EFTA01384151.pdf

J.P. Morgan Online - Positions 9/12/13 11:35 AM 02)01/2907 ..IPM 3YR NC CLN TO PATICIR 4362A04021 tecom.co 107.06 0.02 A 1,805,500.00 300.00 a 1,500,030 00 105,900.00 04116/16 INITIAL RAW 6.20% CPN DO 04116/12 JPY PUT CAD CALL FX XJPYPINDIZ 1478,83718 44,027.64 • 336.952,82 1,241,684 80 EUROPEAN STYLE OPTION OCT 082013080.9 GENERAL ELEC CAP CORP 300822313 1000,000.00 92.518 Oa a 1296357.00 7.770.00 a 1,400,000.00 -104.748.00 5.250% 12/31/2040 OTD 05/29/2013 MPAC CM! TRUST 2005-2 CI. 45254NNC7 1842057 02 WOW 000 4) 1,280,710.16 46.26 a 1,078,142.77 204,587.41 1U2 VAR RT 04/25/2035 DTD 03032005 COUNTRYWOE HOAR LOANS 126000Y31 1258,961.92 92.66 0.06 a 1,166,42622 1.007.17 a 1202.306.63 -35,802.41 20034 Q. 816.750%03/2ä2W3 DID 01/002003 MS MARKET PLUS PARK O8/2014 111761JDA4 1000,030.00 118025 0.34 a 1,140,250.00 340800 a 1,000,00000 140250.00 40% DO BARRIER. 3.55%CPN ,UNCAPPED INITIAL LEVEL. 0314/13 MRK:41.19 HEADWATERS INC 7.625 42210P.405 1000,000.00 10680 0.60 a 1066003.00 6,00000 a 1,038,00000 3000100 04/01Q010 DID 03/11/2011 OS WIN STEP UP NOTE 11/22/13 38141GHY3 1.003.70800 104.168 7 022 a 1841.580.00 20000 a 1.00800000 41,68000 UDO TO MXN VS USD 851MARRIER- 5% ATM CPN- 22.9%MXRTRN 11/08/12. UNIMAL STRIKE: 13.11925 EARTILINK INC 8 7/11% MAY 15 ELMC 100000800 0025 0.25 a 062.500.00 2.5C0.00 a 1,03340800 -71.000.03 2019 DID 05/17/2011 JPM LATIN AMERICA FD • SEL JLTISX 4850415 18.14 4.07 . 896,019.79 -3,466.36 • tooteetoo 40108021 FUND 3815 STRUCTURED ASSET 86350,4005 936,183.78 83.026 022 a 878904.30 2,022.15 a 936.143.76 46389,46 SECURITIES CO 2033-10 CI. 82 8 030% 04/25/2020 DTD 0328/2CO3 COUNTRYWDE HOME LOANS 12689ERR8 1,347212.307 61667 0.06 a 833,479.64 633.19 a 1.037,35347 -203,87303 2003,26 CL 815.33694% 06/26/2013 MD 0610112003 FACEBOOK INCA Fe 17,000AD 45.04 144 a 786,200.03 2530000 a 66800040 123200.W SEQUOIA MORTGAGE TRUST 11 M744AAB4 1027327.757 74.326 024 a 763,661.36 2,43477 a 757,65423 5,907.13 CL 741 VAR RT 12/20/2032 DTD 1030Q0D JPMCRGAN CHASE a CO VAR 4612IMAA8 768000.00 83.8» 4.08 704,802.60 .45730 . 750000.00 -45.307.50 RT 07/24/2013 DTD 07/29/2013 HOMEBANC MORTGAGE TRUST 43739EACI 968961.704 61.517 0.02 a 591,167.11 15836 a 540,55221 50.614.90 2004-1 CL 1M1 VAR RT 08026/2029 DM 07/30/2004 REPUBLIC OF ARGENTINA 042903966 7,508000.90 7.790 0.37 a 684,925.00 28.050.00 . 1,038,76000 -453)125.00 NOTES DEC 15 2035 DID 11.0112005 FELD BY EUROCLEAR ISIN US040110.164 SEDOI. IMIDMW3 G16ERAL ELECTRIC CO OE 23,00800 2400 022 a 554,070£0 6000.00 a 498109.08 67.980.92 WTI CALL OPTION USD PUT 071210CMIK 26000 1.00 7 00041 549233.66 -52374.61 w 562.600.00 -13,266.35 OPTION STRIKE 110.00 EXPIRING 02/142014250,000 BARRELS SANGAMO elosaems INC SOMO 50,00000 10.67 4.21 • 628800.00 40.500.00 • 42221480 106386.00 BICOEN HNC INC BIIB 2.066.00 236.27 7.88. 484,988.65 15,871.72 a 250,454.95 244,530.70 DEUTSCHE BK AG LDN BRH Oa DAG 50000.03 8.03 00044 441,500.00 0.004, 352,529.00 88971.00 LONG ETN38 LONG TOTAL RETURN SWAP SIAPBORUH8 668172.00 100 7 00044 agesom 4,21702 - 1,998909.388942 USD NOTIONAL KOSP1REO INDEX MAT MAR 202014 DEAL 30140306 EURO PRINCIPAL CURRENCY OEURPRMS 26337822 1.3301 USD 0.004) 378889.50 991.12 a 377.19509 -525.59 h tps://Jpmorgan.chase.com/Secure/POSIIIons?A-396147042 Page 2 of 4 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0084189 CONFIDENTIAL SONY GM_00230373 EFTA01384151