10 4 580 COVERED CALL (3.000) 934.983 2,804.95 9/22 9/29 Purchase MLR MEDIUM TERM NOTE 1 1/4% SEP 29 2015 DTD 09/292010 STEP CPN 100.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 09/22/10 100,000.000 100.00 (100,000.00) Total Settled Securities Purchased ($247.196AS) Estimated Trade Settlement Date

MORGAN SECURITIES LLC TRADE DATE 10/04/10 9/27 10/20 Purchase BARCLAYS BANK PLC MEDIUM TERM NOTE 2 2/1% OCT 20 2017 DTD 10/20/2010 @ 100.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 09/27/10 150,000.000 100.00 (150,000.00) * Quantity 10,000.000 Per Unit Amount 26.13 Market Cost (261,300.00) Page 17 o

DATE 11/05/10 (3,000.000) 25.522 78,586.93 (78,820.00) (54.07) S 11/10 11/16 Sale AMR CORP CV 6 1/4% OCT 15 2014 DTD 09128/2009 @ 120.25 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 11/10/10 (1,000,000.000) 120.30 1.202.500.00 (1.001.250.00) 201.250.00 S 11/10 11/16 Sale WESTPORT INNOVATORS INC 17.310

FLOATING RATE NOTE JUN 152011 DTD 03/15/2007 5,000,000.000 12/17 Accrued Interest Paid AMR CORP CV 6 114% OCT 15 2014 DTD 0928/2009 t 113.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 12/14/10 I ,000,000.000 0.014 70,047.13 0.011 (10,763.89) 12/20 Corporate Interest JPM HARRAHS 14M CLN 09/20/11 INITIAL R

75 PER SHARE 400,000.000 0.419 167,500.00 1/13 Accrued blared Paid BANK OF AMERICA CORP 8118% PFD STK DEC 29 2049 DTD 04/30/2008 (#2 102.75 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 01/10/11 2,000,000.000 0.013 (26,180.56) 1/28 Receipt of Assets LONG TOTAL RETURN SWAP 3,007,792.80 USD NOTIONAL APPLE INC

LLC TRADE DATE 01/08/11 4,500.000 13.15 (59,175.00) 1113 Purchase BANK OF AMERICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 @ 102.75 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 01/10/11 2,000,000.000 102.80 (2,055,000.00) 1/7 1114 Purchase Option WIT CALL OPTION USD PUT OPTION STRIKE 92.00 EXPIRI

CONT BUFF EQ MPL 08/28/1380% CONTIN 3,000,000.000 100.00 (3.000.000.00) 6 13 BARRIER- 18%CPN 18% CAP INITIAL LEVEL-08/07112 AAPO0D0CXX . 100.00 JP MORGAN SECURITIES LLC (BIDL) (ID: 002874-JA-9) Total Settled Securities Purchased JP Morgan ($3.027.345.15) Account Page 12 of 12 Consolidated Statement Page 15 Co

7/26 Sale SPRINT NEXTEL CORP 6% DEC 1 2016 DTD 11/20/2006 (1,200,000.000) 99.00 1.188.000 00 (1.223.760.00) (35.760.00) L 7131 FIFO @ 99.00 JP MORGAN SECURITIES LLC (BIDL) (ID: 852061-AD-2) Total Settled Sales/Maturities/Redemptions 51,202,240.81 ($1,234,035.48) ($35,760.00) L 1,245,517.570 (1,245,517 57)

MORGAN SECURMES LLC (BIDL) (ID: 46262E-AE-5) 10/2 Purchase KINDRED HEALTHCARE INC 81/4% JUN 01 2019 DM 1,000,000.000 1015 06/01/2011 O 99.625 JP MORGAN SECURITIES LLC (BIDL) (ID 494580-AB-9) Total Settled Securities Purchased COST ADJUSTMENTS Per Unit Amount Market Cost 8.08 (29,275.88) 89.00 (445,000.00)

17 S 1/22 1/25 1:28 1;28 Sale FIFO WAMU MORTGAGE PASS-THROUGH CERTIFICATES SER 2004-AR3 CL B2 2.585797% JUN 25 2034 DTD 04101/2004 5 78.3125 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 2,592,800.00 (ID: 92922E-NM-8) (1,845,380.880) 78.312 1,445,163.90 (1,116,455.42) 326,706.48 S Principal Payment CHASE MORTG

,297.610 0.002 1.961.65 7/16 Accrued Int Pald CHASE MORTGAGE FINANCE CORPORATION SER 2007-A1 CL 12A3 5.5595% MAR 25 2037 DID 021012007 @ 78.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 05/10/12 FACE VALUE 1,000,00100 (ID: 16163043Z-0) 910,826.640 0.00 0.002 (1,917.36) 7/16 Corporate Interest JPM 3YR NC CLN

25 (2.602.80) 68.45 S 11/20 11/26 Sale FIFO CHASE MORTGAGE FINANCE CORPORATION SER 2007-A1 CL 12A3 5.5595% MAR 25 2037 DID 02/01/20070 79.25 JP MORGAN SECURITIES LLC (ROL) FACE VALUE 1,000,000.00 (ID: 161630-B2-0) (671,051.330) 79.25 531,806.19 (526,775.30) 5,032.89 L 11/27 11/27 Principal Payment Pro Ra

CORPORATION SER 2007-A1 (671,051.330) 79.25 531,808.19 (526,775.30) 5,032.89 L' 1/3 FIFO CL 12A3 5.5595% MAR 25 2037 DTD 02/01/2007 O 79.25 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE I 000.000 00 (ID 161630-BZ-0) Total Settled Sales/Maturities/Redemptions $2,670.26 $0.00 $0.00 JP Morgan Account Page 5 of

E 10/04/10 10.000.000 26.13 (261.300.00) 9/27 10/20 Purchase BARCLAYS BANK PLC MEDIUM TERM NOTE 2 2/1% OCT 20 2017 DTD 10/20/2010 @ 100.00 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 09/27/10 150,000.000 100.00 (150,000.00) ' Page 17 of 37 SB1062192-F1 4838 EFTA01666710 J.P.Morgan %INF MAXWELL ACCT.