EFTA01522915.pdf

CHISLA IN E MA XWELL-HY ACCT. For the Period 9/1/12 to 9/30/12 Type Quantity Per Unk Settle Date Selection Method Description Cost Amount Amount Income 9/14 Accrued Int Reed FOREST OIL CORPORATION 7 1/4% JUN 15 2019 DID 3,000.000 0.018 53.77 12/15/2007 (ID: 346091-A24) 9/17 Corporate Interest AVIS BUDGET CAR RENTAL 95/8% MAR 15 2018 DID 5.000.000 0.048 240.63 03/10/2010 (ID: 053773-AL-1) 9/17 Corporate Interest BALL CORP SR NOTES 63/4% SEP 15 2020 DID 15.000.000 0.034 506.25 03/22/2010 (ID: 058498-AP-1) 9/17 Corporate Interest CIT GROUP INC 5 1/4% MAR 15 2018 DTD 03/15/2012 20.000.000 0.026 525.00 (ID: 125581-GL-6) 9/17 Corporate Interest LEAR CORP 8 1/8% MAR 15 2020 DTD 03/26/2010 9,000.030 0.041 365.63 (ID: 521865-AS-4) 9/17 Corporate Interest MGM RESORTS INTERNATIONAL 9% MAR 15 2020 DTD 15,000 000 0.045 675.00 03/15/2011 (ID: 553030-AD-2) Total Income k6.648.24 Type Quantity Settle Date Selection Method Description Cost Amount Interest Purchased 9/14 Accrued IM Paid WPX ENERGY INC 5.25% JAN 15 2017 DTD 06/25/2012 (43 CO 107.25 BARCLAYS CAPITAL INC FIXED INCOME 0.00 TRADE DATE 09/11/12 (ID: 98212B-AC-7) 9/25 Accrued IM Pald ARCELORMITTAL 61/4% FEB 25 2022 DID 02/28/2012 (27.08) 1 100.50 GOLDMAN SACHS & CO. TRADE DATE 0.00 0920/12 (ID: 03938L-AX-2) 9/25 Accrued Int Pald ADVANCE MICRO DEVICES 7 3/4% AUG 01 2020 DID 4650' 08/04/2010 103.25 GOLDMAN SACHS & CO. TRADE 0.00 DATE 09/20/12 (ID: 007903-AU-1) J.P. Morgan Page 20 of 24 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050505 Chase CONFIDENTIAL SDNY_GM_00319703 EFTA01522915