EFTA01522865

CHISLAINE MAXWELL-HY ACCT For the Period 7/1/12 to 7/31/12 TRADE ACTIVITY Note: L indicates Long Term Realized Gain Loss 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 Gain/Loss Settle Date Selection Method Settled Sales/Maturities/Redemptions 6/29 7/5 Sale High Cost FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2033 0108.75 CREDIT SUISSE FIRST BOSTON LLC (ID: 345397-T24) (1,000.000) 193.80 1,067.50 (1077.50) (10.00) S. 6/29 7/5 Sale High Cost FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2033 O 106.75 JEFFERIES 8 COMPANY (ID: 345397-12-6) (1,000.000) 106.80 1,067.50 (1,077.50) (10.00) S' 6/29 7)5 Sale High Cost FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2033 CO 108.75 MLPFS INC/FIXED INCOME (ID: 345397-12.6) (2,000.000) 106.80 2,135.00 (2,155.00) (2000 3 . 7/9 7/12 Sale High Cost FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2033 O 106.625 CREDIT SUISSE FIRST BOSTON LLC (ID: 345397-12-6) (1,000.000) 108.60 1,068.25 (1,077.50) (1 1.2s) L 7/9 7/12 Sale High Cost FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23/2033 106.50 FUJI SECURITIES (ID: 345397-124) (1,000.000) 106.50 1,065.00 (1077.93) (12.50) L 7/10 7/13 Sale High Coat FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD W23/2= . 106.50 FUJI SECURITIES (ID: 345397-124) (1,000.000) 108.50 1,065.00 (1,077.50) (12.501 L 7/16 7/16 Redemption Pro Rata CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 07/12/2010 PARTIAL ISSUE CALLED O 103.00 (ID: 12931E-AK-1) (2,000.000) 103.00 2,060.00 (2,210.00) (150.03) L 7/11 7/16 Sale High Cost FORD MOTOR CREDIT CO NOTES 7% OCT 1 2013 DTD 9/23f2003 0 106.50 CANTOR FITZGERALD / MORTGAGE BACKE (ID: 345397-T24) (1,000.000) 106.50 1,065.00 (1,077.50) (12.50) L J.P.Morgan Page 23 of 26 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050450 SDNY_GM_00319648 EFTA01522865