EFTA01343935.pdf

J.P. Morgan Online - Positions 9/12/13 11:33 AM 02)01/2907 a 3YR NC CLN TO MTICIR 4362A04021 tecom.co 107.06 0.02 A 1,805,900.00 300.00 a 1,500,000 00 105,900.00 04116/16 INITIAL RAW 6-20% CPN DO 04116/12 JPY PUT CAD CALL FX XJPYPINDIZ 1,676,637.82 -14112704 • 336.952,82 1,241,684 80 EUROPEAN STYLE OP11ON OCT OS, 20134180.9 GENERAL ELEC CAP CORD 388822313 1,400,000.00 92.518 0.66 a 1296252.00 7.770.00 a 1,400000.00 -104.748.00 6.250%12/31/2040 UM 05/29/2013 IMPAC CM! TRUST 200S -2a 45254NNC7 1,542457 02 83009 OM 4) 1280,71006 46.26 a 1,076,142.77 204,68741 1U2 VAR RT 04/25/2035 DTD 03,03)2005 COUNTRY CIE HOLE LOANS 126000Y31 1258,981.92 92.66 0.06 a 1,166,42822 1.007.17 a 1,202.006.63 45,1%0.41 2003-1 a B1 6.760%03/25/2033 DID 01/01)2003 MS MARKET PLUS MIRK 08/20/11 61761.1007 1,000,030.00 118025 0.34 a 1,110,260.00 3.100.00 a 1,000,00000 110260.00 00% BO BARRIER• 3.5.5%CPN ,UNCAPPED INITIAL LEVEL- O2/14/13 MRK:41.19 HEADWATERS R4C 7825 4221OWO5 1.00000000 10680 0.60 a 1,056.001100 6,00000 a 1,036000.00 20,00:0A0 04/01/2010 DID 03/11/2011 OS IOW STEP UP NOTE 11/22/13 38141G4Y3 1.00000000 104.168 7 OM a 1,041,580.00 20000 a 1.00000000 41,66080 UDO TO MXN VS USD 8.5138ARRIER- 6% ATM CPN- 22.9%MXRTRN 1106112.04,22222 STRIKE: 13.11925 EARTHLINK INC 8 7/8% MAY 15 ELNK 1,000,000.00 0025 0.25 a 982.600.00 2,30.00 a 1,033400.00 -71.000.00 2019 IND 06/17/2011 JPM LATIN AMERICA FD • SEL JLTISX 40604.95 18.14 4.07 896,019.79 -3466.36 toocumoo -101.98021 FUND 3813 STRUCTURED ASSET 88360,447A5 936,183.78 93926 022 a 670,894.30 2,022.16 a 938163.76 46.28246 SECURITIES CO 2003.10 CI. 82 8 030% 04/25/2033 DTD 0328/2033 COUNIRYWDE HOME LOANS 12689ERR9 1,347212.307 81.867 0.06 a 833,479.64 633.19 a 1.037,35347 -203,87303 2003,26 CL 815.33604% 06,2612033 DID 00101/2003 FACEBOOK INC-A Fe 17,60000 15.04 144 a 786,20080 25,200.00 a 66800040 1232OO.W SEQUOIA MORTGAGE TRUST 11 M74O1AB4 1,027,327.787 71.326 024 a 763,66126 2434.77 a 752(6423 6,907.13 CIL I31 VAR RT 12/20/2032 DTD 1O.OOQO32 JP1ACRGAN CHASE a CO VAR 46124HAA8 760,00080 83.939 4.06. 704,892.60 46730 750.000.00 -48307.50 RT 07/24/2013 DID 072912013 HOMEBANC MORTGAGE TRUST 43739EAC1 960,981.704 61.817 0.02 a 691,187.11 16326 a 540,65221 50.614.90 2004-1 CL 1M1 VAR RT 08026/2029 DM 07/30/2004 REPUBLIC OF ARGENTINA 042903966 7)500000W 7.790 0.37 a 614,925.00 28.030.00 . 2038,76000 -46302800 NOTES DEC 15 2035 DID 110112005 FELD BY EUROCLEAR ISIN USO4O114(14884 SEIM. EIWOMIACI G@ERAL ELECTRIC CO OE 23,000.00 2400 022 a 564,070£0 6,000.00 a 496009.08 67.960.92 WTI CALL OPTION USD PUT OTCBDCWIK 26000 1.00 7 0.0040 519233.46 -82374.81 /r 562.600.00 -13,266.35 OP/14334 STRIKE 110.00 EXPIRING 02/14/2014 250,000 BARRELS SANGAMO elosceNcEs INC SGMO 60000.00 10.67 -021. 528600.00 -10.500.00 422214.00 103280.00 BICOEN IDEC INC BIIB 2.096.00 236.27 7.58 a 494,886.66 18871.72 a 250,454.96 244,530.70 DEUTSCHE BK AG LDN BRH DIE DAG 50,00000 8.83 0.00i) 441400130 0.004, 352029.00 88971.00 LONG ETN38 LOW TOTAL RETURN SWAP SWPBORUH6 888,972.3) 1.00 7 0.0944 4080031.41 4,21702 - 1,999,909.381942 USD NOTIONAL KOSPTREO INDEX MAT MAR 20 2014 DEAL 30140388 EURO PRINCIPAL CURRENCY OEURPRAA9 28307822 1.3301 USD 0.004) 376,889.60 991.12 a 377,19609 -SW39 Page 2 of 4 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0028918 CONFIDENTIAL SONY GM_00175102 EFTA01343935