EFTA01146798.pdf

G TO Global Investment Opportunities Group Account Position Summary Lt.. MOVri 4C, LtC. lanlol I..........0 o n ........“.. Prepared for Eirund.' Tunt •) of August 31. 2012 Current PX&CoarnodEly rotes XAGUSO 31.)189 XALIV50 1091 9) GINSO 198/1 USOIPY /9.231 XPTUSO 153.9.85 %MAGD 629.75 EURUSD 1.2583 USDCLP 48338 U5DCHF 0.9643 USOCAD 09854 AUOUSD 1.031 USONCK 5.7981 Femme) wattrans Gemalte Spot con,...‹ ., ronnard Rate Current Spot Current curreot Ailtn Gaint.„ (uso) Frode Pate Bought 644!1.774! Sold NOGOnal Fizjnt, Dato Rate Reu Points Fonuni INOrfel2 21.Segel2 IVIXI4 12.900.000 USD 976.356 21-Ste332 111816 13.2124 13 1994 9.0108 13 1886 $ 1.162 31.4412 5.Nov.12 CHF 17990030 FUR 10.0µ0O0 5.144e12 1.201 1.1990 1.2008 12003 5 (13,22» Open Forward contotat Maeltice•Market 5 (11,443 it Currency ) ø.ø:eø 0øg17777! Ortgoal Current Tude Pate Expiry Pate Diraetion 1311•11•471 781/4 S trikre Cum*" 2 1994 Galn'LolS 0.30) Nolens' Paletrum Primrum (14) geta. ," 114%.3.12 08.06%13 Baue Pul 10,0µ(00 80.9 CAD Call .1347808.60 .3322% $405026.18 $ 17.318 8.4.312 08.061.13 Sold If , Call 10,0µ0µ 76.9 CAD Pul At ENHIMM $347,808.60 3.32214 .$334882.36 $ 28.926 Open FX Option) MarAloAtorket S 104244 Ongenal Ongenal Current 'kack, Date Tepiry Date Dir«tion EtPo Notional tbbll Strito Underlying 18.», ;of Ga Intou (U501 PrET.T. EEEPflum ($) Pre."'"" )dun-12 124toel 2 Sold BRINT Put 125.0µ 96.5 UNIT ISARR(l 11.00.Ø.µ 9.016% .$20.031.93 1.01).018 113.11$ 7.1un.12 124104.12 tpughc BREI« Call 125.0;0 126.5 UNIT BARREL .S74000.µ .0474% $1µ426i99 33,427 0.14412 12640012 Sold BREI« Pul 1µi000 BO UNIT BARREL 51µ0µ.00 2.3µ% ,110,295.78 173,704 113.85 04412 12414, 12 Soughc BRINT Call 100.030 119.5 uni', BARREL .11µ0µµ -1340% $173322.54 (10.277) 04412 11.04012 Sold BRINT Pal 1µ.µ0 79.5 01111 BARREL 92340µ.µ 2.931% 424986.78 204013 113.37 0.44-12 11444-12 feure BRINT Cell 100.000 119 01111 4.44444 4233.O00.µ -1.951% S23%544.99 5.545 014612 Oldeb-13 Sold BRINT 1371 1µ.µ0 79 011,14.44444 3327030.00 4.139% 462369.57 264.430 11242 0.41-12 Oldeb-13 Souglie BRINT Cell 1µ.µ0 118.5 01111 4.44444 -1327A00.µ -2.759% 1126.18955 III)) Open ConanodIty Optlorn 11,1444.14.444eke1 1689,04) FX Not« all USD c. Amo,,,,, Trade Date Maturdy Underlying ,filial ,filialLevel Coupon Gurren, Spot Entry Lava, Curront Pur Re Gaintoss 0150) lauhCo et 26.041-11 24140.12 25 17507.034 5t0µ.000 l000.0µ 11.50990 9.750% 13.1991 1C000 102.33 S 23.524 Open FX Notas Mark.lo.lblarket 5 23,524 111zod krame Initial uS0 ØøR(60 1otaI int linde Oste Nutunty 14P Pfund ete Iltue Face *mannt Oralionn Cunenay Coupon ., Cierentialed YlW Inuit level Cutrens Mid Galaton (0/0) Cost ,,,,,..„, fornad T.R.1).12 011lan.2015 88. Rural Bk Scotind 6øp PR .59N,0µ 2.17 USD 5i0µ% . 101.01 . 24-041-11 15-Feb204 Ca Po inc 3l530.µ0 lØ.0µ 3.09 USD 6303% No 3.115 593145.0 102000 10848 190.296 29-Ape10 024.43-2016 88- Ol Group inc -54725.0µ %O00.0µ USD 7.0µ% No 1824,444.44 94 50 100.00 1.099.444 134144-11 01444p2017 8 Arnerican Ade 8,1419 Ina -52615.625 2.9)0.000 0.48 USD 7.875% No 4.71 5291.40438 10463 101.07 277.5µ 224a-12 15.14n.2018 88-P. Nrg Enepy177E 41.401.540 1.000.000 4.36 USD 7.625% No 5.90 S40431.25 1001$ 107.28 111326 104449.12 16.0N1µ1 888. Lloyds TO Bank Pk -S1.627,500 1300,00) 3.30 USD 9105% No 6.39 545,671.88 1µ50 112.62 107332 13.041-10 15444.2035 RepJallc Of !.gentin .S3140µ 10p040µ $0 ARS No 113407 3.180 205 23.627 26-1a4.12 15.Gc1µ5 RepJald Of Argentina -S1µ4)50 2Ø,µ USD No soµ ass 11.43 (181305) 10.1a4.11 Prpetual BB. Bank 01044443 Corp -u055,µ0 2000pµ 4.47 USD 8.125% Y4s 643 12µ770.83 10235 10795 370351 15-1un-11 Prpetuel 8844 »morgen Oase 6 Co 42468.750 2.5µ0µ 4.49 USD 7.9µ% Yo9 5.32 $219.194.44 1015 1 11.44 350409 15-1un-11 Peapetual 808 »morgen Oase 8, Co w675.µ0 2Ø.0µ 4.49 USD 7.9µ% %es 5.52 $239.194.44 1O.µ 111.44 350.219 70.14n-12 lepetuol 888- 5outhemd44 Ideen 42,992.170 3O00.0µ 7.13 USD 6.250% %es 5.µ $109.375.00 99339 14490 384.205 27.1un-12 hagewO General II« Cep Corp 43115.000 2.000pµ 7.02 USD 7.125% %es 336 125,333.33 105750 109.40 90311 Opara flad Incamp 131.44.1411444•1 3,150.629 Cradlt Notes Initial USD Cut.rot 'linde Oste Matunty Underly ,i Inc. Amotm, 'nm, ,..,,u Coupon tnt. 1erned Ingry level cuNent Ru! Gorclou 0150) Cost Indes level 5.Apr.12 16-AgolS Modla CH .S15µ.0µ 1.5µ.0µ lµ00 6.2µ% 95.60 537.716.67 1µµ $ 9560 $ 128.283) Open Credd Nolos MertloMarkel 5 243 EFTA01146798  Global Investment Opportunities Group IP. ?Morgan S«ut ler L LLC GIO asloellmmorrevrt Opreera.66-. CL•nut !Xi Conniodlf, DRS Account Position Summary Prepared for financial Trust A• of Nugent 31. 2012 XAGI/S0 317188 207A/USD 169197 WORM) 1.56n VSO/Pe 624 %PEW") 153185 XPOUSO 629.75 EURUSD 1.2583 USDCLP 480.58 Lest Cash Plow Pato 043112012 initial USD Total Int. Pada Dare IYPe Maturity SIP Rating Imue Oniginr1 / me Cu,,,,,? /me Coupon Principal Received Entry Level Current Mid Gs mit cm lora>) Coil Received 13.4.u6.12 ANA 25.1un•2033 CCC M431 2003-483 .51.047.176 3.412,000 1694.220 5212% 512.37568 58.20663 6100 75.000 254.123 IS.A.u6.12 Alta 25.1100.2034 BY Soto 250444th I .51661,316 16000.000 2.186657 0434% S50385.50 51,649.56 47 CO 0.000 28.566 31.1445.42 Prima 254462035 Corsi 2005182 .513524113 3.364600 3.011.915 5.424% $99.425.01 $18693.97 83.00 72.000 (185,949) 12-Apt.12 All-A 204W-2056 CCC Bah 2044-4 245 -51.647.559 6.000.000 2371.715 0317% 5155.971.50 56.53095 6500 *000 132.485 18.1un-12 Prime 25-.14n-2037 CCC Boom 2007.12/ -51.164.614 2081.519 2.019.595 6800% 53).607.413 520317.31 5700 55.460 6.416 23Aug-12 Prime 25 -Aug-20)) Cwhl 2003-2481 SO 5.3.25.000 1390.990 5336% 50.00 57,112.5) 7700 57.010 7.115 Open Mortgages Markso-maikat 242 )51 -•ul Motes Imia Total Int. Trade Date Maturity Buffer Underlying t l US° Amount Initial Laval Currency CoanCY Coupon Currant Index Level Entry Level Current Pike Galatea. 0150) Cart Earned 14.e4.12 20-)on- 3 28% SPX •55.5(0.060 5.610.000 1350.50 USD 0.000% 1406.16 10000 $ 10412 $ 206.072 104un.12 464.13 20% SPX .53,000.000 3000.000 1355.69 USD 10.500% 1406.16 $62-125.00 10060 $ 103.72 5 111,685 Open Equity Notes Mork.to4Nartiet S 317,757 Preferred. Qualified Total Trade Date matvnty MP RP inn Company Par Value Share, Indurtry Currency Coupon Current Mid VIVI Di', Intry ravel C I Ke Countom IPSO) Oinclerid? Earned 30.546 10 300412040 ee Otigroup Capital Xill 25 30,000 fironCol USD 7.88% No 4.63 5113.203.13 25 27.56 110,003 i8.f.k..10 OrDo.2013 General motors co SO 8.000 iorturno. Cyclic: USD 4.75% No 533,93611 50 35.72 (40.305) 9.Doc-10 01.Cits.10i3 Genera Motors Co 50 63.000 :orournce, Cyclic: USD 4.75% No 5258,518.75 50.57 35.72 (677.0610 13.1an.11 Poetical B88 Eta/dam Bank Pk 25 39.250 Finanaal USD 8.13% Yes 4.55 5130220.05 25.54 2582 133,042 5-Fet.12 Perpetual (CO( Ally Financial Inc 25 46.600 bronco' 1)50 0.50% Yes 7.20 557,21444 21.44 2.54 200.864 94e4.12 Perpetual (CO( Ally Finemial Inc 25 40.000 bronco' 1)50 8.50% Yes 7.211 59536809 2224 2.54 279.339 224(4.12 15!x4.2040 (CO( Gmec Capital Snot I 25 $0.003 bronco' 1)50 8.13% No Oil 58541150 2948 2.031 191.536 27.4....12 Perpetual NS 1pmcmian Case & Co 25 45.003 bronco' 1)50 5.50% Yes 51.29.61 25.00 25.04 4.699 Op. nods 0.4..v1.•to-PAArkel 241,911 Dividend Track. Date Company Share, Currency Industry Entry Pace Current Pore Cralin'tOM (1)50) yield 12,1,410 Pooh; DO Aryl Double Lag KOCK, USD 10.05 57.05 514 5 369,465 it -Dail Toloknicasa.spon AO .1.539 USD 10.39% Oynountazioni 519.86 512.56 5 11,236 Open Equity Markle-Market s 160.701 Told Return ppinp,d Trade Date If f"Lis° Maturity Date unclolying tong.5bort Shares Rate Spread Oriel Original Value Industry Entry Prate Current P00. Gn int run i linI) i Date mime,? isao-12 3F0012 Fob-13 Apple LOng 8.860 NM. 1.00% -53;459.93 54644613 Tochn069, 54 480 SK52 5 1,816,154 Open Total Return swaps Markto'Madret s 1.814.1114 3011 Year End Open MTM S 3.157.201 Current Open P050.005 NITM $ 0075.031 YTD 2012 Change in open MI M 5 4.871.795 2012 Closed position, Gaiotoss 5 3.984,051 2012 Net Performance S 8.855 846 2011 Net Performance S (741.062) 2010 Net Porlormanur S (1.518.390) Performance since Inception S 6.595.394 EFTA01146799  Global Investment Opportunities Group P. Morgan Sew( Ogg JAC GIO Guys g g,.......... o p, .............. CUITInt Fll • COPArisodIty r444 Account Position Summary Prepared lin Financial nun ad of August 31. 3012 XAGIJSCI 31.7103 XAVISSII 1691.97 48PU5D 1.5675 USD/PY 76 26 MOD 153265 MitlliSCI 42975 WROD 12%3 MO" 410.50 USOChf 09543 USDCAO 0.99S1 AUOUSO 1.033 US44409 5.7991 Fonvard contracts Dads oat., Contract Spoil Coranct Chasm Out [spicy tiosghi Notional Sold Notional Fain° Oat. Unwind go• (sasntoss (U50) Pate Ionsold Pato aats. 12.1)tt. I 1 6feb12 SOD 1249.250 WO 250%040 4440-12 13005 1.2997 01/252012 12495 59.472 2410P11 649[02 SOD 1lI3 USD 2500.000 6400-12 12734 1.2732 *taw: 1.2464 51755 0512 6.Mg.12 SGO 3.116000 USO 2.503.000 643.02 1.2464 1246 °steams 1,2496 (2202) 21.1o1.10 25.1o913 Olubl COMPF) 52502000 4329709 USO 06120(2012 $13160 1.956.7)750 19.1on.12 23.1o912 MTh 12900.040 USD 939304 23.10.12 1361399 13.7241 07/19/2012 112367 34.659 194,1.12 21.44.12 MX11 12904000 USO 972.211 23.4.tg.12 112367 132667 ammo° 111(116 442A Closod f onward song-vats Gainlots 2,101245 'IP VOW Mote W\' “ to mvsignrarne lo du plug brsag t. n- by IP. 440.(gln Ogg 1340.Ind Ps suttOclggs sw0gtode. IP Wig," Ogg ligf*. HA MM 091.0.94ATPost49,11.4 its insunten 04 the FOK IP. MOW Suwon Up IltAggs a mentor ol Po NU York flak ()Oros Jed 00.40 rosed and ropers. 49thargg PSISI • the teolniedeiht nonbot MASI>, WC In Seism iFsMortisa aro PCs nes cleats gaup edge bigen.doslon or inasinsea acksuag Orglis TP0010.S0 “ ten) 0,06 $01 k• WOrtaiOnS ono Croat J•41 4/” A mg*se 'Goo viten utousasips oefoi(44 in OS melsWit Ied op gcsuginiiirls*"....X.3ft 4Xlatig WI OM lerilfl Piny Mingo% mufti vionkft Atiefetatt tentoosnou. tagulabou a august it togsvd to to Sugar. bun. do nen wayses.uccespuirms cr gooses. Cpnbn Ind Mining COnallit40.1640ignt aid a. sa Pon a cargo uslIeus nos.. not ososannsme n ns4 .,Sabo 41 luSsn rows TM mozoia .y to htend[4.1.4 Olio cy »wait° If. filt “medif 0.4. 0 eft K4r<,), ostr.neni. The broke/ tits anOtr 0.,6, antlaws 04 entiptaiN/h04 • 006,A Orin OS OWIt< 0041..4' n.W.ki ..000.CM C0 *, / 'WA, 4.504$01 Fenno an ft u-atrungt. ;twin rd ave. Pinar a Mod.. Ludt mar VsApeons womb fold cow gingko on lb dung spsulod. Page fog( SO You. (.1(4, Pats.calgOgIngslUn We laggl ggvanIct Mil bros.( PAU. ortuAlg/I Pt »AMP eIssnIes 4.0 gpItgi INK gnu/ sgsalgosIrtui OthssIOuges le 0043/9010, do Po11054 44 WWII ((gat. 010/41IPs Tw011 4µ» 4, 41intiONIN)41,1 Netnitivt0^ ,C.f.tt"^ 4. 1“ndOnn“.W.00'0'0'4.10`),0 0•PrittiO, tel01(.A bt •tal4g4 The othocomannhestoostics4010finet (neCCOON4c4. inch4F9 MAW. hop, re ea *Mils MS age mi celop)kot et at *Sense alum...Ind by. al, bark or tivelt na an they m,nd Wt/iii IOM of 4fry epternowoul agnKY. Ploonioartact pea LIP. Morgan runts Dark eglegsaiSn• ler further Marna:on es /name, tsinungn Pug Ma sosourogsel unensolgeeiumoors Wo coma guresme• pal ot/Ingnspas nagep to niggle (gene ard taupe. dot lewd wagainus Iran otha main esca•nod la IS wpm eil aamvniund calaJlatan TIM., imm Pre nod Os r 44s OP brµ0OM 124 OtrgaS0g sad IN woogiss sOS1 Ono,. 0, gc(anor494..../o3n9/0.21uP Ara se (gP dePags an$ re Mt COlferges °Lot *Sawa argissunlsod cc.. mg bugs or ,Melt nor /n Pry m,nd Pi 0'. Mt of agruessnunnulanonsY. Pt.. but our Is.margan Fins Bark regeonoutan let twilwr elotrwaft 're/swam,. ton.tinn Tra inloguocis is Ico 0.• sob use al the swum born it • abotentos. ard Mt, be. pereloon and soredersol Argue, daosanors or aptunon Pi (noon( can 1047150 rats. , a rosened 0 It, neon thhinonor. 0.....csty the ran iner(4410e and Mon I by mil 102012 144/09914 Ogg* CO. EFTA01146800  Global Investment Opportunities Group 1.P. Woman Secwities U.C. GI tan/ gni-. nnin Oi...nne.T. CMrmt FX • Corneisodlry ran Account Position Summary Pic pas cd to. Financial !tug as of August 31. 2012 ICAGUSD 31.11.3 XAVI/S0 1691.92 GBRUSO 11105 g sggy 14.2. BMW I $31115 WOOD 449.7S MUSD 12'.53 1600.• WSW USOCW 0.9643 uS0C6.0 0M6a ALOUSD ILO 0 D 5)901 COMTRdI Clow ON Original germinal "'and Ciaintog Trade DM. axons Date triontran Commodity Type NotionA (0.) Stra• Csinencv Type N50) Dot Prorniurn Pr enium (5) ilninnurn SSW'S IRAugI2 SEW BRE NA 125.000 100 VW OMPE1 21.1.4, I2 5 1xaso.co IOW% 51.012.300.40 S 037010) 14402 134.40-12 Son 6RNT Put 125.000 100 UNIT OnallEt 134w2S2 5136250,00 1.090% WOO S 131.230 1.1.1w12 13.0.402 Bought BIIENT Call 2SOR00 140 M.IT Brlttft 13444-12 420(1,000.00 0371% WOO $ IS00O CIO'S COweod.O options Gelnitet. S (WAX* 'of. Wow Blow Ewe kW* inglMt0 nYnt 1040w WOrt bilkeS) traigg (WOritil Or )P. moron Owe • Co. rad 'mut/Warns imardri4t. 11.MO19M Oran Bann Nit n01.p Mergialrrg Cos PLR we intortenot Olt SOK.I.P.Mogen Warr.. Pc (Pine li•mmiter el1.* Paws To* Stott CAS-go ...I ethot rolorvied tog erd. aanrges. OYU • the Ivelawsgass wralsor POSD.IIPC. In aldinn. ;Mote Chao I Ca errepnan germ Mho beeterdsslon re mintinint ....,,,ntn. *•• .townp. t•Nneetielofier rio ,norione Pap...elp ralzr a mpwn• lot. , , wat. 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