CHISLA I NE MAXWELL-HY ACCT.
For the Period 11/1/11 to 11/30/I1
Adjusted Tax Cost Unrealized EN. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
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
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CONFIDENTIAL SDNY_GM_00319425
EFTA01522660