CHISLAINE MAXWELL-HY ACCT.
CHISLAINE MAXWELL-HY ACCT.
For the Period 6/1112 to 6/30/12
Settle Date Type
Description Quantity Per Unit
Amount Amount Selegion Method Cost
Income
614 Accrued IM Paid RANGE RESOURCES CORP 6 3/4% AUG 01 2020 DTD
08/12/2010 02 108.25 MLPFS INC/FIXED INCOME
TRADE DATE 05/30/12 (ID: 75281A-AL-3) 2,000.000
0.00 0.023 (46.13)
6/6 Accrued Int Paid RANGE RESOURCES CORP 6 3/4% AUG 01 2020 DTD
08/12/2010 @ 107.50 CREDIT SUISSE FIRST BOSTON
LLC TRADE DATE 06/01/12 (ID: 75281A-AL-3) 2,000.000
0.00 0.023 (46.68)
6/6 Accrued Int Paid COVANTA HOLDING CORP 6 3/8% OCT 01 2022 DTD
03/19/2012 102.375 R8C CAPITAL MARKETS
CORPORATION TRADE DATE 06/01/12
(ID: 22282E-AE-2) 2,000.000
0.00 0.014 (27.21)
6/7 Accrued int Paid RANGE RESOURCES CORP 63/4% AUG 01 2020 DTD
08/12/2010 Q 107.50 MORGAN STANLEY & CO.
INCORPORATED TRADE DATE 06/04/12
(ID: 75281A-AL-3) 2,000.000
0.00 0.024 (47.25)
6/8 Accrued Int Revd RRI ENERGY INC 7 7/8% JUN 15 2017 DTD
06/13/2007 (ID: 74971kAC-1) 3.000.000 0.038 113.53
6/8 Accrued IM Reed FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES
NOTES 7.45% JUL 16 2031 DTD 7/16/99
(ID: 345370-CA-6) 2,000.000 0.029 58.77
6/8 Accrued Int Reed RRI ENERGY INC 7 7/8% JUN 15 2017 DTD
06/13/2007 (ID: 74971X-AC-1) 2,000.000 0.036 75.69
6/11 Accrued Int Paid CHESAPEAKE MIDSTREAM PT 6.125% JUL 15 2022 DID
01/11/2012 98.25 BARCLAYS CAPITAL INC FIXED
INCOME TRADE DATE 06/06/12 (ID: 16524RAE.3) 2,000.000
0.00 0.026 (51.04)
6/11 Accrued IM Recd FORD MOTOR COMPANY GLOBAL LANDMARK SECURITIES
NOTES 7.45% JUL 16 2031 DID 7/16/99
(ID: 345370-CA-6) 3,000.030 0.03 90.02
J.P.Morgan Page 19 of 25
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL JPM-SDNY-00050416
SDNY_GM_003 19614
EFTA01522834