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 Chase CONFIDENTIAL JPM-SDNY-00048289 SDNY_GM_00317487 EFTA01520942