A
CHISLAINE MAXWELL-HY ACCT
For the Period 8/1112 to I4/31/12
TRADE ACTIVITY
Note: L indicates Long Term Realized Gain/Loss
Trade Date Type Per Unit Realized
Settle Date Selection Method Description Quantity Amount Proceeds Tax Cost Gain,Loss
Settled Sales/Maturities/Redempdons
8116 Sale STEEL DYNAMICS INC TENDERED POSMON • EXPIRING (15,000.000) 101.20 15,176.25 (15.862.50) (686.25) L
8116 High Cost 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 826.04881100 FOR EACH $1,000 P.A. TENDERED
OF CUSIP 858119ANO. (ID: 85899A-DX-7)
8/24 Redemption LEAR CORP 8 1/8% MAR 15 2020 DTD 03/26/2010 (1.000.000) 103.00 1,030.00 (1,094.50) (64.50) L
8/24 Pro Rata PARTIAL ISSUE CALLED 0 103.00 (ID: 521885-AS-4)
Total Settled Sales/Maturities/Redemptions $16.206.26 (316,967.00) (3760.76) L
Trade Date Per Unit
Settle Date Type Description Quantity Amount Market Cost
Settled Securities Purchased
8/6 Purchase REGAL CINEMAS CORP 8 518% JUL 15 2019 DTD 1,000.000 113.30 (1,132.50)
8/9 07/15/2009 e 113.25 CMGROUP GLOBAL MARKETS
INC/SALOM (ID: 758753-AD-9)
8/7 Purchase REGAL CINEMAS CORP 8 5/8% JUL 15 2019 DTD 1,000.000 113.30 (1,132.50)
8/10 07/15/2009 et 113.25 CITIGROUP GLOBAL MARKETS
INC/SALOM (ID: 758753-AD-9)
8/13 Purchase AIRCASTLE LTD 7.625% APR 15 2020 DTD 06/06/2012 2,003.000 109.30 (2.185.00)
8/16 1♦$ 109.25 GOLDMAN SACHS & CO. (ID: 009280-AG-6)
8/20 Purchase AIRCASTLE LTD 6.75% APR 15 2017 DTD 06/06/2012 1,000.000 108.30 (1,082.50)
8/23 108.25 GOLDMAN SACHS 8 CO. (ID: 009280-AF-8)
Total Settled Securities Purchased ($6,632.60)
J.P Morgan Page 22 of 23
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050479
Chase
CONFIDENTIAL SDNY_GM_00319677
EFTA01522891