EFTA01463778.pdf

EFTA01463778 EFTA01463779 EFTA01463780 EFTA01463781 EFTA01463782 EFTA01463783 EFTA01463784 EFTA01463785 EFTA01463786 EFTA01463787 ).P. Morgan Online - Positions 9/4/13 10:50 AM Positions SBlfisJesLaifiSi* SFLLC Derivatives (W...0003){ As of 09/503/2013 ( Change 0 Show-1 and: fAtiSumncids ^ Q Vrew^faxUote ■1^-. .ii- TdtatNMyft $70,263,370.41 Unreateed Gain/Loss Accrued tocome Est. Annual t000rne Cash & Sweep $844,523.73 $3,583,456.31 1,688*267.58 0 $i,799,804160 . Value Chanle {V^ I -0.24 ♦ 5,490,250.00 -11,800.00 ♦ 5,498,006.95 - Price Change <Sain/Lpss Cescnphon JPMORGAN CHASE & CO 7.9% PFD 46625HHA1 STK APR 30 2049 DTD 04/23/2008 Sedunts JO Ctuantf^ Pfice 5,000,000.00 109.805 Value ©eat -7,756.95 GENERAL MOTORS CO CV PFD B GM PRB 71,000.00 48.55 126,600.00 26.65 SOUTHERN CAL EDISON 6 1/4% DEC 842400FU2 3,000,000.00 105.333 31 2049 DTD 01/17/2012 -0.1 W 3,447,050.00 -7,810.00 w 3,585,969.22 -0.26 ♦ 3,373,890.00 -32,916.00 ♦ 2,782,242.51 0.18 ^ 3,159,990.00 5,430.00 3,016,649.17 -138,919.22 591,647.49 143,340.83 ALLY FINANCIAL INC 8 1/2% PFD ALLY PRB LBG CAPITAL NO. 1 PLC144A VAR RT 50178R9A1 3,000,000.00 103.171 12/29/2049 DTD 12/15/2009 HELD BY EFTA01463788 EUROCLEAR ISIN XS0473106283 SEDOL B51C139 -1.33 ♦ 3,095,130.00 -39,870.00 3,247,500.00 -152,370.00 ROYAL BANK SCOTLAND GROUP PLC RBS PRT ADR NON-CUMULATIVE SERVICEMASTER COMPANY 8% FEB 81760NAN9 2,500,000.00 15 2020 DTD 02/13/2012 PEtf?OLEOSO6VEN£ZyEtA S01/2% 7165509A8 ' ISIN . se6oL-isse©L3' : ' --v " BANK OF AMERICA CORP 8 1/8% PFD 060505DT8 2,000,000.00 109.934 STK DEC 29 2049 DTD 04/30/2008 GENERAL ELEC CAP CORP 7.125% 369622SN6 2,000,000.00 108.807 DEC 15 2049 DTD 06/12/2012 120,000.00 22.87 -0.07 2,744,400.00 -8,400.00 sr 2,924,400.00 -180,000.00 -278,025.00 95.504 0.00 4/^ 2,387,600.00 100.00 2,665,625.00 2,249,750.00 ■; - 0>00?‹^ . i; Iki78®00 ' A -l^oioG/- ' 2,500,000 00 89.99 0;004» SS' m -S tY-- . V J. w.i." -0.24 ♦ 2,198,680.00 -4,720.00 2,081,180.56 117,499.44 -0.56 ♦ 2,176,140.00 -11,280.00 ♦ 2,122,916.67 53,223.33 https://Jpmorgan.chase.com/Secure/Posltlons7AN396147042 Page 1 of 6 J.P. Morgan Online - Positions 9/4/13 10:50 AM GMAC CAPITAL TRUST I PFD STK 8 ALLY PRA 1/8% EFTA01463789 80,000.00 26.40 -0.14-r 2,112,000.00 -11,200.001,882,773.60 229,226.40 KINDRED HEALTHCARE INC 8 1/4% KND JUN01 2019 DTD 06/01/2011 2,000,000.00 105.25 0,25 A 2,105,000.00 5,000 00 a 1,966,250.00 138,750.00 SG MARKET PLUS WTI CRUDE 08/05/14 LNKD TO CL1 78.75% BARRIER- 10%CPN .UNCAPPED INITIAL LEVEL-07/25/13 CL1:105.68 78423EHS6 2,000,000.00 99.72 -0.11 -r 1,994,400.00 -2,200.00 ^ 2,000,000.00 -5,600.00 HSBC CONT BUFF EQ SX5E 08/29/14 40432XFP1 2,000,000.00 80% EKO BARRIER- 4%CPN 17% CAP INITIAL LEVEL-05/24/13 SX5E;2764.29 3PM VALUE ADVANTAGE FD - INSTL JVAIX FUND 1400 98.96 0.85 a 1,979,200.00 17,000.00 a 2,000,000.00 -20,800.00 78,709.17 25.04 0.08 a 1,970,877.62 6,296.74 a 2,000,000.00 -29,122.38 LLOYDS TSB BANK PLC MTN 9 7/8% G471539D3 1,500,000.00 119.25 DEC 16 2021 DTD 12/16/2011 HELD BY EUROCLEAR ISIN XS0717735822 SEDOL B7FQXT1 -0.04'T 1,788,750.00 -630.00-r 1,627,500 00 161,250.00 CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/01/2007 161630AK4 1,828,512.97 93.819 -1.39 ♦ 1,715,492.58 -25,507.76 -r 1,618,233.98 97,258.60 US DOLLAR OUSDPRAA7 1,688,267.58 3PM 3YRNCCLN TO MTOR 04/16/15 4662A04Q1 1,500,000.00 INITIAL RATE 6.20% CPN DD 04/16/12 1.00 0.00 4> 1,688,267.58 42,175.96 a 1,688,267.58 0.04 a 1,603,950.00 600.00 a 1,500,000.00 0.00 EFTA01463790 106.93 103,950.00 JPY PUT CAD CALL FX EUROPEAN XJPYPBEXZ STYLE OPTION OCT 08, 2013 @ 80.9 GENERAL ELEC CAP CORP 5.250% 369622ST3 1,400,000.00 91.933 12/31/2049 DTD 05/29/2013 1,371,575.51 142,278.62 a 336,952.82 1,034,622.69 0.64 1,287,062.00 8,904.00 a 1,400,000.00 -112,938.00 IMPACCMB TRUST 2005-2 CL 1 M2 45254NNC7 1,542,857.02 82.957 VAR RT 04/25/2035 DTD 03/03/2005 203,765.13 0.03 A 1,279,907.90 478.29 A 1,076,142.77 COUNTRYWIDE HOME LOANS 2003-1 12669DYS1 1,258,961.92 92.766 CL B1 5.750% 03/25/2033 DTD 01/01/2003 -1.27'T 1,167,888.61 -15,976.23 ♦ 1,202,308.63 -34,420.02 MS MARKET PLUS MRK 08/20/14 80% 61761JDA4 1,000,000.00 112.055 EKO BARRIER- 3.55%CPN ,UNCAPPED INITIAL LEVEL-02/14/13 MRK:41.19 -0.15-^ 1,120,550.00 -1,500.00 ♦ 1,000,000.00 120,550.00 uc Ar>\»//vxcDe iMr't eoc riA/n-i #on-<n Ao0'inoArvi: ■1 nnn nnn nn inc nn ▪ cn NI ncn nnn nn ■1 c nnn nn _ -( noc nnn nn •1 c nnn nn https://Jpmorgan.chase.com/Secure/Posltlons7AI-396147042 Page 2 of 6 ).P. Morgan Online - Positions 9/4/13 10:50 AM I IL./nL/VV/n I Ul\0 11^0 t III 9 I ur 1,UUV,UUU.UU I uo.uv - I .wiu lUwlU.000.UU -iKi,uuv/.w • I 0, vwu.uu DTD 03/11/2011 EFTA01463791 GS MXN STEP UP NOTE 11/22/13 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 11/08/12, INITIAL STRIKE: 13.11925 38141GHY3 1,000,000.00 101.869 f -0.19 ♦ 1,018,690.00 -1,910.00 ♦ 1,000,000.00 18,690.00 EARTHLINK INC 8 7/8% MAY 15 2019 ELNK DTD 05/17/2011 1,000,000.00 96.00 -0.52 v 960,000.00 -5,200.00 1,033,500.00 -73,500.00 Value fcbange ($/%) Price Change ($/%) DTD 03/28/2003 Value • : Gain/Lues ($/%) Goat JPM LATIN AMERICA FD - SEL FUND JLTSX 3815 -158,415.85 49,504.95 17.00 0.17 841,584.15 8,415.84 a 1,000,000.00 COUNTRYWIDE HOME LOANS 2003- 12669ERR9 1,347,212.307 61.974 26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 834,921.36 -7,894.66 ♦ 1,037,353.47 -202,432.11 -0.59 -r WTI CALL OPTION USD PUT OPTION OTCBDCPHK STRIKE 110.00 EXPIRING 02/14/2014 250,000 BARRELS SEQUOIA MORTGAGE TRUST 11 CL 81744AAB4 1,027,327.757 74.355 B1 VAR RT 12/20/2032 DTD 10/30/2002 250.00 1.00 I 0.00 4» 776,035.77 78,492.03 jk. 562,500.00 213,535.77 763,869.55 -1,756.73 757,654.23 6,215.32 -0.17 'T FACEBOOK INC-A EFTA01463792 17,500.00 41.87 JPMORGAN CHASE & CO VAR RT 48126HAA8 750,000.00 94.676 07/24/2013 DTD 07/29/2013 FB 0.58 732,725.00 10,080.00 ^ 710,070.00 -67.50 • 665,000.00 750,000.00 67,725.00 -39,930.00 -0.01 • HOMEBANC MORTGAGE TRUST 2004- 43739EAC1 960,981.704 61.572 1 CL 1M1 VAR RT 08/25/2029 DTD 07/30/2004 0.03 591,695.65 240.24 540,552.21 51,143.44 REPUBLIC OF ARGENTINA NOTES 042993956 7,500,000.00 DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN US040114GM64 SEDOL B2PDMW3 7.375 -485,625.00 -0.05 v 553,125.00 -3,750.00 ♦ 1,038,750.00 GENERAL ELECTRIC CO 34,270.92 101,286.00 214,195.10 -1,125.00 GE 23,000.00 23.06 50,000.00 10.47 2,095.00 221.79 450,000.00 99.75 -0.08 -r 530,380.00 -1,840.00 v 523,500.00 30,000.00 m. 464,650.05 18,373.15 a 448,875.00 496,109.08 422,214.00 250,454.95 450,000.00 SANGAMO BIOSCIENCES INC SGMO 0.60 BIOGEN IDEC INC EFTA01463793 BIIB 8.77 A ZIONS BANCORPORATION VAR RT 989701BF3 09/29/2049 DTD 08/13/2013 0.00 MP 0.00 DEUTSCHE BK AG LDN BRH DBL DAG 50,000.00 8.85 442,500.00 -2,500.00 • 352,529.00 89,971.00 -0.05 • https://Jpmorgan.chase.com/Secure/Posltlons7AN396147042 Page 3 of 6 J.P. Morgan Online - Positions 9/4/13 10:50 AM LV^INVP C I IMOO EURO PRINCIPAL CURRENCY OEURPRAA9 283,178.22 1.3157 USD 1.00 EUR 0.00 4 » 372,577.58 -821.22 • 283,178.22 337,871.75 3,606.66 a 256,799.99 335,700.84 7,774.92 a 255,149.99 331,958.98 -4,964.40 • 252,305.98 328,489.24 1,907.21 a 211,498.73 327,814.87 -2,222.46 • 249,156.25 322,839.89 3,494.75 a 245,375.00 317,544.19 4,937.10 a 241,350.00 317,472.00 9,921.00 A 316,845.25 8,887.30 a 297,185.00 315,910.70 4,417.65 a 203,400.00 315,096.99 551.56 a 239,490.00 314,425.98 -3,739.01 • 238,980.00 307,467.00 816.00 a 377,195.09 EFTA01463794 283,178.22 327,986.80 246,317.45 329,196.98 247,262.16 333,823.48 250,714.59 343,600,28 222,817.26 337,612.87 253,565.27 327,646.17 246,524.86 329,132.36 247,180.01 290,997.40 339,220.24 313,066.58 331,777.88 214,034.78 319,967.65 240,317.53 340,287.60 255,882.59 300,000.00 -4,617.51 0.00 3C DECAUX INTERNATIONAL ISIN DEC FP FR0000077919 SEDOL 7136663 10,000.00 33.7872 USD 25.68 EUR 0.36 9,884.95 10,482.54 6,503.86 7,887.83 -1,864.50 1,591.39 -15,111.04 -11,318.53 -9,798.00 -4,409.02 -4,806.28 -1,149.86 -11,588.17 -5,830.01 26,474.60 -22,374.99 -15,881.58 -15,867.18 -10,634.78 EFTA01463795 -4,870.66 -827.53 -25,861.62 -16,902.59 7,467.00 CARREFOUR SUPERMARCHE ISIN CA FP FR0000120172 SEDOL 5641567 10,500.00 31.9715 USD 24.30 EUR 0.74 A AUTOGRILL SA ISIN IT000113734 SEDOL 5256206 AGLIM 21,400.00 15.5121 USD 11.79 EUR -0.23 LLOYDS BANKING GROUP PLC ISIN LLOY LN GB0008706128 SEDOL 0870612 291,000.00 1.1288 USD 0.7268 GBP 0,01 A ACCOR SA ISIN FR0000120404 SEDOL ACCP 5852842 8,750.00 37.4646 USD 28.475 EUR -0.25 -r FRAPORT AG ISIN DE0005773303 SEDOL 7107551 FRAGR 5,000.00 64.568 USD 49.075 EUR 0.70 A BNP PARIBAS ISIN FR0000131104 BNP FP SEDOL 7309681 5,000.00 63.5088 USD 48.27 EUR 0.99 A ARIAD PHARMACEUTICALS INC ARIA 16,535.00 19.20 4,900.00 64.6623 USD 60.65 CHF 0.60 A ADECCO SA-REG ISIN CH0012138605 ADEN SEDOL 7110720 1.81 A COCA-COLA HBC AG ISIN CH0198251305 SEDOL B9895B7 CCH LN 11,300.00 27.9567 USD 18.00 GBP EFTA01463796 0.39 A COMPAGNIE DE SAINT-GOBAIN ISIN SGO FP FR0000125007 SEDOL 7380482 6,750.00 46.681 USD 35.48 EUR 0.08 A VOLKSWAGEN AG PFD ISIN DE0007664039 SEDOL 5497168 VOW3 GY 1,400.00 224.59 USD 170.70 EUR -2.67 v BARCLAYS BANK PLC 7.750% 04/10/2023 DTD 04/10/2013 06739FHK0 300,000.00 102.489 0.27 A LONG TOTAL RETURN SWAP SWPBDRUH6 888,972.00 1.00 i 0.00 0 285,239.42 1,972.86 a f 1,999,999.368942 USD NOTIONAL KOSPTREQ INDEX MAT MAR 20 2014 DEAL 30140386 RENAULT SA ISIN FR0000131906/SEDOL 4712798 -38,310.30 -26,247.90 -153,942.70 100.18 69.89 USD 53.12 EUR -1.42 'r 279,559.93 -5,679.62 • 212,480.00 164,057.30 929,999.82 317,870.23 238,727.90 318,000.00 1,256,100.00 4,000.00 REPUBLIC OF ARGENTINA -ARS NOTES DEC 15 2035 DTD 11/01/2005 0429939R8 10,000,000.00 1.6406 USD 9.30 ARS t 0.00 4 » 0.00 4>. EFTA01463797 https;//Jpmorgan.chase.com/Secure/Posltlons?AI=396147042 Page 4 of 6 J.P. Morgan Online - Positions 9/4/13 10:50 AM HELD BY EUROCLEAR ISIN ARARGEO3E147 SEDOL BOS5SP7 PURCHASE - JPY PUT USD CALL FX XJPYPBFJZ EUROPEAN STYLE OPTION SEP 10, 2013 @ 100. SWISS FRANC 37,047.40 24,677.70 a 121,500.00 -84,452.60 OCHFPRAA4 0.01 1.0662 USD 1.00 CHF -0.01 • 0.01 0.00 41. 0.01 0.00 0.01 0.01 0.00 CANADIAN DOLLAR OCADPRAA6 0.01 0.9487 USD 1.00 CAD 0.00 4» 0.01 0.00 4^ 0.01 0.00 0.01 0.01 0.00 JPY CALL CAD PUT FX EUROPEAN XJPYCATZZ STYLE OPTION OCT 08, 2013 @ 76.9 AT EXP Kl @ 69.65 WRITE - JPY PUT USD CALL FX EUROPEAN STYLE OPTION SEP 10, 2013 @ 105. WRITE - JPY CALL USD PUT FX EUROPEAN STYLE OPTION SEP 10, 2013 @ 97.25 AT EXP Kl @94.75 BUY JPY SELL CAD FORWARD CONTRACT FX RATE 93.7300000TRADE 08/23/13 VALUE 10/10/13 EFTA01463798 -0.02 0.69 41. -336,952.82 336,952.80 X3PYPBFKZ -471.64 ^05.70 • -36,500.00 36,028.36 X3PYCAUIZ -1,463.66 9,183.18 A -85,000.00 83,536.34 FXJPYBERE -29,518.86 -61,166.22 -29,518.86 WTI PUT OPTION USD CALL OPTION OTCBDPKGF STRIKE 93.50, K1 @ EXP 83.50 EXPIRING 02/14/2014 250,000 BARRELS -250.00 1.00 I 0.00 4». -654,958.72 18,133,61 a -562,500.00 -92,458.72 Totals $70,263,376.41 $179,060.36 $68,178,332.39 $1,799,804.60 Where are my other accounts B Where applicable, acquisition date, cost, and gain/loss values may reflect special calculations rules used for gifted securities. Quotes delayed by at least 20 minutes. Market data provided by Interactive Data INVESTMENT PRODUCTS: NOT FDIC INSURED I NO BANK GUARANTEE I MAY LOSE VALUE J.P. Morgan Securities LLC (JPMS) and J.P. Morgan Clearing Corp. (JPMCC) (both members of FINRA, NYSE, and SIPC); and Chase Insurance Agency, Inc. (CIA) (a licensed Insurance https://3pmorgan.chase.com/Secure/Posltlons7AN396147042 Page 5 of 6 J.P. Morgan Online - Positions 9/4/13 10:50 AM Positions Selected View As of 09iS53S013 { <3ftange 0 Jeepers Derivatives Show- - 0 Viewtox^feote T!ota}\^lue $26*552,991.46 Unreafeod Gain/Loss ' Aocrueci fecotne $0.00 Est.Anoaat Income Gash 3 Sweep $f2,013;04 26*019,16348 0 EFTA01463799 -$44#o.oe • ' m m Price Change Security 10 • Quantity Priee m m ($/%) OUSDPRAA7 25,019,163.48 1.00 152,771.711 10.04 Value- ' Change ;. mm . 0.00 4Ir 25,019,163.48 209.56 .*. 25,019,163.48 0.01 ji. 1,533,827.98 6,856.14 1,538,398.04 . Gain/Loss Om Oeschptien US DOLLAR Cost Value 0.00 JPM TR I FLOAT RATE INC FD FUND 2808 JPHSX 3.96% -4,570.06 Totals $26,552,991.46 $7,065.70 $26,557,561.52 -$4,570.06 Where are my other accounts @ Where applicable, acquisition date, cost and gain/loss values may reflect special calculations rules used for gifted securities. Quotes delayed by at least 20 minutes. Market data provided by Interactive Data INVESTMENT PRODUCTS: NOT FDIC INSURED I NO BANK GUARANTEE I MAY LOSE VALUE J.P. Morgan Securities LLC (JPMS) and J.P. Morgan Clearing Corp. (JPMCC) (both members of FINRA, NYSE, and SIPC); and Chase Insurance Agency, Inc. (CIA) (a licensed Insurance agency, doing business as Chase Insurance Agency Services, Inc, in Florida) are affiliates of JPMorgan Chase Bank, NA. (JPMC) (a member of FDIC). View Statement of Financial Condition I View Sweep Option Yields Bank Products and Services, including fiduciary and custody products and services, are offered through JPMC and its bank affiliates. Securities and Investment Services are provided by the following entities: For Clients of J.P. Morgan's Private Bank or Private Wealth Management: Securities Services by JPMS; Custody Services by JPMC and JPMCC; Clearing Services by JPMCC. For Clients of J.P. Morgan Securities: Securities & Investment Advisory Services by JPMS; Clearing & Custody Services by JPMCC. For Clients of Chase Private Client: Securities & Investment Advisory Services by JPMS; Clearing & Custody Services by JPMCC; Annuities & Insurance Products* by various insurance companies and offered through CIA. 'Products not available in all states. https://Jpmorgan.chase.com/Secure/Posltlons7AN383567372 EFTA01463800 Page 1 of 2 J.P. Morgan Online - Positions 9/4/13 10:50 AM Positions Sefected View M of 09/03^0t3 f Ohawge 0 SFLLCAssetQ/ii^00^^^^^^ mSiiow-1„Aif am* piiiiigtIfciS Par, Q. .VfewTax tote TotarNktu» $23,^61,80439 lifirealteeci S.ain/:Loss - Accruecnnccrrie Est. Annual I rteorne ' Casii;;& Sweep , 14,443,138.51 8 $1,m,046.56 $915,493.25 $0.43 Price Ghange {$m) 0.00 4*- 14,443,138.51 0.34 ^ 6,771,029.61 89,473.38 ^ 4,999,983.00 -0.06 • 1,146,330.00 -4,230.00 ^ 0.60 4. 1,112,230.89 13,051.80 4^ 0.00 4^ Vattts ^Change 123.36 4. 14,443,138.51 Gain/Loss im) 0esonptten US DOLLAR Security }0 Quantity OUSDPRAA7 14,443,138.51 Cost Price Value 1.00 0.00 APOLLO GLOBAL MANAGEMENT LLC APO 263,157.00 25.73 70,500.00 16.26 21,753.00 51.13 199,036.62 1.00 f 1,771,046.61 ASCENA RETAIL GROUP INC COM ASNA JP MORGAN CHASE & CO JPM EFTA01463801 I JPM PRIME MM FD - INSTL FUND 829 JINXX 0.03% 0.00 4^ 199,036.62 199,036.62 0.00 BOMBARDIER INC CL B BDRBF - .>> 20,000.00 4.5064 -0.03 • 90,128.54 -685.74 • POUND STERLING OGBPPRAA9 0.14 1.5531 USD 1.00 GBP 0.01 4. 0.22 0.00 4*. 0.27 -0.05 0.14 0.14 0.00 Totals $23,761,894.39 $97,732.80 $19,642,158.40 $1,771,046.56 Where are my other accounts g Where applicable, acquisition date, cost, and gain/ioss vaiues may reflect special calculations mies used for gifted securities. Quotes delayed by at least 20 minutes. Market data provided by interactive Data. INVESTMENT PRODUCTS: NOT FDIC INSURED I NO BANK GUARANTEE I MAY LOSE VALUE https://Jpmorgan.chase.com/Secure/PosltlonsTAN396147043 Page 1 of 2 J.P. Morgan Online - Positions 9/4/13 10:50 AM Positions fhaze Derivatives (W...4006) lected View ■ . As^mmmon [ Change 0 lehow Q Vi6Wrax--lots TbtalV^ue $22,178,616.04 Unreateed Gain/Loss Aeorued Inoome 4^74,194.52 . . $225,417.74 Est. Anhusl Income , Gash .&Gwesp $1,074,580.36 5^,76644 CD ; Value ■ ^ Change EFTA01463802 'value- ■($/%)■ 1.00 0.00 4^ 5,001,766.64 42.31 * 5,001,766.64 : ■ . ■ Change Secufity ID Quantify ■ :Phce • ($/°76f ■ 870994928 5,001,766.64 BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 060505DT8 3,000,000.00 109.934 -0.24 ♦ 3,298,020.00 -7,080.00-»r 3,389,620.83 2049 DTD 04/30/2008 GaWliOSS Descnj^h • JPM TAX FREE PREMIER SWEEP FD #92 0.01% (i$m Cost • 0.00 -91,600.83 JPMORG/^ CHASES CO 7.9% PFD STK APR 30 2049 46625HHA1 3,000,000.00 109.805 -0.24 ♦ 3,294,150.00 -7,080.00 ♦ 3,337,958.33 DTD 04/23/2008 JPM HIGH YIELD FD - SEL FUND 3580 5.37% -43,808.33 OHYFX 326,870.729 JPM TR I FLOAT RATE INC FD FUND 2808 3.96% JPHSX 203,938.513 JPM 3YRNCCLN TO MTOR 04/16/15 INITIAL RATE 4662A04Q1 1,500,000.00 6.20% CPN DD 04/16/12 2,628,040.66 16,925.84 * 2,704,385 15 10.04 0.01 * 2,047,542 67 9,152.41 * 2,057,601.37 106.93 0.04 8.04 0.01 -76,344.49 -10,058.70 103,950,00 1,603,950.00 600.00 * 1,500,000.00 PEABODY ENERGY CORP SR NOTES 7 3/8% NOV 1 BTU 2016 DTD 10/12/2006 1,200,000.00 112.00 0.00 1,344,000.00 0.00 o 1,363,500.00 -19,500.00 KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD KND 06/01/2011 1,000,000.00 105.25 0.25 * 1,052,500.00 2,500,00 * 996,250.00 56,250.00 GSR MORTGAGE LOAN TRUST 2005-5FCL B1 5.7598% 06/25/2035 DTD 05/01/2005 CHASE MORTGAGE FINANCE CORPORATION SER 161630BZ0 705,208.15 76.987 -0.39-r 2007-A1 CL 12A3 5.5595% MAR 25 2037 DTD 02/01/2007 36242D7X5 1,234,781.09 995,727.47 -5,581.21 ♦ 1,203,139.84 -207,412.37 80.64 -0.45 'T 542,918.60 -2,757.36 • EFTA01463803 553,588.40 -10,669.80 IPAYMENT INC 10 1/4% MAY 15 2018 DTD 11/15/2011 46262EAE5 500,000.00 370,000.00 ^,900.00 445,000.00 -75,000.00 74.00 -0.98 tr Totals $22,178,616.04 $1,821.99 $22,552,810.56 -$374,194.52 https://Jpmorgan.chase.com/Secure/PosltlonsTAN308833384 Page 1 of 2 J.P. Morgan Online - Positions 9/4/13 10:51AM Positions ■ Selected View STC Asset (W-00021 , AsofG9£i3/2013 { Ohertge Show- -Q. ■ vjewTax.'iofe Total Value $5,391,431.82 URrealiz6d::@atn/tOSs -$658,130.00 ACffirued ln:eo:me Est. Annua ( in come $57,610.00 $290,897.47 Cash & Swee 574,681.82 s • ;■ ■ ' ■ Price ■ ...Change SeeuritytD fJuantity Pnee l$P61 PETROLEOS DE VENEZUELA S 8 1^% NOV 02 2017 7165509A8 2,000,000.00 89.99 0.004» 1,799,800.00 DTD 10/29/2010 HELD BY EUROCLEAR ISIN USP7807HAK16 SEDOL B5SCOL3 ALLY FINANCIAL INC 8 1/2% PFD • Value Shart.ge ■ ■ oain/Loss • . 0.00 1,985,000.00 -185,200.00 Description Cost Value ALLYPRB 57,000.00 26.65 -0.26 ♦ 1,519,050.00 -14,820.00 ♦ 1,489,980.00 HSBC BRL STEP UP NOTE 4/21/14 LNKD TO BRL VS 40432XE56 1,000,000.00 76.13 0.004> 761,300.00 USD 85%BARRIER- 5%CPN-28.5% MXRTRN 4/5/13 INITIAL STRIKE: 2.0035 29,070.00 EFTA01463804 0.00 1,000,000.00 -238,700.00 HSBC BRL STEP UP NOTE 3/27/14 LNKD TO BRL VS 40432XD32 1,000,000.00 73.67 \ 0.00 4^ 736,700.00 USD 85%BARRIER- 56CPN-28.596 MXRTRN 3/13/13; INITIAL STRIKE: 1.9619 US DOLLAR 0.00 4f 1,000,000.00 -263,300.00 OUSDPRAA7 574,681.82 1.00 0.00 4*. 574,681.82 4.82^ 574,681.82 0.00 Totals $5,391,531.82 -$14,815.18 $6,049,661.82 -$658,130.00 Where are my other accounts g Where applicable, acquisition date, cost, and gain/loss values may reflect special calculations used for gifted securities. Quotes delayed by at least 20 minutes. Market data provided by Interactive Data INVESTMENT PRODUCTS: NOT FDIC INSURED I NO BANK GUARANTEE I MAY LOSE VALUE https://Jpmorgan.chase.com/Secure/Posltlons7AN394712164 Page 1 of 2 J.P. Morgan Online - Positions 9/4/13 10:51 AM Positions As of 08/03/2013 ('Sfjange 0 Southern Trust L Cameron (W...500^ W, Q V}ew.laxU)ts ■fc, Sr-.,m/!>4 Total Value Uiweatized 0aia/toss ' Acoaied locome $5,107,821.53 1st. Annual Income' Cash & Sweep 6/378,513.35 (I> $0.00 $85,510.18 $637.95 Price ■; Change - Secaie^t0 • Quantity , POae - ($/96) OUSDPRAA7 6,379,513.35 ® 1.00 value . Change ("96) ■ 0.00 4> 6,379,513.35 6,992,853.15 a 6,379,513.35 0.00 -24,249.32 • .. ' Gain/Loss OestmirttOh US DOLLAR • Cost EFTA01463805 Value 0.00 BUY USD SELL NZD FORWARD CONTRACT FX FXUSDBMKT RATE .7830000TRADE 08/22/13 VALUE 09/03/13 BUY USD SELL GBP FORWARD CONTRACT FX FXUSDBMKS RATE 1.5592130TRADE 08/22/13 VALUE 09/03/13 0.00 0.00 -9,512.74 'T 0.00 BUY USD SELL AUD FORWARD CONTRACT FX FXUSDBMKR RATE .9010000TRADE 08/22/13 VALUE 09/03/13 BUY USD SELL NZD FORWARD CONTRACT FX FXUSDBMMH RATE .7770950TRADE 08/28/13 VALUE 09/03/13 BUY USD SELL NZD FORWARD CONTRACT FX FXUSDBMMP RATE .7770000TRADE 08/29/13 VALUE 09/23/13 BUY USD SELL GBP FORWARD CONTRACT FX FXUSDBMMO RATE 1.5490000TRADE 08/29/13 VALUE 09/23/13 0.00 -22,399.37 -r 0.00 -3,054.91 -6,810.00 • -3,054.91 -4,847.27 -21,332.59-r -4,847.27 -7,168.99 -9,553.02 • -7,168.99 BUY GBP SELL USD FORWARD CONTRACT FX FXGBPBDLV RATE 1.5636330TRADE 08/21/13 VALUE 09/23/13 -7,461.95 6,695.42,*, -7,461.95 WRITE - NZD CALL USD PUT FX EUROPEAN XNZDCADEZ STYLE OPTION FEB 06, 2014 @ .8 KO @ 0,77 WRITE - AUD PUT USD CALL FX EUROPEAN XAUDPAJEZ STYLE OPTION JAN 24, 2014 @ .89 WINDOW -9,356.17 -6,185.87 -15,280.00 5,923.83 -11,757.94 64,862.83 a -43,654,50 31,896.56 https://Jpmorgan.chase com/Secure/Posltlons7AI=410634821 Page 1 of 3 I.P. Morgan Online - Positions 9/4/13 10:51AM RKI @ 0,8760 UNTIL 9SEP13 BUY USD SELL AUD FORWARD CONTRACT FX FXUSDBMMN RATE .8940000TRADE 08/29/13 VALUE 09/09/13 WRITE - CAD CALL USD PUT FX EUROPEAN XCADCAFGZ STYLE OPTION FEB 11, 2014 @ 1.02 WRITE - JPY CALL USD PUT FX EUROPEAN XJPYCAUWZ STYLE OPTION JAN 29, 2014 @ 95. Kl @ 94 KO @101 EFTA01463806 WRITE - NZD CALL USD PUT FX EUROPEAN XNZDCADDZ STYLE OPTION JAN 23, 2014 @ .82 Kl @ 0.845 KO @ 0.768 WRITE - GBP CALL USD PUT FX EUROPEAN XGBPCAOVZ STYLE OPTION FEB 06, 2014 @ 1.57 Kl @ 1.585 KO@ 1.53 -AUD CALL USD PUT FX EUROPEAN SiAUOCAFKZ SSTYI£ GW6j^ JAN 24, 2014 @ 94 Kl @ 0.96 -22,139.16 -30,005.98 • -22,139.16 -27,294.76 235.84 a. -58,500.00 31,205.24 -27,433.97 37,929.55 a. -71,250.00 43,816.03 -31,020.57 -17,405.67 ♦ -82,000.00 50,979.43 -63,157.52 -17,989.86 w -49,847.50 -13,310.02 -41.445.84 V; ifi. - '.-9l;aSG4}6.-■ . V . w a' , ». «. A .. .1. A Of' . V WRITE - NZD PUT USD CALL FX EUROPEAN XNZDPAEVZ STYLE OPTION OCT 24, 2013 @ .8 KO @ 0.84 AUSTRALIAN DOLLAR -85,571.46 16,553.92 a -43,320.00 -42,251.46 OAUDPRAA8 -1,000,000.00 g 0.9061 USD 1.00 AUD 0.02 A -906,099.96 -2,687,399.81 • -1,000,000.00 -897,000.00 -9,099.96 -1,000,000.00 0.00 Totals $5,107,821.53 $4,224,870.64 $5,022,311.35 $85,510.18 Where are my other accounts B EFTA01463807 Where applicable, acquisition date, cost, and gain/loss values may reflect special calculations rules used for gifted securities. Quotes delayed by at least 20 minutes. Market data provided by Interactive Data. INVESTMENT PRODUCTS: NOT FDIC INSURED \ NO BANK GUARANTEE I MAY LOSE VALUE J.P. Morgan Securities LLC (JPMS) and J.P. Morgan Clearing Corp. (JPMCC) (both members of FINRA, NYSE, and SIPC); and Chase Insurance Agency, Inc. (CIA) (a licensed Insurance agency, doing business as Chase Insurance Agency Services, Inc. in Florida) are affiliates of 3PMorgan Chase Bank, N.A. (JPMC) (a member of FDIC). View Statement of Financial Condition I View Sweep Option Yields Bank Products and Services, including fiduciary and custody products and services, are offered through JPMC and its bank affiliates. Securities and Investment Services are provided by the following entities: For Clients of J.P. Morgan's Private Bank or Private Wealth Management; Securities Services by 3PMS; Custody Services by JPMC and 3PMCC; Clearing Services by hops://3pmorgan.chase.com/Secure/Posltlons?AI=410634821 Page 2 of 3 EFTA01463808