EFTA01522574.pdf

CHISLAINE MAXWELL-HY ACCT. For the Period 7/I/II to 7/3I/I I Type Quantity. Per Unitit Settle Date Selection Method Description Col Amount Amount Income 7121 Accrued IMPS OMNICARE INC 7 3/4%JUN 01 2020 DTD 0511812010 13,000.000 0.011 (139.93) 109.00 GOLDMAN SACHS & CO. MADE DATE 07/18/11 FACE VALUE 13,000.00 (ID: 681904-AM-0) Total Income (614,227.08) Type Quantity Settle Date Selection Method Description Cost Amount Interest Purchased 7(11 Accrued Int Paid SMITHFIELD FOODS INC SR NOTES 7 3/4% JUL 1 2017 (21-53) DTD 6122/2007 104.75 DEUTSCHE BANK ALEX BROWN TRADE DATE 07/06/11 FACE VALUE 10.000.00 (ID: 832248-A0-1) 7/15 Accrued Int Paid VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 (35:75) DTD 01/01/2010 @ 107.25 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 07/12/11 FACE VALUE 8,000.00 (ID: 925328-AB-5) 7/15 Accrued Int Paid VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 (22.36) DTD 01/01/2010 la 107.25 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 07/12/11 FACE VALUE 5,000.00 (ID: 92532B-AB-5) 7/18 Accrued Int Paid VERSO PAPER HLDGS LLC IN 11 1/2% JUL 01 2014 (65.17) DTD 01/01/2010 (1107.25 BARCLAYS CAPITAL INC FIXED INCOME MADE DATE 07/13/11 FACE VALUE 12,000.00 (ID: 925328,AB-5) Total Interest Purchased ($144.84) J.P.Morgan Page 26 of 35 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050135 Chase CONFIDENTIAL SDNY_GM_00319333 EFTA01522574