EFTA01344380.pdf

J.P. Morgan Online - Positions 9/12/13 11:35 AM 02)01/2907 a 3YR NC CLN TO WIN/ 1,500,000.00 10726 0.02 A 1.805200.00 300.00 a 1,50020000 105,900.00 04116/15 urn& RATE 8-20% CPN 0004116/12 JPY PUT CAD CALL FX 1,878.63782 .14,09784 • 336.952.82 1241,684.00 EUROPEAN STYLE ~oil OCT 082013980.9 GENERAL ELEC CAP CORP 1.400,000A0 92.518 0.58 a 1296,262.00 7.770.00 a 1,400,000.00 -104.748.00 6.250%12/31/2041DTD 05/29/2013 MPAC CMDI TRUST 2095-2 CI- 1,542257.02 23.009 00041 1250,710.18 4626a 1,078,142.77 204,138741 1M2 VAR RT 04/25=5 DTD 03%92005 COUNTRYWCE HOME LOANS 1288,981.92 9246 0.06 a 1.1613,428.22 1,007.17 a 1202.305.63 45,88041 2003-1 CL B16.760%03/2Ø DTD 01/01/2003 MS MARKT PLUS MIRK 08/20/14 1,000,000» 114.025 0.34 a 1,140,250.00 9400.00 a 1,00020900 140250.00 80% EK0 BARRIER- 3.5592PN ,UNCNIPED INITIAL LEVEL- 02/14113 IARK:41.19 HEADWATERS INC 7.626 1200,000.00 105» 0.60 a 1959000.00 SACO.» a. 1,036,000» 2220200 04/01/2019 DID 03/11/201I OS LOIN STEP UP NOTE 1,00020900 104.168 7 0» a 1,041,680.00 ØØa 1200200.00 41280» Me TO ION VS USD 85%8ARRIER- 5% A714 CPA• 22.914M(RTRN 11/01912, INIULL STRIKE: 13.11925 11/2913■ EARTHLINK INC 8 7/8% MAY 15 1,000,00060 9825 0.25 a 982,500.110 2,500.00 a 1,033,500.00 -71.000.00 2019 MD 05/17/2011 JPM LATIN AMERICA AD • SEL 49,504.96 16.14 407 v 598,019.79 -3A8/5.38 • 1.000,1300.00 -101.99021 FUND 3815 STRUCTURED ASSET 938,183.78 WO» 0.22 a 870,884.30 2,022.15 . 938,163.76 4638948 SECURITIES CO20Ø10 CL 02 8.000%04/262033 DTD 0328/2033 COUNTRYIA4DE HOVE LOANS 1,347212.307 81287 0.06 a 833,479.84 633.19 a 1.037,35347 -203,873.83 2003,26 CL 815.33664% 08/2512013 MD 0301/2003 FACEBOOK INC-A 17200.00 46.04 144 a 78520090 25200.00 a 66520020 123,200.00 SEQUOIA MORTGAGE TRUST 11 1927,327.757 74.325 0.24 a 76328126 2,434.77 a 757,65423 5,907.13 CL DI VAR RT 12/æR062 DTD 1049207* JPIICROAN CHASE a CO VAR 750200.00 99.959 4.05 1/ 704292190 •457.50 750200.00 4590730 RT 07/24/2013 DID 07/29/2013 HOMEBANC MORTGAGE TRUST 980,981.704 81.617 0.02 a 591,167.11 163å6a 540,65221 50,614.90 2004-1 CI. 1M1 VAR RT 08/25/2029 DTD 07/30/2004 REPUBLIC OF ARGENTINA 7,50090020 7.7» 0.37 a 584925.00 28.050.00 a 1,038,760.00 453225» NOTES DEC 15 2035 DM 11/0112005 HELD BY EUROCLEAR ISIN US04011401.164 SEMI B29Ø GENERAL ELECTRIC CO 2320900 24» 022 a 554,07020 6,060.00 a 495,109.08 6728022 WTI CALL OPTION USD PUT 260.00 1.00 7 OM Ill 549233.65 -52,37481 . 562.600.00 -13,288.35 OPTION STRIKE 110.03 EXPIRING 02/142014 250,000 BARRELS SANGAMO eloscieNcEs INC 6029900 10.67 -021. 529500» -10A00Ø. 422.214.00 103,286.00 BIOGEN HNC INC 2,085.00 236.27 7.58 a 494286.05 15,871.72 a 250,454» 244,530.70 DEUTSCHE CM AG LON SRN DBL 50,50DØ 823 0.00m 441,60020 0.00 0' 352,529.00 88,971.00 LØ ETN38 LONG TOTAL RETURN SWAP 888172.00 tØ1 OØ44 408,638,41 4,21792 • - 1,999,999.388942 USD NOTIONAL KOSP1RECt INDEX MAT MAR 20 2014 DEAL 30140386 ■ EURO PRINCIPAL CURRENCY 283,178.22 13301 USO 0.004) 376,66980 991.12 a 377,195.09 -525.59 h tps://ipmorgan.chase.com/Secure/PosItIons7m. Page 2 of 4 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0029754 CONFIDENTIAL SONY GM_00175938 EFTA01344380