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 Settle Date Selection Method Galn/Loss 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