EFTA01522567.pdf

wa CHISLAINE MAXWELL-HY For the Period 7/I/II to 7/31/11 Type Quantity Per Unk Settle Date Selection Method Description Cost Amount Amount Income 7/11 Acaued Int Pail AMERICAN INTL GROUP 8.175% MAY 15 2058 DID 3,000.000 0.013 (38.15) 05/15/2009 O 109.625 CREDIT SUISSE FIRST BOSTON LLC TRADE DATE 07/0011 FACE VALUE 3,000.00 (ID: 026874-BS-5) 7/11 Accrued Int Paid MGM RESORTS INTERNATIONAL 9% MAR 15 2020 DTD 15,000.000 0.029 (435.00) 03/15/2011 0 110.75 BANC OF AMERICA SEC LLC TRADE DATE 07/06/11 FACE VALUE 15,000.00 (ID: 553030-AD-2) 7/11 Accrued Int Paid DAVITA INC 63/8% NOV 01 2018 DTD 10/2020100 10,000.000 0.012 (123.98) 102.00 MORGAN STANLEY 2. CO. INCORPORATED TRADE DATE 07/06/11 FACE VALUE 10000.00 (ID: 23918K-AL-2) 7/12 Accrued Int Pald INTL LEASE FINANCE CORP 81/4% DEC 15 2020 DID 4000.000 0.006 (23.33) 12/07/2010 110.00 SALOMON BROTHERS TRADE DATE 07/06/11 FACE VALUE 4,000.00 (ID: 459745-GF-6) 7/12 Acaued Int Paid INTL LEASE FINANCE CORP 81/4% DEC 15 2020 DID 4,000.000 0.006 (24.75) 12/07/2010 110.25 MORGAN STANLEY & CO. INCORPORATED TRADE DATE 0707/11 FACE VALUE 4,000.00 (ID: 459745-GF-6) 7/12 Acaued Int Paid FRONTIER COMMUNICATIONS SR NOTES 81/8% OCT 01 20,000.020 0.023 (455.90) 2018 DTD10/01/2009 0 109.75 BANC OF AMERICA SEC LLC TRADE DATE 07/07/11 FACE VALUE 20,000.00 (ID: 35906A-AB-4) 7/12 Acaued Int Paid CSC HOLDINGS LLC 85/8% FEB 15 2019 DTD 10,000.000 0.035 (352.19) 02/12/2009 0 114.25 SALOMON BROTHERS TRADE DATE 07/07/11 FACE VALUE 10,000.00 (ID: 126307-AC-1) 7/12 Accrued IM Paid 1MNDSTREAM CORP 7 7/8% NOV 01 2017 DID 20,000.000 0.016 (310.62) 10/08/2009 Q 107.25 CREDIT SUISSE FIRST BOSTON LLC TRADE DATE 07/07/11 FACE VALUE 20,000.00 (ID: 97381W-AJ-3) J.P. Morgan Page 19 of 35 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050128 Chase CONFIDENTIAL SDNY_GM_00319326 EFTA01522567