EFTA01522569.pdf

CHISLA IN E MA XWELL-HY ACCT. For the Period 7/1/11 to 7/31/11 Type Quantity Per Unk Settle Date Selection Method Description Cost Amount Amount Income 7/12 Accrued Int Pail PIONEER NATURAL RESOURCE 71/2% JAN 15 2020 DID 29000.000 0.037 (737.50) 11/30/2009 fa 114.00 CSI US INSTITUTIONAL DESK TRADE DATE 07/07/11 FACE VALUE 20,000.00 (ID: 723787-AJ-6) 7/12 Accrued Int Pail ALLBRITTON COMMUNICATION 8% MAY 15 2018 DTD 10,000.000 0.013 (126.67) 04/30/2010 103.00 CREDIT SUISSE FIRST BOSTON LLC TRADE DATE 07/07/11 FACE VALUE 10,000.00 (ID: 016745-AL-5) 7113 Accrued Int Paid US STEEL CORP SR NOTES 7 3/8% APR 01 2020 DM 15,030.000 0.021 (310.36) 03/19/2010 e 104.375 BANC OF AMERICA SEC LLC TRADE DATE 07/07/11 FACE VALUE 15,000.00 (ID: 912909-AF-5) 7/13 Accrued Int Paid PINNACLE ENTERTAINMENT 8 Salt% AUG 01 2017 DTD 10,000.000 0.039 (388.13) 02/01/2010 108.50 BANC OF AMERICA SEC LLC TRADE DATE 07/08/11 FACE VALUE mooccoo (ID: 723456-AK-5) 7/13 Accrued Int Paid CLEAR CHANNEL WORLDWIDE 91/4% DEC 15 2017 DTD 10,000.000 0.007 (71-99 06/15/2010 at 110.00 DEUTSCHE BANK ALEX BROWN TRADE DATE 07/08/11 FACE VALUE 10900.00 (ID: 184510-AD-0) 7113 Accrued Int Paid DISH DBS CORP 7 7/8% SEP 01 2019 DTD 08/17/2009 15,000.000 0.029 (433.13) © 109.75 FIRST UNION CAP MKTSNVFIEAT FIRST TRADE DATE 07/08/11 FACE VALUE 15,000.00 (ID: 25470X-AB-1) 7/13 Accrued Int Pald CASCADES INC 73/4% DEC 15 2017 OTD 12/03/2009 10,000.000 0.006 (60.28) fa 104.75 FIRST UNION CAP MKTS/WFIEAT FIRST TRADE DATE 07/08/11 FACE VALUE 10,000.00 (ID: 146900-AG-0) J.P Morgan Page 21 of 35 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050130 Chase CONFIDENTIAL SDNY_GM_00319328 EFTA01522569