HOLDING ISIN DE0008404005 SEDOL 5231485 D03080-90-6 EUR 121.70 77.000 9,371.00 10,206.94 (835.94) ATLAS COPCO ABA SHS ISIN SE0000101032 SEDOL BI OGR41 W10020-92-8 SEK 26.25 442.000 11,601.68 10,669.62 932.06 AVNA PLC ISIN GB0002162385 SEDOL 0216238 G2307K-92-2 GBP 5.88 6000.000 35,300.45 38,037.94 "' N/A GAYER AO REGISTERED SHS ISIN DEOODBAY0017 SEDOL 5069211 07273391.8 EUR 74.38 163.000 12,123.31 13,056.92 (933.61) CAP GEWINI S A ISIN FR0000125338 SEDOL 4163437 F13587-92-2 EUR 44.24 217.000 9,599.59 11,437.04 (1,837.45) CENTRICA ISIN GB008033F229 SEDOL 8033F22 15639K-90-4 GBP 4.86 1,556.000 7,556.32 7,922.75 (386.43) J.P.Morgan Page 6 of 33 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00048419 SDNY_GM_00317617 EFTA01521062