EFTA01522863

CHISLAINE MAXWELL-HY ACCT. For the Period 7/1/12 to 7/31/12 Type Description Quantity Per Unit Amount Amount Settle Date Selection Method Cost Income 7119 ACCruad Int Reed CASCADES INC 73/4% DEC 15 2017 DID 12/03/2009 2,000.000 0.007 14.64 (ID: 146900-AG-0) 7/23 Accrued Int Paid SUNGARD DATA SYSTEMS INC SR SUB 7 5/8% NOV 15 5,000.000 0.014 (72.01) 2020 DTD 11/16/2010 CALLABLE 11/15(2015 42 0.00 103.81 @ 107.50 MLPFS INC/FIXED INCOME TRADE DATE 07/18/12 (ID: E67363-AU-7) 7/24 Accrued Int Paid TENET HEALTHCARE CORP 6.25% NOV 01 2018 DID 5,000.000 0.014 (7205) 1121/2011 @ 108.00 MLPFS INC/FIXED INCOME 0.00 TRADE DATE 07/19/12 (ID: 88033G-BP-4) 7/26 Accrued Int Paid BURGER KING CORP 9 7/8% OCT 15 2018 DTD 5,000.000 0.028 (138.52) 10/19/2010 0115.25 FIRST UNION CAPITAL MARKETS 0.00 TRADE DATE 07/23/12 (ID: 121207-AA-2) 7/27 Accrued IM Paid AMKOR TECHNOLOGIES INC 6 518% JUN 01 2021 DTD 5,000.000 0.01 (50.61) 05/20/2011 @ 98.50 MLPFS INC/FIXED INCOME TRADE 0.00 DATE 07/23/12 (ID: 031652-BE-9) 7/30 Accrued Int Paid AIRCASTLE LTD 6.75% APR 15 2017 DTD 06/08/2012 2,000.000 0.021 (42 38) 104.75 MLPFS INC/FIXED INCOME TRADE DATE 0.00 07/24/12 FACE VALUE 2,000.00 (ID: 00928Q-AF-8) 7/31 Corporate Interest CCO HLDGS LLC/CAP CORP 65/8% JAN 26 2012 DTD 6,000.000 0.034 204.27 01i31/2022 1248EP-AX-1) Total Income $2,660.97 Type Quantity Settle Date Selection Method Description Coat Amount Miscellaneous Credits 7/16 Name Change COMMUNITY HEALTH SYSTEMS 87/8% JUL 15 2015 DID (4,000.000) 07/25/2007 TO REDESCRIPTION (ID: 125430-AF-7) (4,357.89) J.P.Morgan Page 21 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050448 SDNY_GM_00319646 EFTA01522863