CHISLAINE MAXWELL-HY ACCT For the Period 6/1/12 to 6/30/12 TRADE ACTIVITY Note: S indicates Short Term Realized Gain/Loss • Settled transaction was initiated in prior statement period and settled in current statement period Trade Date Type Description Quantity Per Unit Amount Proceeds Tax Cost Realized Galn/Loss Settle Date Selection Method Settled Sales/Maturities/Redemptions 5/29 Sale FOREST OIL CORPORATION 7 114% JUN 152010 DTD (9,000.000) 92.30 8,30250 (9,180.00) (877.50) S' 6/1 High Cost 12/15/2007 0 92.25 MLPFS INC/FIXED INCOME (ID: 346091-AZ-4) 5/30 Sale FOREST OIL CORPORATION 71/4% JUN 15 2019 DID (1,000.000) 92.00 920.00 (1,020.00) (100.00) S' 6/4 High Cost 12/1512007 0 92.00 RBC CAPITAL MARKETS CORPORATION (ID: 346091-AZ-4) 6/5 Sale RRI ENERGY INC 7 7/8% JUN 15 2017 DTD (3,000.000) 86.10 2,583.75 (3,022_50) (438.75) S 6/8 High Cost 06/13/2007 0 86.125 CREDIT SUISSE FIRST BOSTON LLC (ID: 74971X-AC-1) 6/5 Sale FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES (2,000.000) 127.40 2,547.50 (2,445.00) 102.50 S 6/8 High Cost NOTES 7.45% JUL 16 2031 DTD 7/16/99 0 127.375 CMGROUP GLOBAL MARKETS INC/SALOM (ID: 345370-CA-6) 6/5 Sale RRI ENERGY INC 77/8% JUN 15 2017 DTD (2,000.000) 86.50 1,730.00 (2,015.00) (285.005 6/8 High Cost 08/13/2007 O 86.50 UBS SECURITIES LLC (ID: 74971X-AC-1) 6/6 Sale FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES (3,000.000) 128.80 3,882.50 (3,660.00) 202.50 S 6/11 High Cost NOTES 7.45% JUL 16 2031 DID 7/16/99 0 128.75 CMGROUP GLOBAL MARKETS INC/SALOM (ID: 345370-CA-6) 6;6 Sale RRI ENERGY INC 77/8% JUN 15 2017 DTD (1,000.000) 86.50 865.00 (1,007.50) (142.50)S 6/11 High Cost 06/13/2007 O 86.50 MORGAN STANLEY & CO. INCORPORATED (ID: 74971X-AC-1) 6/12 Sale NAVISTAR INTL CORP SR NOTES 81/4% NOV01 2021 (2,000.000) 90.00 1,800.00 (2,197.50) (397.50) S 6/15 High Cost DID 10128/2009 42 90.00 GOLDMAN SACHS & CO. (ID: 63934E-AM-0) J.P.Morgan Page 22 of 25 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050419 SDNY_GM_003 19617 EFTA01522837