I'm going to go ahead and answer my own question. I create a temp table and inserted my SQL Statement into it. The I ran this code against it.
SELECT DISTINCT
[xth].[CLAIM_NUMBER]
, [xth].[TRANSFER_FROM]
, [xth].[FROM_AMOUNT]
, [xth].[TRANSFER_TO]
, [xth].[TO_AMOUNT]
, CONVERT(VARCHAR(32) , [xth].[MAX_TIME] , 110) AS [MAX_TIME]
, [xth].[STATUS]
FROM
[#XX_TEMP_HOLD] AS xth
JOIN
(
SELECT DISTINCT
[xth].[CLAIM_NUMBER]
, MAX([xth].[MAX_TIME]) AS MAX_TIME
FROM
[#XX_TEMP_HOLD] AS xth
GROUP BY
[xth].[CLAIM_NUMBER]
--ORDER BY [xth].[CLAIM_NUMBER]
) JTemp
ON [xth].[CLAIM_NUMBER] = [JTemp].[CLAIM_NUMBER] AND
[xth].[MAX_TIME] = [JTemp].[MAX_TIME]
That gave me the distinct LAST record I needed.