EFTA01522581

(ili ISLA IN E MAXWELL-HY ACCT. For the Period 7/1/11 to 7/31/11 Trade Date Per Unit Settle Date Type DetalptIon Quantity Amount Market Cost Settled Securities Purchased 7/8 Purchase JARDEN CORP SR SUB NOTES 7 1/2% MAY 1 2017 DTD 10,000.000 104.90 (10,487.50) 7/13 2/13/2037 a 104.875 BARCLAYS CAPITAL INC FIXED INCOME FACE VALUE 10,000.00 (ID: 471109-AB-4) 7/8 Purchase WEYERHAEUSER CO 7 3/8% OCT 01 2019 DTD 10,000.000 115.10 (11,509.70) 7/13 10/01/2009 fa 115.097 MORGAN STANLEY & CO. INCORPORATED FACE VALUE 10,000.00 (ID: 962166-8V-8) 7/8 Purchase NEWFIELD EXPLORATION CO 6 7/8% FEB 01 2020 DTD 20.000.000 107.30 (21,450.00) 7/13 0125/2010 a 107.25 DEUTSCHE BANK ALEX BROVVN FACE VALUE 20.000.00 (ID: 65129041N-8) 7/8 Purchase UNFTED RENTALS NORTH AM 91/4% DEC 15 2019 DTD 15.000.000 111.30 (16,687.50) 7/13 11/17/2009 0 111.25 CREDIT SUISSE FIRST BOSTON LLC FACE VALUE 15,000.00 (ID: 911365-AU-8) 7/8 Purchase LENNAR CORPORATION 5.6% MAY 31 2015 DTD 7.000 000 99.50 (6,985.00) 7/13 4/28/2005 0 99.50 FIRST UNION CAP MKTSMMEAT FIRST FACE VALUE 7,000.00 (ID: 526057.AS-3) 7/8 Purchase SUPERVALU INC 8% MAY 01 2016 DTD 05/0712009 @ 10.000 000 103.80 (10,375.00) 7/13 103.75 GOLDMAN SACHS & CO. FACE VALUE 10,000.00 (ID: 888536-AT-0) 7/8 Purchase LIMITED BRANDS INC 812% JUN 15 2019 DTD 20.000 000 115.00 (23,000.00) 7/13 12/15/2009 a 115.00 CREDIT SUISSE FIRST BOSTON LLC FACE VALUE 20,000.00 (ID: 532716-AR-8) 7/11 Purchase INTL LEASE FINANCE CORP 81/4% DEC 15 2020 010 4,000.000 110.40 (4.415.00) 7/14 12/07/2010 0 110.375 BANC OF AMERICA SEC LLC FACE VALUE 4,000.00 (ID: 459745-GF-6) 7/11 Purchase RITE AID CORP 712% MAR 01 2017 DTD 02/21/2007 20,000.000 100.80 (20,150.00) 7/14 0 100.75 DEUTSCHE BANK ALEX BROWN FACE VALUE 20,000.00 (ID: 767754-BL-7) J.P, Morgan Page 33 of 35 Confidential Treatment Requested by JPMorgan JPM-SDNY-00050142 Chase CONFIDENTIAL SDNY_GM_00319340 EFTA01522581