EFTA01522662

CHISLAINE MAXWELIrHY ACCT For the Period II/I/11 to 11/30/11 Portfolio Activity Detail INFLOWS & OUTFLOWS Settle Date Type Description Quantity Per Und Amount Amount Selection Method Cost Income 1111 Corporate Interest CF INDUSTRIES INC 71/8% MAY 01 2020 DTD 04/23/2010 (ID: 12527G.AB-9) 10,000.000 0.036 356.25 11/1 Corporate Interest DAVITA INC 6 3/8% NOV 01 2018 DTD 10/20/2010 (ID: 23918K-AL-2) 10,000.000 0.032 318.75 11/1 Corporate Interest GMAC 8% NOV 01 2031 DTD 12/31/2008 (ID: 36186C-BY-8) 20,000.000 0.04 800.00 11/1 Corporate Interest JARDEN CORP SR SUB NOTES 71/2% MAY 1 2017 DTD 2/13/2007 (ID: 471109-AB-4) 10,000.000 0.036 375.00 11/1 Corporate Interest NAVISTAR INTL CORP SR NOTES 81/4% NOV01 2021 DTD 10/28/2009 (ID: 83934E-AM-0) 10,000.000 0.041 412.50 11/1 Corporate Interest SUPERVALU INC 8% MAY 01 2016 DTD 05/07/2009 (ID: 868536-ATJJ) 10,000.000 0.04 400.00 11/1 Corporate Interest WNDSTREAM CORP 7 7/8% NOV 01 2017 DTD 10/08/2009 (ID: 97381W-AJ-3) 20,000.000 0.039 787.50 11/1 Interest Income DEPOSIT SWEEP INTEREST FOR OCT. O .03% RATE ON NET AVG COLLECTED BALANCE OF 3251307.81 AS OF 11/01/11 0.65 11/15 Corporate Interest ALLBRITTON COMMUNICATION 8% MAY 15 2018 DTD 04/30/2010 (ID: 018745-AL-5) 10,000.000 0.04 400.00 11/15 Corporate Interest AMERICAN INTL GROUP 8.175% MAY 15 2058 DTD 05/15/2009 (ID: 02687443S-5) 15.000.000 0.041 613.13 11/15 Corporate Interest CONSTELLATION BRANDS INC 7114% MAY 15 2017 DID 15,000.000 0.036 543.75 11/15/2007 (ID: 21036P-AF-5) J.P.Morgan Page 16 of 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050229 SDNY_GM_00319427 EFTA01522662