EFTA01522809.pdf

CHISLA IN E MA XW ELL-HY ACCT. For the Period 5/1/1210 5/31/12 Type Quantity Per Unk Settle Date Selection Method Description Cost Amount Amount Income 5/29 Awned Int Paid COVANTA HOLDING CORP SR NOTES 71/4% DEC 01 1,000.000 0.036 (35.85) 2020 DTD 12/01/2010 © 106.00 MORGAN STANLEY & 0.00 CO. INCORPORATED TRADE DATE 05/23/12 (ID: 22282E-AD4) 530 Accrued Int Recd RRI ENERGY INC 7 7/8% JUN 15 2017 DTD 2,000.000 0.036 72.19 06/13/2007 (ID: 74971X-AC-1) 5,30 Accrued Int Paid COVANTA HOLDING CORP 6 3/8% OCT 01 2022 DID 1,000.000 0.013 (12.57) 03/19/2012 103.25 MORGAN STANLEY & CO. 0.00 INCORPORATED TRADE DATE 05/24/12 (ID: 22282E-AE-2) Total Income $6,818.70 TRADE ACTIVITY Note: S indicates Short Term Realized Gain/Loss Trade Date Type Per UM Realized Settle Date Selection Method Description Quantity Amount Proceeds Tax Cost Galn/Loss Settled Sales/Maturities/Redemptions 5/1 Sale ARCH COAL INC 7114% OCT 01 2020 07D 08/09/2010 (2,000.000) 89.50 1,790.00 (2,030.00) (270.00) S 5/4 High Cost C 89.50 CMGROUP GLOBAL MARKETS INC/SALOM (ID: 039380-AC-4) 5/1 Sale ARCH COAL INC 7 1/4% OCT 01 2020 DTD 08/09/2010 (3,000.000) 89.50 2,685.00 (3,090.00) (405.00) S 5/4 High Cost 89.50 JEFFERIES & COMPANY (ID: 039380-AC-4) 5/1 Sale ARCH COAL INC 7 1/4% OCT 01 2020 OM 08/09/2010 (3,000.000) 89.30 2,677.50 (3,090.00) (41150) 5 5/4 High Cost • 89.25 CREDIT SUISSE FIRST BOSTON LLC (ID: 039380•AC4) J.P. Morgan Page 21 of 25 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050388 Chase CONFIDENTIAL SDNY_GM_00319586 EFTA01522809