CHISLAINE MAXWELL-HY ACC For the Period 8/1/11 to 8/31/1 I Portfolio Activity Detail INFLOWS & OUTFLOWS Settle Date Type Description Quantity Per Unit Amount Amman Selection Method Cost Income 8/1 Corporate Interest NEWFIELD EXPLORATION CO 67/8% FEB 01 2020 DID 01/25/2010 (ID: 851290-AN-S) 20,000.000 0.034 887.50 8/1 Corporate Interest PINNACLE ENTERTAINMENT 85/8% AUG 01 2017 01D 02/0172010 (ID: 723458-AK-5) 10,000.000 0.043 431.25 8/1 Interest Income DEPOSIT SWEEP INTEREST FOR JULY 0.03% RATE ON NET AVG COLLECTED BALANCE OF $372,448.41 AS OF 08/01/11 9.49 8/15 Corporate Interest CSC HOLDINGS LLC 85/8% FEB 15 2019 DTD 02/12/2009 (ID: 1213307-AC-1) 10,000.000 0.043 431.25 8/15 Corporate Interest CHESAPEAKE ENERGY CORP 61/2% AUG 15 2017 DTD 8/182005 (ID: 18518743S-5) 15,000.000 0.033 487.50 8/15 Corporate Interest IRON MOUNTAIN INC 83/8% AUG 15 2021 DTD 06/1012009 (ID: 46284P-AM-6) 15.000.00D 0.042 828.13 8/15 Corporate Interest WYNN LAS VEGAS LLC CORP 73/4% AUG 15 2020 DID 08/04/2010 (ID: 963130-AR-8) 10,000.000 0.039 387.50 8/17 Corporate Interest CAPITAL ONE CAPITAL IV 6.745% FEB 17 2037 OTD 02105/2007 (ID: 140422-AA-4) 20,000.000 0.034 674.50 8/30 Cash Receipt CONSOL ENERGY INC 81/4% APR 01 2020 DTD 10/01/2010 CONSENT PAYMENT - HOLDERS RECIEVE S5 FOR EVERY 1000 PA ELECTED rID: 2O854P-AF-6) 15,000.000 0.005 75.00 Total Income $3,812.12 J.P. Morgan Page 16 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050165 SDNY_GM_00319363 EFTA01522602