GHISLAINE MAXWELL-HY ACCT. For the Period 3/1/12 to 3/31/12 TRADE ACTIVITY Note: S indicates Short Term Realized Gain/Loss * Settled transaction was initiated in prior statement period and settled in current statement period Realized Gain/Loss and tax cost are shown as "N/A" in cases where we do not have appropriate cost information for all tax lots compnsing the sale. Please contact your J.P. Morgan team for additional information. Trade Date Type Description Quantity Per Unit Amount Proceeds Tax Cost Realized Gain/Loss Setae Date Selection Method Settled Sates/Maturities/Redemptions 2/27 Sale 3/1 High Cost CASCADES INC 7 3/4% DEC 15 2017 DTD 12/03/2009 /a 103.50 FIRST UNION CAPITAL MARKETS (ID: 146900-AG-0) (5,000.000) 103.50 5.175.00 (5,237.50) (62.50) S. 3/9 3/9 Redemption Pro Rata CIT GROUP INC 7% MAY 01 2017 DTD 11/04/2009 ENTIRE ISSUE CALLED e 100.00 (ID: 125581-FX-1) (5.000.000) 100.00 5,00000 (5.006.25) (6.25) S 3/12 3/15 Sale High Cost AMERICAN GENERAL FINANCE MEDIUM TERM NOTES 5.85% JUN 1 2013 DTD 6/12/2008 @ 92.25 CITIGROUP GLOBAL MARKETS INC/SALOM (ID: 02635P-TD-5) (5,000.000) 92.30 4,612.50 (5,000.00) (387.50) S 3/12 3/15 Sale High Cost AMERICAN GENERAL FINANCE MEDIUM TERM NOTES 5.85% JUN 1 2013 DID 6/12/2006 e 92.00 MORGAN STANLEY a CO. INCORPORATED (ID: 02635P-TD-5) (15,000.000) 92.00 13,800.00 (15,000.00) (1,200.00) S 3/23 3/23 Sale Pro Rata CHS/COMMUNITY HEALTH SYS 8 7/8% JUL 15 2015 DTD 07/25/2007 TENDERED BONDS-EXPIRES 4/4/2012 HOLDERS RECEIVE $1,017.50 IN TENDER PROCEEDS PLUS A 330.00 CONSENT PAYMENT PLUS 316.270633 IN ACCRUED INTEREST PER 1.000 PA. OF BONDS TENDERED FROM CUSIP: 12543DAF7. A PRORATION RATE OF 0.508827202 WAS APPLIED. (ID: 125996-KU-0) (5.000.000) 101.80 5,087.50 (5A47.37) (359.87) S 3/29 3/29 Redemption Pro Rata GOODYEAR TIRE & RUBBER C 10 1/2% MAY 15 2016 DID 05/11/2009 ENTIRE ISSUE CALLED al 109.137262 (ID: 382550-AL4) (10,000.000) 109.10 10,913.73 (11,275.00) (361.27) S JP Morgan Page 23 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050334 SDNY_GM_00319532 EFTA01522759