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