CHISLAINE MAXWELL-HY ACCT
For the Period 1/1/12 to 1/31/12
Portfolio Activity Detail
INFLOWS & OUTFLOWS
Type Quantity Per Unit
Settle Date Selection Method Description Cost Amount Amount
Income
1/3 Corporate Interest SMITHFIELD FOODS INC SR NOTES 7 314% JUL 1 2017 10,000.000 0.039 387.50
DTD 6222007 (ID: 832248-A0-1)
1/3 Corporate Interest VERSO PAPER HLDGS LLC IN 11 12% JUL 01 2014 25.000.000 0.058 1,437.50
DTD 01/01/2010 (ID: 92532B-AB-5)
1/3 Interest Income DEPOSIT SWEEP INTEREST FOR DEC. (D .03% RATE ON 0.70
NET AVG COLLECTED BALANCE OF $27.629.11 AS OF
01/01/12
115 Corporate Interest CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 1,000.000 0.053 53.40
07/12/2010 AS OF 01/04/12 (ID: 12561E-AK-1)
1/12 Corporate Interest BANK OF AMERICA CORP 33/4% JUL 12 2016 DTD 5.000.000 0.019 93.75
07/12/2011 (ID: 06051G-EK-1)
1/17 Corporate Interest COMMUNITY HEALTH SYSTEMS 8 7/8% JUL 15 2015 DTD 9,000.000 0.044 399.38
0725/2007 (ID: 125430-AF-7)
1/17 Corporate Interest CKE RESTAURANTS INC 11 3/8% JUL 15 2018 DTD 9,000.000 0.057 511.88
07/12/2010 (ID: 12561E-AK-1)
1/17 Corporate Interest FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES 10,000.000 0.037 372.50
NOTES 7.45% JUL 16 2031 DTD 7/16/99
(ID: 345370-CA-6)
1/17 Corporate Interest PIONEER NATURAL RESOURCE 712% JAN 15 2020 DTD 20,000.000 0.038 750.00
11/30/2009 (ID: 723787-AM)
1/18 Accrued Int Real CCO HLDGS LLC CAP CORP 7 1/4% OCT 30 2017 DTD 6,000.000 0.016 94.25
09/27/2010 (ID: 1248EP-AQ-6)
Total Income 84,100.88
J.P.Morgan Page 17 of 18
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050282
Chase
CONFIDENTIAL SDNY_GM_00319480
EFTA01522710