EFTA01522810.pdf

CHISLAINE MAXWELL-HY ACCT - For the Period 5/1/12 to 5/31/12 Trade Date Type Per Unit Realized Settle Date Selection Method Description Quantity Amount Proceeds Tax Cost Gain/LOSS Settled Sales/Maturities/Redemptions 511 Sale ARCH COAL INC 7 1/4% OCT 01 2020 DID 08/09/2010 (2,000.000) 89.30 1,785.00 (2,060.00) (275.00) S 514 High Cost 02 89.25 MORGAN STANLEY & CO. INCORPORATED (ID: 039380-AC-4) 5/1 Sale ARCH COAL INC 71/4% OCT 01 2020 DTD 08/0912010 (2,000.000) 89.30 1,786.25 (2,050.00) (273.75) S 5/4 High Cost 0 89.3125 DEUTSCHE BANK ALEX BROWN (ID: 039380-AC-4) 5/23 Sale RRI ENERGY INC 77/8% JUN 15 2017 DID (2,000.000) 89.00 1,780.00 (2,015.00) (235.00)5 5/29 High Cost 06/13/2007 a 89.00 MLPFS INC/FIXED INCOME (ID: 74971X-AC-1) 5/24 Sale RRI ENERGY INC 77/8% JUN 15 2017 DID (2,000.000) 88.8D 1,775.00 (2,015.00) (240.00) S 5/30 High Cost 06/13/2007 fit 88.75 MORGAN STANLEY & CO. INCORPORATED (ID: 74971X-AC-1) Total Settled Sales/Maturities/Redemptions $14,278.76 ($16,390.00) (52.111.25) S Trade Date Per Unit Settle Date Type Description Quantity Amount Market Cost Settled Securities Purchased 5/1 Purchase KEY ENERGY SERVICES INC 6 3/4% MAR 01 2021 DTD 1.000.000 103.80 (1,037.50) 5/4 03/04/2011 6 103.75 DEUTSCHE BANK ALEX BROWN (ID: 492914-AS-5) 5/3 Purchase CROWN AMER/CAP CORP 111 61/4% FEB 01 2021 DID 2,000.000 109.50 (2,190.00) 5/8 08/01/2011 Q 109.50 FIRST UNION CAPITAL MARKETS (ID: 22818V-AB-3) 5/11 Purchase CROWN AMER/CAP CORP III 61/4% FEB 01 2021 DID 2,000.000 109.50 (2,190.00) 5/16 08/01/2011 Ct 109.50 BNP PARIBAS SECURITIES BOND (ID: 22818V-AB-3) J.P Morgan Page 22 of 25 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050389 Chase CONFIDENTIAL SDNY_GM_00319587 EFTA01522810