GHISLAINE MAXWELL-HY ACCT. For the Period 4/1/12 to 4130/12 Portfolio Activity Detail INFLOWS & OUTFLOWS Settle Date Type Description Qwmt Per Unit Amount Amount Selection Method Income 4/2 Corporate Interest ARCH COAL INC 7 1/4% OCT 01 2020 DTD 08/0912010 (ID: 039380-AC-4) 15.000.000 0.038 543.75 4/2 Corporate Interest BE AEROSPACE INC SR NOTES 6 7/8% OCT 01 2020 01D 09/16/2010 (ID: 055381-AR-8) 15,000.000 0.034 515.63 4/2 Corporate Interest BOISE PAPER HDG CO ISSR 8% APR 01 2020 DM 03/192010 (ID: 09747G-AB-9) 10.000.000 0.04 400.00 42 Corporate Interest CONSOL ENERGY INC 81/4% APR 01 2020 DTD 10/01/2010 (ID: 20854P-AF-8) 15,000.000 0.041 618.75 4/2 Corporate Interest FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2003 (ID: 345397-7Z-6) 10,000.000 0.035 350.00 4/2 Corporate Interest FRONTIER COMMUNICATIONS SR NOTES 81/8% OCT 01 2018 DM 10/01/2039 (ID: 35906A-AB-4) 20.000.000 0.041 812.50 4/2 Foreign Interest SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 2016 DTD 920/2005 (ID: 81180R-AE-2) 10,000.000 0.034 340.00 4/2 Corporate Interest US STEEL CORP SR NOTES 7 3/8% APR 01 2020 DTD 03/192010 (ID: 912909-AF-5) 10.000.000 0.037 368.75 4/2 Corporate Interest WEYERHAEUSER CO 73/8% OCT 01 2019 DM 10/01/2009 (ID: 962166-BV-5) 10,000.000 0.037 368.75 4/2 Interest Income DEPOSIT SWEEP INTEREST FOR MAR. @ .01% RATE ON NET AVG COLLECTED BALANCE OF $53,548.30 AS OF 0031/12 0.45 4/10 Accrued Int Paid QEP RESOURCES INC 5 3/8% OCT 01 2022 DTD 03/01/2012 99.375 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 04/04/12 (ID: 74733V-AB-8) 2,000.000 0.00 0.006 (11.65) J.P.Morgan Page 17 of 21 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050358 SDNY_GM_00319556 EFTA01522782