EFTA01350687.pdf

DB Account Number Description Ticker Cusip As-of Date Local CCY Base CCY Trad e Date Quantity Settlement Date Quantity Local Price Base Price Pricing Date Loca 1 Trade Date Cost Base Trade Date Cost Local Settlement Date Cost Base Settlement Date Cost Local Trade Date Market Value Base Trade Date Market Value Local Settlement Date Market Value Base Settlement Date Market Value Local Accrued Income Base Accrued Income Loca 1 Est. Annual Income Base Est. 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670708 0241499376 Benchmark Aware SERVICEMASTER COMPANY 8% FEB 15 2020 DTD 02/13/2012 ZZZZ 0 16/0 9/2013 USD USD 2500000.0 2500000.0 0.0 99.52 16/09/2013 2665625.0 2665625.0 2665625.0 2665625.0 2488000.0 2488000.0 2488000.0 2488 000.0 17777.5 17777.5 200000.0 200000.0 -177625.0 -177625.0 1.0 15/0 2/2020 8.0 CCC+ CAA1 17777.5 0.0 0.0 9710670708 0241499376 0.0 0.0 HEADWATERS INC 7.625 04/01/2019 DTD 03/11/2011 16/09/2013 SD 1000000.0 1000000.0 0.0 105.75 16/09/2013 1035000.0 1035 000.0 1035000.0 1035000.0 1057500.0 1057500.0 1057500.0 1057500.0 35159.0 35159.0 76250.0 76250.0 22500.0 22500.0 1.0 01/04/2019 7.625 B+ B2 3515 9.0 0.0 0.0 9710670708 0241499376 0 BARCLAYS BANK PLC 7.750% 04/10/2023 DTD 04/10/2013 16/0 9/2013 USD USD 300000.0 300000.0 0.0 102.808 16/09/2013 300000.0 300000.0 300000.0 300000.0 308424.0 308424.0 308424.0 3084 24.0 10139.4 10139.4 23250.0 23250.0 8424.0 8424.0 1.0 10/04/2023 7.75 BB+ NR 10139.4 0.0 0.0 9710670708 0241499376 0.0 0.0 COCA-COLA HBC AG ISIN SEDOL CCH LN 588874917 16/0 9/2013 GBP USD 11300.0 11300.0 19.58 31.202 16/09/2013 214034.78 331777.88 214034.78 331777.88 221253.998 352579.3 221253.998 352579.3 0.0 0.0 0.0 0.0 7219.22 20801.42 1.593549 0.0 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 LLOYDS TSB BANK PLC MTN 9 7/8% DEC 16 2021 DTD 12/16/2011 HELD BY EUROCLEAR ISIN SEDOL 16/09/2013 USD USD 1500000.0 1500 000.0 0.0 119.813 16/09/2013 1627500.0 1627500.0 1627500.0 1627500.0 1797195.0 1797195.0 1797195.0 1797195.0 111504.0 111504.0 1481 25.0 148125.0 169695.0 169695.0 1.0 16/12/2021 9.875 BBB- BA1 111504.0 0.0 0.0 9710670708 0241499376 .0 0.0 GENERAL ELEC CAP CORP 5.250% 12/31/2049 DTD 05/29/2013 16/0 .1.10 ISD USD 1400000.0 1400000.0 0.0 89.968 16/09/2400000.0 EFTA01350687  1400000.0 1400000.0 1400000.0 1259552.0 1259552.0 1259552.0 1259 552.0 21232.4 21232.4 73500.0 73500.0 -140448.0 -140448.0 1.0 31/12/2049 5.25 AA- BAA1 21232.4 0.0 0.0 9710670708 0241499376 US36 0.0 0.0 JPMORGAN CHASE & CO VAR RT 07/24/2013 DTD 07/29/2013 ZZZZ 16/0 9/2013 USD USD 750000.0 750000.0 0.0 93.875 16/09/2013 750000.0 750000.0 750000.0 750000.0 704062.5 704062.5 704062.5 7040 62.5 5749.5 5749.5 45000.0 45000.0 -45937.5 -45937.5 1.0 29/12/2049 6.0 BBB BA1 5749.5 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 'MI MI BIOGEN IDEC INC BIIB 16/09/2013 USD USD 2095.0 2095 .0 0.0 239.57 16/09/2013 250454.95 250454.95 250454.95 250454.95 501899.15 501899.15 501899.15 501899.15 0.0 0.0 0.0 0.0 2514 • . . . 9710670708 0241499376 Benchmark Aware 0.0 0.0 ROYAL BANK SCOTLAND GROUP PLC ADR NON-CUMULATIVE RBS PRT 780097713 16/0 9/2013 USD USD 120000.0 120000.0 0.0 22.91 16/09/2013 2924400.0 2924400.0 2924400.0 2924400.0 2749200.0 2749200.0 2749200.0 2749 200.0 54375.0 54375.0 217560.0 217560.0 -175200.0 -175200.0 1.0 31/1 2/2049 7.25 NA P-2 54375.0 0.0 0.0 9710670708 0241499376 Benc hmark Aware 0.0 0.0 EARTHLINK INC 8 7/8% MAY 15 2019 DTD 05/17/2011 ELNK 16/09/2013 USD USD 1000000.0 1000000.0 0.0 96.092 16/09/2013 1033500.0 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3585969.22 3585969.22 3585 969.22 3553550.0 3553550.0 3553550.0 3553550.0 0.0 0.0 168625.0 168625.0 -32419.22 -32419.22 1.0 0.0 NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 GMAC CAPITAL TRUST I PFD STK 8 1/8% ALLY PRA 361860208 16/09/2013 USD USD 80000.0 80000.0 0.0 26.6 16/09/2013 1882773.6 1882773.6 1882 773.6 1882773.6 2128000.0 2128000.0 2128000.0 2128000.0 0.0 0.0 162480.0 162480.0 245226.4 245226.4 1.0 15/02/2040 812.5 NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 SOUTHERN CAL EDISON 6 1/4% DEC 31 2049 DTD 01/17/2012 16/0 9/2013 USD USD 3000000.0 3000000.0 0.0 103.417 16/09/2013 3016649.17 3016649.17 3016649.17 3016649.17 3102510.0 3102510.0 3102510.0 3102 510.0 23958.0 23958.0 187500.0 187500.0 85860.83 85860.83 1.0 31/1 2/2049 6.25 BBB- BAA2 23958.0 0.0 0.0 9710670708 0241499376 0.0 0.0 GENERAL ELEC CAP CORP 7.125% DEC 15 2049 DTD 06/12/2012 16/0 9/2013 USD USD 2000000.0 2000000.0 0.0 108.432 16/09/2013 2122916.67 2122916.67 2122916.67 2122916.67 2168640.0 2168640.0 2168640.0 2168 640.0 36416.0 36416.0 142500.0 142500.0 45723.33 45723.33 1.0 15/1 2/2049 7.125 AA- BAA1 36416.0 0.0 0.0 9710670708 0241499376 Benc hmark Aware 0.0 0.0 US DOLLAR 16/09/2013 USD USD 1.445414156E 7 1.445414156E7 0.0 1.0 16/09/2013 1.445414156E7 1.445414156E7 1.445414156E 7 1.445414156E7 1.445414156E7 1.445414156E7 1.445414156E7 1.445414156E7 0.0 0.0 1445.414 1445.414 0.0 0.0 1.0 0.0 0.0 0.0 0.0 9710670708 0241499376 0.0 0.0 BOMBARDIER INC CL B BDRBF 097751200 16/09/2013 USD USD 2000 0.0 20000.0 0.0 4.81 16/09/2013 0.0 0.0 0.0 0.0 96203.26 9620 3.26 96203.26 96203.26 494.34 494.34 2040.0 2040.0 0.0 N/A 1.0 0.0 NA 494.34 0.0 0.0 9710670708 0241499376 Benchmark Aw are 0.0 0.0 JPM PRIME MM FD - INSTL FUND 829 0.03% JINXX 16/09/2013 USD USD 199036.62 199036.62 0.0 1.0 13/09/2013 199036.62 199036.62 199036.62 199036.62 199036.62 199036.62 199036.62 199036.62 2.25 2.25 0.0 0.0 0.0 0.0 1.0 0.0 2.25 0.0 0.0 9710670708 0241499376 0.0 0.0 ASCENA RETAIL GROUP INC COM ASNA 04351G101 16/09/2013 USD USD EFTA01350688 70500.0 70500.0 0.0 16.91 16/09/2013 0.0 0.0 0.0 0.0 1192155.0 1192 155.0 1192155.0 1192155.0 0.0 0.0 0.0 0.0 0.0 N/A 1.0 0.0 NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aw 0.0 0 0 illi JP MORGAN CHASE a CO JPM 16/09/2013 USD USD 2175 3.0 21753.0 0.0 53.14 16/09/2013 0.0 0.0 0.0 0.0 1155954.42 1155 954.42 1155954.42 1155954.42 0.0 0.0 33064.56 33064.56 0.0 N/A 1.0 0.0 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 APOLLO GIIIIII IIIIIPLENT LLC APO 037612306 16/09/2013 USD USD 263157.0 263157.0 0.0 29.21 16/09/2013 4999983.0 4999983.0 4999 983.0 4999983.0 7686815.97 7686815.97 7686815.97 7686815.97 0.0 0.0 878944.38 878944.38 2686832.97 2686832.97 1.0 0.0 NA 0.0 0.0 0.0 9710670708 0241499376 US Equity Benchmark Aware US03 76123065 0.0 0.0 000000478137727 US DOLLAR 16/09/2013 USD USD 330321.05 330321.05 0.0 1.0 16/09/201 30321.05 330321.05 330321.05 3303 21.05 330321.05 330321.05 330321.05 330321.05 0.0 0.0 0.0 0.0 0.0 0.0 1.0 0.0 0.0 0.0 0.0 9710670708 0241 499376 0.0 0.0 EFTA01350689 JPM Account Number Description Ticker Cusip As-of Date Local CCY Base CCY Trad e Date Quantity Settlement Date Quantity Local Price Base Price Pricing Date Loca 1 Trade Date Cost Base Trade Date Cost Local Settlement Date Cost Base Settlement Date Cost Local Trade Date Market Value Base Trade Date Market Value Local Settlement Date Market Value Base Settlement Date Market Value Local Accrued Income Base Accrued Income Loca 1 Est. Annual Income Base Est. Annual Income Local Unrealized G/L Base Unrealized G/L Mark et Spot Rate Maturity/Contract Expiry Date Coupon/Interest rate SZE, Rating Moody Rating Accrued Interest Limit Available DM ECI ECI Region of Risk Implementation Vehic le JPMS ADP ISIN Trade Type Original Face Amount Price with Sinking Bond Fact or included LLOYDS BANKING GROUP PLC ISIN SEDOL LLOY LN G91101108 illeire it GBP USD 291000.0 291000.0 0.774 1.233 16/09/2013 2228 17.26 343600.28 222817.26 343600.28 225117.555 358736.07 225117.555 358736.07 0.0 0.0 0.0 0.0 2300.29 15135.79 1.593549 0.0 NA NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 ACCOR SA ISIN SEDOL AC FP 16/09/2013 EUR USD 8750.0 8750.0 31.215 41.68 16/09/2013 253565.291111397612.87 2535 65.27 337612.87 273131.252 364698.5 273131.252 364698.5 0.0 0.0 0.0 0.0 19565.98 27085.63 1.335249 0.0 NA NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 BNP PARIBAS ISIN SEDOL BNP FP 16/09/2013 EUR USD 5000.0 5000.0 50.59 67.55 16/09/2013 247180.01 329132.36 2471 80.01 329132.36 252949.998 337751.48 252949.998 337751.48 0.0 0.0 0.0 0.0 5769.99 8619.12 1.335249 0.0 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 CARREFOUR SUPERMARCHE ISIN SEDOL CA FP 16/0 9/2013 EUR USD 10500.0 10500.0 25.455 33.989 16/09/2013 247262.16 329196.98 247262.16 329196.98 267277.494 356882.27 267277.494 356882.27 0.0 0.0 0.0 0.0 20015.33 27685.29 1.335249 0.0 NA NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 .0 RENAULT SA ISIN'SEDOL RENA 16/09/2013 4000.0 4000.0 59.55 79.514 16/09/2013 238727.9 317870.23 2387 27.9 317870.23 238199.996 318056.54 238199.996 318056.54 0.0 0.0 0.0 0.0 -527.9 186.31 1.335249 0.0 NA NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 AUTOGRILL SA ISIN SEDOL AGL IM 16/09/2013 EUR USD 21400.0 21400.0 11.91 15.903 16/09/2013 250714.59 333823.48 2507 14.59 333823.48 254873.997 340320.5 254873.997 340320.5 0.0 0.0 0.0 0.0 4159.41 6497.02 1.335249 0.0 NA NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 ADECCO SA-REG ISIN SEDOL ADEN 16/09/2013 CHF USD 4900.0 4900.0 64.05 69.21 16/09/2013 313066.58 339220.24 3130 66.58 339220.24 313844.999 339126.91 313844.999 339126.91 0.0 0.0 0.0 0.0 778.42 -93.32 1.080555 0.0 NA NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 JC DECAUX INTERNATIONAL ISIN SEDOL DEC FP 16/0 9/2013 EUR USD 10000.0 10000.0 26.8 6/09/2013 246317.45 327986.8 246317.45 327986.8 268799.996 358915.19 268799.996 358915.19 0.0 0.0 0.0 0.0 22482.55 30928.39 1.335249 0.0 NA NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 FRAPORT AG ISIN SEDOL FRA GR 16/09/2013 EUR USD 5000.0 5000.0 . 14 69.852 16/09/2013 246524.86 327646.17 2465 24.86 327646.17 261570.001 349261.34 261570.001 349261.34 0.0 0.0 0.0 0.0 15045.14 21615.17 1.335249 0.0 NA NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 VOLKSWAGEN AG PFD ISIN SEDOLIW VOWS 16/0 9/2013 EUR USD 1400.0 1400.0 . .137 1 255882.59 340287.6 255882.59 340287.6 255976.0 341791.95 255976.0 341791.95 0.0 0.0 0.0 0.0 93.41 1504.36 1.335249 0.0 NA NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 COMPAGNIE DE SAINT-GOBAIN ISIN SEDOLIMMIMIR SGO FP 16/09/2013 EUR USD 6750.0 6750.0 36.9 49.271 16/09/2013 240317.53 3199 67.65 240317.53 319967.65 249075.0 332577.39 249075.0 332577.39 0.0 0.0 0.0 0.0 8757.47 12609.74 1.335249 0.0 NA NA 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 ° 16/09/2013 KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD 06/01/2011 USD USD 2000000.0 2000000.0 0.0 106.0 KND 16/09/2013 1966 250.0 1966250.0 1966250.0 1966250.0 2120000.0 2120000.0 2120000.0 2120000.0 48582.0 48582.0 165000.0 165000.0 153750.0 153750.0 1.0 EFTA01350690 01/06/2019 8.25 NR B3 48582.0 0.0 0.0 9710670708 0241499376 0.0 0.0 GS MXN STEP UP NOTE 11/22/13 LNKD TO MXN VS USD 85%BARRIER- 5% ATM CPN-22.9%MXRTRN 1 1/08/12, INITIAL STRIKE: 13.11925 16/09/2013 USD USD 1000 000.0 1000000.0 0.0 104.859 13/09/2013 1000000.0 1000000.0 1000000.0 1000000.0 1048590.0 1048590.0 1048590.0 1048590.0 0.0 0.0 0.0 0.0 48590.0 48590.0 1.0 22/11/2013 0.0 0.0 0.0 0.0 9710 670708 0241499376 0.0 0.0 MS MARK 08/20/14 80% EKO BARRIER- 3.55%CPN ,UNCAPPED INITIAL LEVEL-02/14/ 13 MRK:41.19 S 16/09/2013 USD USD 1000000.0 1000000.0 0.0 115.005 16/09/2013 1000000.0 1000000.0 1000000.0 1000000.0 1150 050.0 1150050.0 1150050.0 1150050.0 0.0 0.0 0.0 0.0 150050.0 150050.0 1.0 20/08/2014 0.0 0.0 0.0 9710670708 0241499376 Structured Investments 0.0 0.0 LBG CAPITAL NO.1 PLC 144A VAR RT 12/29/2049 DTD 12/15/2009 HELD BY EUROCLEAR ISIN 00 SEDOL 16/09/2013 USD USD 3000000.0 3000000.0 0.0 103.734 16/09/2013 3247500.0 3247500.0 3247500.0 3247 500.0 3112020.0 3112020.0 3112020.0 3112020.0 61332.0 61332.0 240000.0 240000.0 -135480.0 -135480.0 1.0 29/12/2049 8.0 BB- NA 6133 2.0 0.0 0.0 9710670708 0241499376 0.0 0.0 HSBC CONS BUFF EQ SXSE 08/29/14 80% EKO BARRIER- 4%CPN 17% CAP INITIAL LEVEL-05/24/1 3 SX5E:2764.29 16/09/2013 USD USD 2000000.0 2000000.0 0.0 101.79 16/09/2013 2000000.0 2000000.0 2000000.0 2000000.0 2035 800.0 2035800.0 2035800.0 2035800.0 0.0 0.0 0.0 0.0 35800.0 3580 0.0 1.0 29/08/2014 0.0 0.0 0.0 0.0 9710670708 0241 499376 Non US Equity Structured Investments 0.0 0.0 SG MARKET PLUS WTI CRUDE 08/05/14 LNKD TO CL1 78.75% BARRIER- 10%CPN ,UNCAPPED INITI AL LEVEL-07/25/13 CL1:105.68 16/09/2013 USD USD 2000000.0 2000000.0 0.0 100.45 16/09/2013 2000000.0 2000000.0 2000000.0 2000 000.0 2009000.0 2009000.0 2009000.0 2009000.0 0.0 0.0 0.0 0.0 9000.0 9000.0 1.0 05/08/2014 0.0 0.0 0.0 0.0 9710670708 0241499376 0.0 0.0 LONG TOTAL RETURN SWAP 1,999,999.368942 USD NOTIONAL KOSPTREQ INDEX MAT MAR 20 2014 DEAL 30140386 16/09/2013 USD USD 888972.0 888972.0 0.0 1.0 13/09/2013 0.0 0.0 0.0 0.0 440775.382 440775.382 4407 75.382 440775.382 0.0 0.0 0.0 0.0 0.0 N/A 1.0 20/03/2014 0.0 0.0 0.0 0.0 9710670708 0241499376 Benchmark Aware 0.0 0.0 CHASE MORTGAGE FINANCE CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25/2037 DTD 02/0 1/2007 16/09/2013 USD USD 1828512.97 1828512.97 0.0 95.034 16/09/2013 1618233.98 1618233.98 1618233.98 1618233.98 1737709.02 1737709.02 1737709.02 1737709.02 2430.09 2430.09 54708.92 54708.92 1194 75.04 119475.04 1.0 25/02/2037 2.99199 CCC CA 2430.09 0.0 0.0 9710 670708 0241499376 8180000.0 0.0 HOMEBANC MORTGAGE TRUST 2004-1 11,191.11 08/25/2029 DTD 07/30/2004 16/09/2013 USD USD 960981.704 960981.704 0.0 63.701 16/09/2013 540552.21 540552.21 540552.21 540552.21 612154.96 612154.96 6121 54.96 612154.96 64.39 64.39 10606.35 10606.35 71602.75 71602.75 1.0 25/08/2029 1.1037 CCC CA 64.39 0.0 0.0 9710670708 0241499376 9551000.0 0.0 SEQUOIA MORTGAGE TRUST 11 CL B1 VAR RT 12/20/2032 DTD 10/30/2002 IIIIIIIII6/09/20 USD USD 1027327.757 1027327.757 0.0 74.589 16/09/2013 757654.23 757654.23 757654.23 757654.23 766273.5 766273.5 7662 73.5 766273.5 229.09 229.09 16983.78 16983.78 8619.27 8619.27 1.0 20/1 2/2032 1.6532 CCC CAA1 229.09 0.0 0.0 9710670708 0241499376 5701000.0 0.0 COUNTRYWIDE HOME LOANS 2003-1 CL B1 5.750% 03/25/2033 DTD 01/01/2003 ~ 6/09/2013 USD USD 1258961.92 1258961.92 0.0 92.835 16/09/2013 1202308.63 1202308.63 1202308.63 1202308.63 1168757.3 1168757.3 1168 757.3 1168757.3 3216.65 3216.65 72390.31 72390.31 -33551.32 -33551.32 1.0 25/03/2033 5.75 3216.65 0.0 0.0 9710670708 0241499376 4500000.0 0.0 STRUCTURED ASSET SECURITIES CO 2003-10 CL B2 6.000% 04/25/2033 DTD 03/28/2003 ~ 16/09/2013 USD USD 936183.76 936183.76 0.0 93.279 16/0 9/2013 936183.76 936183.76 936183.76 936183.76 873262.85 873262.85 873262.85 873262.85 2495.87 2495.87 56171.02 56171.02 -62920.9 -629 20.9 1.0 25/04/2033 6.0 CCC 2495.87 0.0 0.0 9710670708 0241 499376 2726000.0 0.0 IMPAC CMB TRUST 2005-2 CL 1M2 VAR RT 04/25/2035 DTD 03/03/2005 16/09/2013 USD USD 1542857.02 1542857.02 0.0 83.042 16/09/2013 1076 142.77 1076142.77 1076142.77 1076142.77 1281219.33 1281219.33 1281219.33 1281219.33 140.4 140.4 14317.71 14317.71 205076.56 205076.56 1.0 25/04/2035 0.928 CC CA 140.4 0.0 0.0 9710670708 0241499376 1.0E7 0.0 COUNTRYWIDE HOME LOANS 2003-26 CL B1 5.33684% 08/25/2033 DTD 06/01/2003 ~6/09/2013 USD USD 1347212.307 1347212.307 0.0 61.962 16/09/2013 1037353.47 1037353.47 1037353.47 1037353.47 834759.69 834759.69 8347 59.69 834759.69 319.29 319.29 7191.79 7191.79 -202593.77 -202593.77 1.0 25/0 EFTA01350691 8/2033 0.533828 319.29 0.0 0.0 9710670708 0241499376 3325000.0 0.0 JPY CALL CAD PUT FX EUROPEAN STYLE OPTION OCT 08, 2013 @ 76.9 AT EXP KI @ 69.65 XJPYCATZZ 16/09/2013 CAD USD -7.69E8 -7.69E8 0.0 0.0 13/09/2013 -346 000.0 -336952.82 -346000.0 -336952.82 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0 346000.0 336952.82 0.969791 08/10/2013 0.0 0.0 0.0 0.0 9710670708 0241499376 0.0 0.0 JPY PUT CAD CALL FX EUROPEAN STYLE OPTION OCT 08, 2013 @ 80.9 XJPYPBEXZ 16/09/2013 CAD USD 8.09E8 8.09E8 1.034 1.0 13/09/2013 346000.0 3369 52.82 346000.0 336952.82 1575713.825 1502301.436 1575713.825 1502301.436 0.0 0.0 0.0 0.0 1229713.83 1165348.616 0.969791 08/10/2013 0.0 0.0 0.0 0.0 9710670708 0241499376 0.0 0.0 BUY JPY SELL CAD FORWARD CONTRACT FX RATE 93.7300000TRADE 08/23/13 VALUE 10/10/13 FXJPYBERE 16/09/2013 JPY USD 4.6865E8 4.6865E8 95.806 0.0 16/09/2013 4.6865E8 0.0 4.6865E8 4846079.02 -1.0040284993E7 -114142.506 -1.0040284993E7 -114142.506 0.0 0.0 0.0 0.0 -4.78690284993E8 -114142.506 95.805654 10/10/2013 93.73 0.0 0.0 0.0 9710670708 0241 499376 0.0 0.0 WTI CALL OPTION USD PUT OPTION STRIKE 110.00 EXPIRING 02/14/2014 250,000 BARRELS OTCBDCPHK 16/09/2013 USD USD 250.0 250.0 0.0 1.0 13/09/2013 562500.0 562500.0 562500.0 562500.0 471770.261 471770.261 4717 70.261 471770.261 0.0 0.0 0.0 0.0 -90729.739 -90729.739 1.0 14/0 2/2014 0.0 0.0 0.0 0.0 9710670708 0241499376 0.0 0.0 WTI PUT OPTION USD CALL OPTION STRIKE 93.50, KI @ EXP 83.50 EXPIRING 02/14/2014 250, 000 BARRELS OTCBDPKGF 16/09/2013 USD USD -250.0 -250.0 0.0 1.0 13/09/2013 -562500.0 -562500.0 -562500.0 -562500.0 -519830.149 -519 830.149 -519830.149 -519830.149 0.0 0.0 0.0 0.0 42669.851 42669.851 1.0 14/02/2014 0.0 0.0 0.0 0.0 9710670708 0241499376 0.0 0.0 R F ARGENTINA -ARS NOTES DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN • SEDOL 16/09/2013 ARS USD 1.0E7 1.0E 7 9.22 110 IIII(/09/2013 1256100.0 318000.0 1256100.0 318000.0 921999.78 161648.0 921999.78 161648.0 281270.0 49313.171 3719 80.0 65216.743 -334100.22 -156352.0 0.174482 15/12/2035 3.7198 NA NA 49313.171159 0.0 0.0 9710670708 0241499376 0.0 0.0 REPUBLIC OF ARGENTINA NOTES DEC 15 2035 DTD 11/01/2005 HELD BY EUROCLEAR ISIN SEDOL 042993956 16/09/2013 USD USD 7500000.0 7500 000.0 0.0 7.803 16/09/2013 1038750.0 1038750.0 1038750.0 1038750.0 585225.0 585225.0 585225.0 585225.0 179700.0 179700.0 2376 52.5 237652.5 -453525.0 -453525.0 1.0 15/12/2035 3.1687 NR NA 179700.0 0.0 0.0 9710670708 0241499376 0.0 0.0 PETROLEOS DE VENEZUELA S 8 1/2% NOV 02 2017 DTD 10/29/2010 HELD BY EUROCLEAR ISINIII SEDOL 7165509A8 16/09/2013 USD USD 2500000.0 2500000.0 0.0 93.255 16/09/2013 2262750.0 2262750.0 2262750.0 2262 750.0 2331375.0 2331375.0 2331375.0 2331375.0 79687.5 79687.5 212500.0 212500.0 68625.0 68625.0 1.0 02/11/2017 8.5 B NA 79687.5 0.0 0.0 9710670708 0241499376 0.0 0.0 EFTA01350692