EFTA01522564.pdf

CHISLAINE MAXWELL-HY ACCT For the Period 7/1/11 to 7131/11 Portfolio Activity Detail INFLOWS & OUTFLOWS Type Quantity Per Unit Settle Date Selection Method Description Cost Amount Amount Income 7/1 Interest Income DEPOSIT SWEEP INTEREST FOR JUNE Q .03% RATE ON 2.47 NET AVG COLLECTED BALANCE OF $100,000.00 AS OF 07/01/11 7/8 Accrued Int Paid FORD MOTOR COMPANY GLOBAL LANDMARK SECURMES 10,000.000 0.036 (355.94) NOTES 7.45% JUL 16 2031 DTD 7/16/99 fa 114.75 BANC OF AMERICA SEC LLC TRADE DATE 07/05/11 FACE VALUE 10,000.00 (ID: 345370-CA-6) 7/8 Acaued Int Paid CHESAPEAKE ENERGY CORP 61/2% AUG 15 2017 DTD 15,000.000 0.026 (387.29) 8/16/2005 @ 106.50 GREENWICH CAPITAL MARKETS INC TRADE DATE 07/05111 FACE VALUE 15,000.00 (ID: 165167-B5-5) 7/8 Acaued Int Paid HOST HOTELS & RESORTS LP 63/4% JUN 01 2016 DTD 10,000.000 0.007 (69.37) 04/04/2006 O 103.75 BARCLAYS CAPITAL INC FIXED INCOME TRADE DATE 07/05/11 FACE VALUE 10,000.00 (ID: 44108E-BA-5) 7/8 Accrued Int Pak' LEAR CORP 81/8% MAR 15 2020 DTD 03/26/2010 • 10,000.000 0.026 (255.03) 109.45 BANC OF AMERICA SEC LLC TRADE DATE 07/05/11 FACE VALUE 10,000.00 (ID: 521865-AS-4) 7/8 Acaued Int Paid WYNN LAS VEGAS LLC CORP 7 3/4% AUG 15 2020 DTD 10,000.000 0.031 (307.85) 08/04/2010 Q 109.50 FIRST UNION CAP MKTSMHEAT FIRST TRADE DATE 07/05/11 FACE VALUE 10,000.00 (ID: 983130-AR-6) 7/11 Accrued IM Pak' SEAGATE TECHNOLOGY HDD H SR NOTES 6.80% OCT 1 10.000.000 0.019 (188.89) 2016 DTD 9/2012006 @ 106.00 MORGAN STANLEY & CO. INCORPORATED TRADE DATE 07/06/11 FACE VALUE 10,000.00 (ID: 81180R-AE-2) J.P. Morgan Page 16 of 35 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050125 Chase CONFIDENTIAL SDNY_GM_00319323 EFTA01522564