CHISLAINE MAXWELL-HY For the Period 8/1/12 to 8/31/12 Portfolio Activity Detail INFLOWS & OUTFLOWS Settle Date Type Description Quantity Per Unk Amount Amount Selection Method Income 8/1 Corporate Interest CROWN AMER/CAP CORP III 6 114% FEB 01 2021 DID 08/01/2011 (ID: 22818V-AB-3) 15,000.000 0.031 468.75 8/1 Corporate Interest NEWFIELD EXPLORATION CO 6 7/8% FEB 01 2020 DID 01/25/2010 (ID: 651290-AN-a) 20,000.000 0.034 687.50 8/1 Corporate Interest PINNACLE ENTERTAINMENT 8 5/8% AUG 01 2017 DID 02O1/2010 (ID: 723456-AK-5) 10,000.000 0.043 431.25 8/1 Corporate Interest RANGE RESOURCES CORP 6 3/4% AUG 01 2020 DTD 08/12/2010 OD: 75281A-ALO) 9,000.000 0.034 303.75 8/1 Interest Income DEPOSIT SWEEP INTEREST FOR JULY 41 91% RATE ON NET AVG COLLECTED BALANCE OF $40,180.69 AS OF 08101/12 0.34 8/15 Corporate Interest CSC HOLDINGS LLC 85/8% FEB 15 2019 DID 02/12/2009 (ID: 126307-AC-1) 10.000.000 0.043 431.25 8/15 Corporate Interest CHESAPEAKE ENERGY CORP 61/2% AUG 15 2017 DTD 8/16/2005 (ID: 165167-8S-5) 15,000.000 0.033 487.50 8/15 Corporate Interest IRON MOUNTAIN INC 83/8% AUG 15 2021 DM 08/10/2009 (ID: 46284P-AM-6) 15,000.000 0.042 628.13 8/15 Corporate Interest VVYNN LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DM 10,000.000 0.039 387.50 08/04/2010 (ID: 98313DAR-6) J.P. Morgan Page 19 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050476 SDNY_GM_00319674 EFTA01522888