GHISLAINE MAXWELL ACCT.
For the Period 12/1/11 to 12/31/11
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
Complementary Structured Strategies
MS 7YNClY STEP-UP NOTE 09/13/17 88.67 150,000.00 133,005.00 150,000.00 (16,995.00) 4,125.00
INITIAL RATE 2.75% CPN
WHERE MAX RATE IS 6% PER ANNUM
009/8110
61745E-60-9 A- /A2
J.P.Morgan Page 20 of 77
Confidential Treatment Requested by JPMorgan JPM-SDNY-00048289
Chase
CONFIDENTIAL SDNY_GM_00317487
EFTA01520942