CHISLAINE MAXWELL-HY ACCT For the Period 1/1/12 to 1/31/12 Portfolio Activity Detail INFLOWS & OUTFLOWS Settle Date Type Description Quantity Per Unit Amount Amount Selection Method Cost Income 1/3 Corporate Interest SMITHFIELD FOODS INC SR NOTES 7 314% JUL 1 2017 DTD 6222007 (ID: 832248-A0-1) 10,000.000 0.039 387.50 1/3 Corporate Interest VERSO PAPER HLDGS LLC IN 11 12% JUL 01 2014 DTD 01/01/2010 (ID: 92532B-AB-5) 25.000.000 0.058 1,437.50 1/3 Interest Income DEPOSIT SWEEP INTEREST FOR DEC. (D .03% RATE ON NET AVG COLLECTED BALANCE OF $27.629.11 AS OF 01/01/12 0.70 115 Corporate Interest CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 07/12/2010 AS OF 01/04/12 (ID: 12561E-AK-1) 1,000.000 0.053 53.40 1/12 Corporate Interest BANK OF AMERICA CORP 33/4% JUL 12 2016 DTD 07/12/2011 (ID: 06051G-EK-1) 5.000.000 0.019 93.75 1/17 Corporate Interest COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD 0725/2007 (ID: 125430-AF-7) 9,000.000 0.044 399.38 1/17 Corporate Interest CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 07/12/2010 (ID: 12561E-AK-1) 9,000.000 0.057 511.88 1/17 Corporate Interest FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES NOTES 7.45% JUL 16 2031 DTD 7/16/99 (ID: 345370-CA-6) 10,000.000 0.037 372.50 1/17 Corporate Interest PIONEER NATURAL RESOURCE 712% JAN 15 2020 DTD 11/30/2009 (ID: 723787-AM) 20,000.000 0.038 750.00 1/18 Accrued Int Real CCO HLDGS LLC CAP CORP 7 1/4% OCT 30 2017 DTD 09/27/2010 (ID: 1248EP-AQ-6) 6,000.000 0.016 94.25 Total Income 84,100.88 J.P.Morgan Page 17 of 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050282 SDNY_GM_003 19480 EFTA01522710