CHISLAINE MAXWELL-HY ACCT.
For the Period 6/1112 to 6/30/12
Type Quantity Per Unit
Settle Date Selegion Method Description Cost Amount Amount
Income
614 Accrued IM Paid RANGE RESOURCES CORP 6 3/4% AUG 01 2020 DTD 2,000.000 0.023 (46.13)
08/12/2010 02 108.25 MLPFS INC/FIXED INCOME 0.00
TRADE DATE 05/30/12 (ID: 75281A-AL-3)
6/6 Accrued Int Paid RANGE RESOURCES CORP 6 3/4% AUG 01 2020 DTD 2,000.000 0.023 (46.68)
08/12/2010 @ 107.50 CREDIT SUISSE FIRST BOSTON 0.00
LLC TRADE DATE 06/01/12 (ID: 75281A-AL-3)
6/6 Accrued Int Paid COVANTA HOLDING CORP 6 3/8% OCT 01 2022 DTD 2,000.000 0.014 (27.21)
03/19/2012 102.375 R8C CAPITAL MARKETS 0.00
CORPORATION TRADE DATE 06/01/12
(ID: 22282E-AE-2)
6/7 Accrued int Paid RANGE RESOURCES CORP 63/4% AUG 01 2020 DTD 2,000.000 0.024 (47.25)
08/12/2010 Q 107.50 MORGAN STANLEY & CO. 0.00
INCORPORATED TRADE DATE 06/04/12
(ID: 75281A-AL-3)
6/8 Accrued Int Revd RRI ENERGY INC 7 7/8% JUN 15 2017 DTD 3.000.000 0.038 113.53
06/13/2007 (ID: 74971kAC-1)
6/8 Accrued IM Reed FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES 2,000.000 0.029 58.77
NOTES 7.45% JUL 16 2031 DTD 7/16/99
(ID: 345370-CA-6)
6/8 Accrued Int Reed RRI ENERGY INC 7 7/8% JUN 15 2017 DTD 2,000.000 0.036 75.69
06/13/2007 (ID: 74971X-AC-1)
6/11 Accrued Int Paid CHESAPEAKE MIDSTREAM PT 6.125% JUL 15 2022 DID 2,000.000 0.026 (51.04)
01/11/2012 98.25 BARCLAYS CAPITAL INC FIXED 0.00
INCOME TRADE DATE 06/06/12 (ID: 16524RAE.3)
6/11 Accrued IM Recd FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES 3,000.030 0.03 90.02
NOTES 7.45% JUL 16 2031 DID 7/16/99
(ID: 345370-CA-6)
J.P.Morgan Page 19 of 25
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050416
Chase
CONFIDENTIAL SDNY_GM_00319614
EFTA01522834