CHISLAINE MAXWELL-HY ACCT. For the Period 9/1/11 to 9/30/I Portfolio Activity Detail INFLOWS & OUTFLOWS Settle Date Type Description Quantity Per UM Amount Amotmt Selection Method Cost Income 9/1 Corporate Interest DISH DBS CORP 7 7/8% SEP 01 2019 DTD 08/17/2009 (ID: 25470X-AB-1) 15,000.000 0.039 590.63 9/1 Corporate Interest METROPCS WIRELESS INC SR NOTES 7 7/8% SEP 01 2018 DTD 09/21/2010 (ID: 591709-AK-8) 15,000.000 0.039 590.63 9/1 Corporate Interest NRG ENERGY INC 81/4% SEP 01 2020 DTD 03/01/2011 (ID: 629377-B.I-0) 15,000.000 0.041 618.75 9/1 Corporate Interest RITE AID CORP 71/2% MAR 01 2017 DTD 02/21/2007 (ID: 76T754-BL-7) 20,000.000 0.038 750.00 9/1 Interest Income DEPOSIT SWEEP INTEREST FOR AUG. Q .03% RATE ON NET AVG COLLECTED BALANCE OF $13,466.76 AS OF 09/01/11 0.34 9/15 Corporate Interest BALL CORP SR NOTES 6 3/4% SEP 15 2020 DTD 03/22/2010 (ID: 058498-AP-1) 15.000.000 0.034 506.25 9/15 Corporate Interest LEAR CORP 81/8% MAR 15 2020 DTD 03126/2010 (ID: 521865-AS-4) 10,000.000 0.041 406.25 9)15 Corporate Interest MGM RESORTS INTERNATIONAL 9% MAR 15 2020 DTD 03/15/2011 (ID: 553030-AD-2) 15,000.000 0.045 675.00 Total Income $4,13726 J.P Morgan Page 16 of 16 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050185 SDNY_GM_003 19383 EFTA01522620