GHISLAINE MAXWELL-HY ACCT For the Period 12/I/I I to 12/31/11 Portfolio Activity Detail INFLOWS & OUTFLOWS Settle Date Type Description aC la Per Unit Amount Amount Selection Method Income Corporate Interest 12/1 AMERICAN GENERAL FINANCE MEDIUM TERM NOTES 5.85% JUN 1 2013 DTD 6/12/2006 (ID: 02635P-T0-5) 20,000.000 0.029 585.00 12/1 Corporate Interest HOST HOTELS 8 RESORTS LP 6 3/4% JUN 01 2018 DTD 04/04/2006 (ID: 44108E-BA-5) 10,000.000 0.034 337.50 12/1 Corporate Interest LENNAR CORPORATION 5.8% MAY 31 2015 DTD 4/28/2005 (ID: 526057-AS-3) 10,000.000 0.028 280.00 12/1 Corporate Interest OMNICARE INC 7 3/4% JUN 01 2020 DM 05/18/2010 (ID: 681904-AM-0) 15,000.000 0.039 581.25 12/1 Corporate Interest SPRINT NEXTEL CORP 6% DEC 1 2016 01D 11/20/2006 (ID: 852061-AD-2) 20,000.000 0.03 600.00 12/1 Interest Income DEPOSIT SWEEP INTEREST FOR NOV. .03% RATE ON NET AVG COLLECTED BALANCE OF 827,874.23 AS OF 12/01/11 0.69 12/2 Corporate Interest CHS/COMMUNITY HEALTH SYS 8 7/8% JUL 15 2015 DTD 07252007 ELECTED BONDS - EXP 12/06/2011 PAYMENT OF FRACTIONAL POSITIONS ACCEPTED FOR TENDER AND UNACCEPTED BABY BOND POSITION RESULTING FROM THE PRORATION OF THE COMMUNITY HEALTH TENDER OFFER ON CUSIP: 12543DAF7 AS OF 11/23/11 (ID: 125998-.2-1) 1,000800 0.032 31.51 12/15 Foreign Interest CASCADES INC 7 314% DEC 15 2017 DTD 12/03/2009 (ID: 146900-AG-0) 10,000.000 0.039 387.50 12/15 Corporate Interest CLEAR CHANNEL WORLDWDE 9 1/4% DEC 15 2017 DTD 10,000.000 0.046 462.50 06/15/2010 (ID: 18451Q-AD-0) JP Morgan Page 19 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050256 SDNY_GM_00319454 EFTA01522686