EFTA01522572.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 7/13 Accrued Int Paid LIMITED BRANDS INC 8 I/2%JUN 15 2019 DTD 20,030.000 0.007 (132.22) 12/15/2009 Q 115.00 CREDIT SUISSE FIRST BOSTON LLC TRADE DATE 07/08/11 FACE VALUE 20,000.00 (ID: 532716-AR-8) 7/14 Accrued Int Paid INTL LEASE FINANCE CORP 81/4% DEC 15 2020 DID 4,000.000 0.007 (20.5E) 12/07/2010 110.375 BANC OF AMERICA SEC LLC TRADE DATE 07/11/11 FACE VALUE 4,000.00 (ID: 459745-GF-8) 7114 Accrued Int Paid RITE AID CORP 71/296 MAR 01 2017 DID 02/21/2007 moo.= 0.028 (554.17) Q 100.75 DEUTSCHE BANK ALEX BROWN TRADE DATE 07/11/11 FACE VALUE 20,000.00 (ID: 767754-BL-7) 7/14 Accrued Int Paid CONSTELLATION BRANDS INC 7 1/4% MAY 15 2017 DTD 15,000.000 0.012 (178.23) 11/15/2007 Q 110.00 MORGAN STANLEY 8 CO. INCORPORATED TRADE DATE 07/11/11 FACE VALUE 15,000.00 (ID: 21036P-AF-5) 7/14 Accrued IM Paid STEEL DYNAMICS INC 7.75% APR 15 2016 DID 15,000.000 0.019 (287.40) 04/03/2008 Q 105.75 FIRST UNION CAP MKTSNVHEAT FIRST TRADE DATE 07/11/11 FACE VALUE 15,000.03 (ID: 858119-AN-0) 7/14 Accrued Int Paid LENNAR CORPORATION 5.6% MAY 31 2015 DID 3,000.000 0.007 (20.07) 41282005 Q 98.00 BANC OF AMERICA SEC LLC TRADE DATE 07/11/11 FACE VALUE 3,000.00 (ID: 526057-AS-3) 7/14 Accrued Int Paid D R HORTON INC 61/2% APR 152016D7D 1,000.000 0.016 (16.07) 04117rnve Q 104.50 FIRST UNION CAP MKTSANHEAT FIRST TRADE DATE 07/11/11 FACE VALUE 1,000.00 (ID: 23331A-AZ-2) J.P Morgan Page 24 of 35 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050133 Chase CONFIDENTIAL SDNY_GM_00319331 EFTA01522572