CHISLAINE MAXWELL-HY ACCT
For the Period 8/1112 to 8/31/12
Type Quantity Per Unit
Settle Date Selection Method Description Cool Amount Amount
Income
8116 Corporate Interest STEEL DYNAMICS INC TENDERED POSITION - EXPIRING 15,000.000 0.026 390.73
8/29/2012 7.75% APR 15 2016 DTD 04/03/2008
HOLDERS RECEIVE PRINCIPAL PROCEEDS OF $1,011.75
A CONSENT PAYMENT OF $30.00, ACCRUED INTEREST
OF $26.04861100 FOR EACH $1,000 P.A. TENDERED
OF CUSIP 858119ANO. (ID: 85899A-DX-7)
8/16 Cash Receipt STEEL DYNAMICS INC TENDERED POSITION - EXPIRING 15,000.000 0.03 450.00
8/29/2012 7.75% APR 15 2016 DTD 04/0302008
HOLDERS RECEIVE PRINCIPAL PROCEEDS OF $1,011.75
A CONSENT PAYMENT OF $30.00, ACCRUED INTEREST
OF 826.04861100 FOR EACH $1,000 P.A. TENDERED
OF CUSIP 858119ANO. (ID: 85899A-DX-7)
8/18 Accrued Int Paid AIRCASTLE LTD 7.625% APR 15 2020 DTD 06/062012 2,000.000 0.028 (55.92)
(k 109.25 GOLDMAN SACHS & CO. TRADE DATE 0.00
08113/12 (ID: 009280-AG-6)
8/17 Corporate Interest CAPITAL ONE CAPITAL IV 6.745% FEB 17 2037 DTD 20,000.000 0.034 674.50
02/05/2007 (ID: 140422-M-4)
8/23 Accrued Int Pakl AIRCASTLE LTD 6.75% APR 15 2017 DID 06/06/2012 1,000.000 0.026 (26.06)
{) 108.25 GOLDMAN SACHS & CO. TRADE DATE 0.00
08120/12 (ID: 009280-AF-8)
8/24 Corporate Interest LEAR CORP 81/8% MAR 15 2020 DTD 03/26/2010 1,000.000 0.038 36.89
(ID: 521885-AS4)
Total Income $8,296.11
J.P.Morgan Page 20 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050477
Chase
CONFIDENTIAL SDNY_GM_00319675
EFTA01522889