CHISLAINE MAXWELL-HY For the Period 5/I/12 to 5/31/12 Trade Date Quantity Per Unit Amount Market Cost Settle Date Typo Detalihlon Settled Securities Purchased 5/23 Purchase COVANTA HOLDING CORP SR NOTES 7114% DEC 01 5/29 2020 DTD 12/01/2010 G 106.00 MORGAN STANLEY & CO. INCORPORATED (ID: 22282E-AD-4) 1,000.000 108.00 (1,680.00) 5/24 Purchase COVANTA HOLDING CORP 63/8% OCT 01 2022 DID 5/30 03/19/2012 81 103.25 MORGAN STANLEY 8 CO. INCORPORATED (ID: 22282E-AE-2) 1,000.000 103.30 (1.032.50) Total Settled Securities Purchased (630,7115.00) Trade Date Type Quantity Per Unit Amount Proceeds Tax Cost Realized Gain/Loss Est. Settle Date Selection Method Description Pending Sales, Maturities, Redemptions 5/29 Sale FOREST OIL CORPORATION 7 1/4% JUN 15 2019 DTD 8/1 12/15/2007 (ID: 348091-AZ-4) (9,000.000) 92.25 8,302.50 (9,180.00) (877.50) S 5/30 Sale FOREST OIL CORPORATION 7 1/4% JUN 15 2019 DTD 6/4 12/15/2007 (ID: 346091-AZ-4) (1,000.000) 92.00 920.00 (1,020.00) (100.00) S Total Pending Sales, Maturities, Redemptions 58.222.60 ($10.200.00) (5977.60) S Trade Date Quantity Per Unit Amount Market Cost Est. Settle Date Type Description Pending Securities Purchased 5f29 Purchase RANGE RESOURCES CORP 6 3/4% AUG 01 2020 DTD 6/1 08/12/2010 (ID: 75281A-AL-3) 3,000.000 108.50 (3,255.00) J.P.Morgan Page 24 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050391 SDNY_GM_00319589 EFTA01522812