EFTA01522582.pdf
MAXWELL-HY ACCT.
For the Period 7/1/11 to 7/31/11
Trade Date Per Unit
Settle Date Type DeeCaption Quantity Amount Market Cost
Settled Securities Purchased
7/11 Purchase CONSTELLATION BRANDS INC 71/4% MAY 15 2017 OTD 15,000 000 110.00 (16,500.00)
7/14 11/15/2007 0 110.00 MORGAN STANLEY & CO.
INCORPORATED FACE VALUE 15,000.00
(ID: 21036P-AF-5)
7/11 Purchase STEEL DYNAMICS INC 7.75% APR 15 2016 DTD 15.000.000 105.80 (15,862.50)
7/14 0403/2008 O 105.75 FIRST UNION CAP MKTSIWHEAT
FIRST FACE VALUE 15,000.00 (ID: 858119-AN-0)
7/11 Purchase LENNAR CORPORATION 5.6% MAY 31 2015 DTD 3,000.000 96.00 (2.940.00)
7/14 4/28/2035 @ 98.00 BANC OF AMERICA SEC LLC FACE
VALUE 3,000.00 (ID: 526057-AS-3)
7/11 Purchase DR HORTON INC 81/2% APR 15 2016 DTD 1,000.000 104.50 (1,045.00)
7/14 04/17/2006 0 104.50 FIRST UNION CAP MKTSNVHEAT
FIRST FACE VALUE 1,000.00 (ID: 23331A-AZ-2)
7/11 Purchase RRI ENERGY INC 7 7/8% JUN 15 2017 DTD 25,000.000 100.80 (25,187.50)
7/14 06/13/2007 0 100.75 DEUTSCHE BANK ALEX BROWN
FACE VALUE 25,000.00 (ID: 74971X-AC-1)
7/11 Purchase OMNICARE INC 7 3/4% JUN 01 2020 DTD 05/18/2010 2,000.000 107.50 (2,150.00)
7/14 0 107.50 BARCLAYS CAPITAL INC FIXED INCOME FACE
VALUE 2,000.00 (ID: 881904-AM-0)
7/12 Purchase NRG ENERGY INC 8 1/4% SEP 01 2020 DTD 15.000.000 104.30 (15,637.50)
7/15 03/01/2011 0 104.25 BARCLAYS CAPITAL INC FIXED
INCOME FACE VALUE 15,000.00 (ID: 629377-BJ-0)
7/12 Purchase SERVICE CORP INTL 7% JUN 15 2017 010 06/15/2006 20,000.000 108.50 (21,700.00)
7/15 MULTI CPN 0 108.50 BANC OF AMERICA SEC LLC FACE
VALUE 20,000.00 (ID: 81756543F-0)
7/12 Purchase D R HORTON INC 81/2% APR 15 2016 DTD 9,000.000 105.00 (9,450.00)
7/15 04/17/2006 0 105.00 CANTOR FITZGERALD I
MORTGAGE BACKE FACE VALUE 9,000.00
(ID: 23331A-AZ-2)
J.P Morgan Page 34 of 35
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050143
Chase
CONFIDENTIAL SDNY_GM_00319341
EFTA01522582
For the Period 7/1/11 to 7/31/11
Trade Date Per Unit
Settle Date Type DeeCaption Quantity Amount Market Cost
Settled Securities Purchased
7/11 Purchase CONSTELLATION BRANDS INC 71/4% MAY 15 2017 OTD 15,000 000 110.00 (16,500.00)
7/14 11/15/2007 0 110.00 MORGAN STANLEY & CO.
INCORPORATED FACE VALUE 15,000.00
(ID: 21036P-AF-5)
7/11 Purchase STEEL DYNAMICS INC 7.75% APR 15 2016 DTD 15.000.000 105.80 (15,862.50)
7/14 0403/2008 O 105.75 FIRST UNION CAP MKTSIWHEAT
FIRST FACE VALUE 15,000.00 (ID: 858119-AN-0)
7/11 Purchase LENNAR CORPORATION 5.6% MAY 31 2015 DTD 3,000.000 96.00 (2.940.00)
7/14 4/28/2035 @ 98.00 BANC OF AMERICA SEC LLC FACE
VALUE 3,000.00 (ID: 526057-AS-3)
7/11 Purchase DR HORTON INC 81/2% APR 15 2016 DTD 1,000.000 104.50 (1,045.00)
7/14 04/17/2006 0 104.50 FIRST UNION CAP MKTSNVHEAT
FIRST FACE VALUE 1,000.00 (ID: 23331A-AZ-2)
7/11 Purchase RRI ENERGY INC 7 7/8% JUN 15 2017 DTD 25,000.000 100.80 (25,187.50)
7/14 06/13/2007 0 100.75 DEUTSCHE BANK ALEX BROWN
FACE VALUE 25,000.00 (ID: 74971X-AC-1)
7/11 Purchase OMNICARE INC 7 3/4% JUN 01 2020 DTD 05/18/2010 2,000.000 107.50 (2,150.00)
7/14 0 107.50 BARCLAYS CAPITAL INC FIXED INCOME FACE
VALUE 2,000.00 (ID: 881904-AM-0)
7/12 Purchase NRG ENERGY INC 8 1/4% SEP 01 2020 DTD 15.000.000 104.30 (15,637.50)
7/15 03/01/2011 0 104.25 BARCLAYS CAPITAL INC FIXED
INCOME FACE VALUE 15,000.00 (ID: 629377-BJ-0)
7/12 Purchase SERVICE CORP INTL 7% JUN 15 2017 010 06/15/2006 20,000.000 108.50 (21,700.00)
7/15 MULTI CPN 0 108.50 BANC OF AMERICA SEC LLC FACE
VALUE 20,000.00 (ID: 81756543F-0)
7/12 Purchase D R HORTON INC 81/2% APR 15 2016 DTD 9,000.000 105.00 (9,450.00)
7/15 04/17/2006 0 105.00 CANTOR FITZGERALD I
MORTGAGE BACKE FACE VALUE 9,000.00
(ID: 23331A-AZ-2)
J.P Morgan Page 34 of 35
Confidential Treatment Requested by JPMorgan JPM-SDNY-00050143
Chase
CONFIDENTIAL SDNY_GM_00319341
EFTA01522582