EFTA01448788.pdf

J.P. Morgan Online - Positions 9/4/13 10:50 AM 00 zz mm O 6 mm GMAC CAPITAL TRUST I PFD STK 8 ALLY PM 80,000.00 28.40 -0.14 w 2,112,000.00 -11,200.00 1,882,773.60 229,228.40 zz 118% m 3; 5 KINDRED HEALTHCARE INC 81/4% KND 2,000,000.00 105.25 0.25 a 2,105,000.00 5,000.00 a 1,966,250.00 138,750.00 JUN 01 2019 DTD 06/01/2011 -0 C SO MARKET PLUS WTI CRUDE 78423EHS6 2,000,000.00 99.72 -0.11 vir 1,994,400.00 -2,200.00 ir 2,000,000.00 -6,600.00 08/05114 LNKD TO CL1 78.75% C BARRIER- 1094CPN ,UNCAPPED z INITIAL LEVEL-07/25/13 CL1:105.68 HSBC CONT BUFF EQ SXSE 08/29/14 40432XFP1 2,000,000.00 98.96 0.85 a 1,979,200.00 17,000.00 a 2,000,000.00 -20,800.00 80% EKO BARRIER- 4%CPN 17% CAP In INITIAL LEVEL-0524/13 SX5E:2764.29 0 JPM VALUE ADVANTAGE FD - INSTL JVAIX 78,709.17 26.04 0.08 a 1,970,877.62 6,296.74 • 2,000,000.00 -29,122.38 )3 FUND 1400 LLOYDS TSB BANK PLC MTN 9 7/8% G4715J9O3 1,500,000.00 119.25 -0.04 v 1,788,750.00 -630.00 1,627,500.00 161,250.00 DEC 16 2021 DTD 12/16/2011 HELD BY EUROCLEAR 'SIN X50717735822 nr SEDOL B7FQXT1 CD CHASE MORTGAGE FINANCE 161630AK4 1,828,612.97 93.819 -1.39 w 1,715,492.58 -25,507.76 v 1,618,233.98 97,258.60 CORPORATION REMIC 2007-A1 CL 2A4 2.99199% 02/25)2037 DTD 02/01/2007 US DOLLAR 0USDPRAA7 1,688,267.58 1.00 0.00 4* 1,888,267.58 42,175.96 a 1,688,267.58 0.00 JPM 3YR NC CLN TO MTOR 04/16/15 4662A04O1 1,500,000.00 106.93 0.04 a 1,603,950.00 600.00 a 1,500,000.00 103,950.00 INITIAL RATE 6.20% CPN DD 04/18/12 JPY PUT CAD CALL FX EUROPEAN XJPYPBEXZ mim ••• 1,371,575.51 142,278.62 a 336,952.82 1,034,822.69 STYLE OPTION OCT 08, 2013 @ 80.9 GENERAL ELEC CAP CORP 5.250% 369822873 1,400,000.00 91.933 0.64 a 1,287,062.00 8,904.00 a 1,400,000.00 -112,938.00 12/31/2049 DTD 05/292013 IMPAC CMB TRUST 2005-2 CL 1M2 45254NNC7 1,542,857.02 82.957 0.03 a 1,279,907.90 478.29 a 1,076,142.77 203,765.13 VAR RT 04/25/2036 DTD 03/03/2005 COUNTRYWIDE HOME LOANS 2003-1 12869DYS1 1,258,961.92 92.766 -1.27 v 1,167,888.61 -15,976.23 1,202,308.83 -34,420.02 CL B1 5.750% 03/25/2033 DTD 01/01/2003 MS MARKET PLUS MRK 08/20/14 80% 81761JDA4 1,000,000.00 112.055 -0.15 v 1,120,550.00 -1.500.00 1,000,000.00 120,560.00 EKO BARRIER- 3.5596CPN g I a ,UNCAPPED INITIAL LEVEL-02/14/13 MRK:41.19 I UCAf\1A/ATCe° Ode 7 AMC AA MI AM4/I0A et! 4 AAA artlt nn 8 -•6 4.1C MI 4 CI1 4 415.11 AAA an 4 C AAA 4 A*C fitift M 4C MA II" ea hgps:/Opmorgan.chase.com/Secure/PositiongAl.396147042 Page 2 of 6 co co EFTA01448788