EFTA01522891

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 Description Quantity Settle Date Selection Method Settled Sales/Maturities/Redempdons 8116 Sale STEEL DYNAMICS INC TENDERED POSMON • EXPIRING (15,000.000) 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) 8/24 Pro Rata PARTIAL ISSUE CALLED 0 103.00 (ID: 521885-AS-4) Total Settled Sales/Maturities/Redemptions Per Unit Amount Proceeds 101.20 15,176.25 103.00 1,030.00 $16.206.26 Trade Date Type Description Quantity Settle Date Settled Securities 8/6 8/9 Purchased Purchase REGAL CINEMAS CORP 8 518% JUL 15 2019 DTD 07/15/2009 e 113.25 CMGROUP GLOBAL MARKETS INC/SALOM (ID: 758753-AD-9) 1,000.000 8/7 8/10 Purchase REGAL CINEMAS CORP 8 5/8% JUL 15 2019 DTD 07/15/2009 et 113.25 CITIGROUP GLOBAL MARKETS INC/SALOM (ID: 758753-AD-9) 1,000.000 8/13 8/16 Purchase AIRCASTLE LTD 7.625% APR 15 2020 DTD 06/06/2012 1♦$ 109.25 GOLDMAN SACHS & CO. (ID: 009280-AG-6) 2,003.000 8/20 8/23 Purchase AIRCASTLE LTD 6.75% APR 15 2017 DTD 06/06/2012 108.25 GOLDMAN SACHS 8 CO. (ID: 009280-AF-8) 1,000.000 Total Settled Securities Purchased ($6,632.60) Per Unit Amount Market Cost 113.30 (1,132.50) 113.30 (1,132.50) 109.30 (2.185.00) 108.30 (1,082.50) J.P Morgan Tax Cost Realized Gain,Loss (15.862.50) (686.25) L (1,094.50) (64.50) L (316,967.00) (3760.76) L Page 22 of 23 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050479 SDNY_GM_00319677 EFTA01522891