EFTA01344535.pdf

I.P. Morgan <Mine - Poshlorm 10/22/13 1:13 PM Positions r-- frH•4.w1Acw. Mol 10/21f2013 }Change 0 i I SELLC DefirstIves (W 00031 atf;rogrese in a View Tax Lolt r Total value S34,371,121.88 Unwalged GardLow 5604,050.05 AcavedIna 1283,10646 Ed. Maas~ne $844,433.78 Cash d Dweep sszsznas Pnoe Vake 014•10e Change Gervtoss Dmorsplim %tarbot D CAMIty Peer (SIM 1/dm (a) CM (SPIL) IJS DOLLAR OUSOPRM7 9.32627168 (0 100 0.004. 1373273.66 8,106.95. 9,32827318 000 LBO CAPtTAL NO.1 PLC 144A VAR RT 50178R941 3,00,000.0 106274 0.14 a 3,166,220.00 4,11900 3,241,50010 49.280.00 121293049 DID 12/192009 HELD BV EUROCLEAR1594 X50473106283 SEDOL 4510139 GLOGAL MORMAGE SECURII17-ATION 378941AV8 3,180,028.446 ug 94.352 4.02 4. 3,000,420.86 -795.00 2025,82638 74,79427 2005-A CL 02 5.250% 04/253032 oto 04342005 PEIROLEOS DE VENEZUELA 6% OCT 28 7116enee 2,600,000.00 86.50 425 2,162,50010 4.250.60 2.250.09193 47,50000 2015 070 10282000 HELD BV EUROCLEAR ISIN XS0460546525 SE001. B5B03PE 71SBOCOt418UFF Eo Set 0820/1480% 40432XFP1 2,000/00,00 10519 -005. 2113,80000 .1500.0. 2.0000000 113,80000 0(0 eAfeltER- 4%CPN 17% CAP erna. kblEt.-004t3 SX4C-27.429 SO MARKET PLUS We CRUDE 08/05114 78423EH56 2.03000000 10116 0.63 a 2.023200 00 12 60300 a 2000,00000 23,200.00 1140 TO CL1 78.75% BARRER- 10%CPN ,UNCAPPED INIIIAL LEVEL-07/2913 CL1:105.86 LLOYDS BANK PLC MIN 9 7/8% DEC 16 64715.003 1,600000.00 119.676 0.12 A. 1,796,12100 1075.00 1127,500.00 170026.00 2021 011) 12/163011 HELD BY EUROCLEAR ISIN XS0717735472 SEDOL B7RIXT1 IMPAC PAS TRUST 20063 Cl. 1122 VAR RT 4526441427 1,624476.26 83073 0.02 a. 1016,42a% 336.38 1,063,322.19 20110%97 04/25/2035 DTD03/03/2005 COUtORMIDE HOME LOANS 2033-1 CL 121660V81 1,24293716 03.931 402 1,14214742 -186.30. 1,18184236 -19,495.73 61 5.750% 03/25/2033 D1D01/01/2033 JP1A CONT BUFF EO SX7P 10116/14 85% 48120/2VE4 1,000,000.00 101.66 0.07 1,016.60000 70000. 1000,00000 1150010 0014714 CARRIER- 014019 25% CAP INI/IAL LEVEL-09,24113 SX7P188.77 STRUCIURED ASSET SECURIIIES CO 665500/0 929,49149 94.107 4.05 874,43032 -464.70. 929,40649 44,78157 2003-10 CL 02 6.030% 0425/2033DM 03/28/2003 COUNTRYINIDE HOME WAM 203126 CL 14300EFIR9 1,329091447 62.706 4.03 835,104.71 .18636. 1.024,015si Maffia» 518.33664% 06/25/2033 DID 06/91/2003 SEQUOIA MORTGAGE TRUST 11 CL BI 817412.014 1,017,216.177 74167 .0.16 1. 271,731.40 401199 750,196.94 21.534.46 VAR 27 12204032 DTD 1020/2032 ACCOR SA ISN FR0000120404 SEDOL AC FP 8,75000 46.2506 UW 0.22 a 40409223 1224.71 337.51237 67.079.36 5852442 33.82 EUR 256.926.00 263~27 42359.73 JC DECAUX INTERNATIONAL MIN DEC FP 10,000.00 391387 USD 0.41 306,367.30 4073.88 327,906.80 70380.50 FR0000377919 SEDOL 7136463 29.13 EUR 29129990 24431745 44,982.54 CARREFOUR SUPERMARCHE ISIN CA FP 10000.00 37.341 USD 41.14 392,080.00 -1.438.22 329,196.98 62,083.02 FR0000120172 SEDOL 5641547 27306 EUR 28970210 247.262.16 39440.34 FRAPC4IT AG MIN DE0005773303 SEDOL FRA GR 8,00000 77,7862 USD 1.09 A. 386.93122 5,45722 a 327,64.17 61,285.05 7107551 5684 EUR 284,40020 24862436 37,875,14 EURO PRINCIPAL CURRENCY OEURPRAA9 283,17822 1.3675 USD 0.0344 387.130.37 -566.36. 377,195.09 10,06628 1.00 EUR 283,17822 283.17822 0,00 RENAULT SA MIN FRO000131908/SECCL REM 400000 93.0207 USD 4.44 372.06300 3,571.09 317,17023 54212.77 4712798 sein EUR 272,060.0 238,727.90 33,362.10 BNP PARIBAS MIN FleMOD131104 SEDOL Me FP 5,000.00 73.5332 UW -0.83. 36286511 4147.01 329,13238 34,63346 7309381 53.77 EUR 266,860.00 247,180.01 21,66939 h tps://1494/94n.cluse.com/Secure/PosItIonsTAS396147042 Page 1072 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0030092 CONFIDENTIAL SDNY GM_00176276 EFTA01344535