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