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