CH ISLA I N E MAXWELL-HY ACCT. For the Period 11/1/11 to 11/30/I1 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss EN. Annual Income Yield Original Cost Accrued Interest US Fixed Income NAVISTAR INTL CORP 104.25 10,030.00 10,425.00 10.987.50 (562.50) 825.00 7.63% SR NOTES 8 1/4% NOV 01 2021 68.75 DTD 10/28/2009 63934E-AM4) BB- /B1 FORD MOTOR COMPANY 117.25 10,000.00 11,725.00 11,475.00 250.00 745.00 5.95% GLOBAL LANDMARK SECURITIES NOTES 279.37 7.45% JUL 16 2031 DTD 7/16/99 345370•CA•6 BBB /BA2 OMAC 95.0D 20.000.00 19,003.00 21,912.50 (2,912.50) 1,600.00 8.52% 8% NOV 01 2031 133.32 DTD 12/31/2006 36186C-8Y•8 B. /B1 CAPITAL ONE CAPITAL IV 97.86 20,000.00 19,575.00 20,275.00 (700.00) 1,349.00 6.92% 6.745% FEB 17 2037 389.70 DTD 02,05r2007 140422•AA-4 BB /BAA AMERICAN INTL GROUP 88.25 15,000.00 13,237.50 16,428.75 (3,191.25) 1.226 25 9.28% 8.175% MAY 15 2058 54.49 DTD 05/15/2009 0268748S-5 BBB /BM Total US Fixed Income 9932,447.85 $971,387.46 ($38,919.91) $70,660.26 7.39% $18,334.80 J.P. Morgan Page 14 of 20 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00050227 SDNY_GM_00319425 EFTA01522660