EFTA01121645.pdf

Global Investment Opportunities Group J.P. Morgan Securities LLC. I0 Glob•I tovntou-ot <>noonunities Account Position and MTM Summary (Open Positions) Prepared for Southern Financial LLC as of August 30. 2013 Current FX & Commodity rates USOM.XN 13.355 XAUUSD 1394.38 GBPUSO 13498 USCUPY 98.180 USDARS 54714 USDKRW 1110.04 FUR USO 1.3218 USDBRL 2.3837 USOCHF 94]'06 USDCAD 1.0536 USOTRY 2.040 USDNOK 6.1207 Intr via Bloomber Dividend Entry Price Current Price Trade Date Symbol Shares Company taLy Industry Yield Cost Basis (SI Market Value (local) (Local) ffila 31.lul.13 AC 4.500 Accor Sa EUR Consumer. Cyclical 2.66% ($167.286) $170.145 28.40 28.61 $2,859 12-Aug-13 AC 4,250 Accor Sa EUR Consumer. Cyclical 2.66% ($167.180) $160.693 29.53 28.61 (56.487) 9.Aug.13 ADEN 2,400 Adecco Sa-Reg CHF >resumer, Non cyclic 3.07% ($168.156) $151075 64.57 58.60 ($17.081) 12-Aug-13 ADEN 2.500 Adecco Sa-Reg CHF slimmer, Non cyclic 3.07% ($171.062) $157.370 63.24 58.60 ($13.692) 31.lul.13 AGL 10,900 Autogrill Spa ELM Consumer. Cyclical 0.00% (5164.429) $172,027 11.52 1104 $7398 12-Aug-13 AGL 10,500 Autogrill Spa ELM Consumer. Cyclical 0.00% ($166.430) 6165.714 11.90 1104 ($716) 24..lan.13 ARIA 9.000 Mad Pharmaceuticals Inc USD 'roomer, Non-cyclic 0.00% ($176.400) $167000 19.60 18.60 (59.000) 14-Feb-12 ARIA 7,535 Mad Pharmaceuticals Inc USD almoner, Non-cyclic 000% ($114.600) $140.151 15.21 18.60 $25,551 14-Feb-12 BIIB 2.095 Biogen Idec Inc USD ansumer, Non-cyclic 0.00% ($250.455) $446,277 11935 213.02 $195.822 31.lul.13 BNP 2,500 Bnp Paribas EUR Financial 3.16% ($159.274) $156.683 48.67 47.42 (52.592) 12-Aug-13 BNP 2,500 Bnp Paribas EUR Financial 3.16% ($166.844) $156.683 50.10 47.42 ($10.161) 31.lul.13 CA 5,500 Carrefour Sa EUR ansumer, Non-cyclic 2.45% ($167.338) $172.188 23.24 23.69 54.849 12-Aug-13 CA 5000 Carrefour Sa EUR 'mum«, Non.cyclic 2.45% (5158.732) $156,534 23.83 23.69 (52.197) 9.Aug-13 CCH 5050 Coca-Cola Nbc Ag.Cdi GBP 'roomer, Non-cyclic 1.62% ($167.605) $156.039 19.12 17.82 ($11.566) 12-Aug-13 CCH 5050 Coca-Cola Nbc Ag.Cdi GOP 'flamer, Non.cyclic 1.62% ($163,670) $156.039 18.71 17.82 (17.631) DAG 50.000 Pwnhs Db Agri Double Long USD Funds 000% ($352.550) $445.000 7.05 8.90 $92050 31.1u1.13 DEC 5000 lc Decaux Sa EUR Communications 1.74% (5158.500) $167,538 24.22 25.35 $9,038 12-Aug-13 DEC 5000 lc Decaux Sa EUR Communications 1.74% ($166,806) $167,538 25.05 25.35 $732 17.114ay.12 F8 17,500 Facebook Inc-A USD Communications 0.00% ($665,000) $722,645 38.00 41.29 $57,645 54~13 MA ZSOO Flaptirt Ag Frankfurt Airport EUR Industrial 256% (5162.928) $161.210 49.14 48.79 (51.718) 12.Aug-13 IRA 2.500 import Ag Frankfurt Airport EUR Industrial 256% ($164,718) $161.210 49.47 48.79 ($3.508) 23-Apr-13 GE 23.000 General Electric Co USD Industrial 329% ($495,190) $532,220 21.53 23.14 $37030 Saug-13 LLOY 148.500 Lloyds Banking Group Plc GBP Financial 0.00% ($174,914) $166,970 0.77 0.73 (17.943) Saug-13 LLOY 1,500 Lloyds Banking Group Plc GBP Financial 000% ($1.722) $1,687 0.75 0.73 ($35) 12Aug-13 LLOY 141.000 Lloyds Banking Group Plc GOP Financial 0.00% ($166,081) $158,538 0.76 0.73 (17.543) 31.lul.13 RNO 2.000 Renault Sa EL1R Consumer, Cyclical 3.18% ($155211) $142,966 59.29 54.08 ($12.245) 12Aug-13 RHO 2.000 Renault Sa EUR Consumer, Cyclical 3.18% ($159,729) 6142.966 59.96 54.08 ($16,763) 21344ay.13 SGMO 50.000 Sangamo Biosciences Inc USD ansumer, Noocyclic 0.00% ($420,214) $493300 8.40 9.87 $73236 31.lul.13 SGO 3,500 Compagnie De Saint-Gobain EUR Industrial 3.51% ($159,681) $163093 34.85 35.34 $3.812 12Aug-13 SGO 3,250 Compagnie De Saint-Gobain EUR Industrial 3.51% ($157.288) $151,815 36.33 35.34 (55.473) 31.lul.13 VOW3 700 Volkswagen Ag-Pref ELM Consumer, Cyclical 2.07% ($164,644) $159,237 179.69 172.10 (55.407) 12Aug-13 VOW3 700 Volkswagen Ag-Pref Ellft Consumer, Cyclical 2.07% ($173,269) $159,237 185.86 172.10 (914.032) Shut-bared Notes Manual Prici via .IPMor an Investment Bank as of rim de Interest Trade Date Maturity Face Amount Long Description Cost Basis (SI Market Value (5) Entry Price (5) Current Price (6) Received B.Nov.12 22-Nov-13 1.000.000 Gs Note 1127113 Lnkd To Man Vs Usd %Barrier 5% Atm Cpm22.9%Mxrtrn (51,000000) $1024,850 SO $100.00 $102.49 524,850 14-Feb-13 20-Aug-14 1063.030 MS Mrkt Plus MRK .80% EKO Barrier 3.5% Cpn,Uncapped Initial Level: 41.19 (51,000000) $1,118,050 SO $100.00 $111.81 $118.050 Saw-12 16-Apr-15 1.500.000 Mentor CLI1 6.200% CM 04/16/2015 Dtd 04/162012 (51,500.000) 51003,500 549,889 $100.00 $108.90 $173,389 24.May.13 29-Aug-14 2,000.000 NW, CBEN SXSE 80% EK0 barrier.4%cpn.17%Cap Initial Level :276429 (52,000.000) $1084,000 SO $100.00 59920 ($16.000) 25.lul.13 5-Aug-14 2,000.000 SG Market Plus WTI Crude, 78.75% barrier.10%CPN. Uncapped (52.000000) $2.018000 SO $100.00 $100.94 518,800 Structured Notes MIM (S7.500.000) 5/,749,200 569.888 5319,000 U.S. Fixed income is Bloom Total lnt. Trade Date Maturity Face Amount lIF Issuer S&P Rating Next Call Date Coupon Principal Coat. Market Value Yield to Worst Entry Price Current Price PATM Accrued 22-Oct.12 01.Apr-2019 1,000.000 Headwaters Inc B. 4/4/2015 7.625% (51,035.000) 51,060,000 545,236 5.7.3% $10330 $106.00 590,236 22-Oct-12 15 -May-2019 400,000 Earthlink Inc CCC. 5,1st:01s 8875% ($414.000) $393.920 130,372 9.22% $10330 $9848 $10,292 23-Oct.12 15 -May-2019 600,000 Earthlink Inc CCC. 5,1st:01s 8875% ($619.500) 8590,880 $45,410 9.22% $10325 $9848 516,790 1.0ct-12 01.1un.2019 1,000.000 Kindred Healthcare Inc 6.W2014 8250% ($996.250) 51,049,580 $75,396 6.72% $99.63 5104.96 $128.726 8-Nov-12 01.1un.2019 1,000.000 Kindred Healthcare Inc 6.W2014 8250% ($970.000) 51,049,580 546,917 6.72% $97.00 5104.96 $146,497 24.lan.13 154eb.2020 1300.000 Servicemaster Company CCC. 71150015 000% (51.598625) 51,438125 $72,000 8.85% 610638 $95.88 (585.500) EFTA01121645  Global Investment Opportunities Group J.P. Morgan Securities LLC. G I0 Gretna tinny meet ounonunIsies Account Position and MTM Summary (Open Positions) Prepared for Southern Financial LLC as of August 30. 2013 Current FX & Commodity rates USOMXN 13.355 XAUUSD 1394.38 &PUN) 1.5498 USDJPY 98.180 USDARS 5.6714 USOKRW 1110.04 EURUSO 1.3218 USDBRL 2.3837 USIRCHF 0.9306 USOCAD 11636 USDTRY 2.040 USDNOK 6.1207 25-Feb-13 154eb.2020 1,000,000 Servicemaster Company CCO, 2/1512015 8.000% (51,070,000) 1958,750 541,111 8.85% $107.00 $95.88 (570.139) 3-Apr-13 10-Apr-2023 300,000 Barclays Bank Plc BB* 4110/2018 7.750% (5300.000) $307,500 /9,494 7.10% $100.00 $102.50 $16,994 15.1un.11 Perpetual 2,920.000 Jprnargan Chase & Co BBB 4/30/2018 7S00% (/2.702,425) 52,765,500 5436,146 5.29% $10&10 $110.62 $499,221 15.1un.11 Perpetua 2,500,000 Jpenargan Chase & Co BBB 4130/2018 7S00% (/2.702,425) $2,765,500 5436,146 5.29% $108.10 $110.62 $499,221 10.1an.11 Perpetua 2,000„COO Bank Of America Corp BB • 5/15/2018 8.125% (5Z081,180) $2,211,070 5428.819 5.54% $104.06 1110.55 $558,709 30-Jan.12 Perpetua 3,000„COO Southern Cal Edison 868 2/1/2022 6.250% (52,99&970) 53,154,635 5296,875 5.48% $100.00 5105.15 $451340 27.1un.12 Perpetua 2,003100 General Elec Cap Corp 44 6115/2022 7.125% (/2.122,920) $2,220,000 5167,438 5.52% 1106.1S $111.00 5264,518 29.May.13 Perpetua 1,400100 General Elec Cap Corp 611512023 5.250% (51.400000) $1,292,564 518.579 6.31% $100.00 $92.33 (188.857) 22Jul.13 Perpetua 750,000 /pen:organ Chase & Co BBB 8/1/2023 6.000% (5750.000) 5750,938 54,750 5.98% $100.00 $10&13 55,688 U.S. Fixed Income ($21. /S9,295) 122.008.542 82,194.689 52.443.935 bitemstional Fixed Income • Intraday Pricing via Bloomberg Trade Date PAShaity Face Amount Issue S&P Rating Currency Coupon Int. Entry Price Current Price Principal Cost (5) Market Value ($) Yield to Wont MTM Accrued (5) (Local) (Local) 9Oct.12 02.Nov-2017 500,000 Petrolcos De Venezuela S B USO 8.500% (5440,250) $447,500 537,896 11.76% 88.05 89.50 $45,146 11.0ct.12 02.14ov-2017 1.000000 Petsokos De Venezuela S B USO 8.500% ($897,500) 5895,000 575,319 11.76% 89.75 89.50 $72,819 10-May.12 16-flec-2021 1,500„COO Lloyds Tab Bank Pk 888- USO 9.875% (51.627.500) $1,784,070 5193,385 3.64% 108.50 118.94 53419,955 26,1an.12 15-Dec2035 7,500,000 Republic Of Argentina N/A USO 0.000% (51.038.750) 5600,000 $469,920 13.85 8.00 $31,170 13-Oct.10 15-0co2035 10,000,000 Republic Of Argentina N/A ARS 0.000% ($318,000) /164,638 $318.000 12.56 1.64 $164.638 21.May-I3 Perpetual 3,000,000 Lbg Capital No.1 Plc BB - USO 8.000% (59247.500) 53,135,000 $66,000 7.15% 108.25 104.50 (SA6.500) 12-Jun.13 02.14ov-2017 1,000,030 Petrolcos De Venezuela S B WA 8.500% ($925,000) 5895,000 $18,417 11.76% $92.50 $89.50 ($11,583) and Asset Sacked • Manual Prici via .IPMor. an Investment Bank Trade Date Maturity Original race Issue SIP Rating Next Call Date Coupon Total Princ•Int Entry Price Current Price Principal Cost (5) Market Value (5) rATM (5) (Local) (Local) 24-Jan.13 25-Aug-2029 9,551,000 11mbt 2004.1 1M1 CCC 9/25/2013 1.084% ( , ) 5584,114 533,149 56.25 60.78 $54988 6-Feb.13 20-Dec2032 5,701,000 Semt 11 91 CCC 9/20/2013 1.639% (5781.919) $767,106 541,966 73.75 74.67 $27,152 23.Aug-12 25-Aug-2033 3,325,000 Cwhl 2003.2681 9/25/2013 5.330% ($1.231.222) 5843,193 $325,152 77.00 62.59 ($42,877) 28-Nov.12 254eb.2037 8,180100 Chase 2007.41244 CCC 9/25/2022 2.719% (52.042.809) $1,741,183 $504,495 88.50 95.22 5202,868 16-Apr-13 25-Mar -2033 4,500,000 Cwhl 2003-1 BI 9/25/2013 5.750% ($1A48.803) $1,183,953 $287,764 95.50 94.04 $22,914 30 -Apr -13 25-Apr.2013 2,726,000 Sasc 2003.10 82 CCC 11/25/2013 6.000% ($1.076.783) 5874,620 $160,531 100.00 93.42 (S41.632) 10-Jul-13 25-A x.2035 10,000,000 Imm 2005-2 1M2 CC 9/25/2013 0.919% ($1.092.826) $1,279,322 525,599 69.75 82.92 5212,095 Listed Preferred: Trade Date Maturity Shares Company S&P Rati ng Par Amount Coupon principal Cost (5) Market Value (5) Dividends Entry Price Current Price Yield to Wont Received (5) (Local) (Local) 18-Nov-10 12/1/2013 8.000 General Moton Co WA $50.00 4.75% (1400,000) 5389,290 $44,450 16.48% 50.00 48.66 $37,730 9-Dec-10 12/1/2013 63,000 General Moton Co N/A $50.00 4.75% I/3,18597N 53,065,580 $372,816 16.48% 50.57 48.66 $252,423 22.Feb-12 2115/2040 80000 Gmac Capital Trust I CCCis r. $25.00 8.13% 111.882800) $2,123,192 $231,563 5.67% 23.54 26.54 $471,955 3.Feb-12 Perpetual 46.600 Ally Financial Inc CCC. r. $25.03 8.50% 111.002226) $1,254,006 5144,136 5.69% 21.51 26.91 $395,916 9.Feb-12 Perpetual 80,000 Ally Financial Inc CCC.)'. $25.00 &SO% 151.780,000) 52,152,300 $244,611 5.69% 22.25 26.91 5617,411 24Oct.12 Perpetual 40.000 Royal Bk Scotlnd Grp Plc BB $25.00 725% ($951,600) $917,600 $60,011 8.04% 23.79 22.94 126,014 7-Jan -13 Perpetual 40.000 Royal Bk Scotlnd Grp Plc BB $25.00 725% (5977.600) 5917,600 545,313 8.04% 24.44 22.94 (514.688) 14.Jan.13 Perpetual 40.000 Royal Bk Scotlnd Grp Plc BB $25.00 7.25% (5996200) 5917,600 543,903 8.04% 24.83 22.94 (533.697) magazar Mutual Funds and Mont Market Trade Date Symbol Units Company Dividends Entry NAV Current NAV ONstergy Initial Cost (5) Market Value (5) Received1S) (LOCO)) (Local) 25•Apr-13 JLTSX 49,504.95 lon:organ Latin America Sc: USD (51,009000 00) 5827,723 SO 20.2000 16.72 ($172,277) EFTA01121646  Global Investment Opportunities Group 1.P. Morgan Securities LLC. G I0 Gleans] tux esculent 0.1.1.0 I . ' unities Account Position and MTM Summary (Open Positions) Prepared for Southern Financial LLC as of August 30. 2013 Current FX 8 Commodity rates USDIMN 13.355 XAUUSD 1394.38 GBPUSD 1.5498 USOIPY 98.120 USDARS 5.6714 USDKRW 1110.04 EURUSO 13218 USDBRL 2.3837 USOCNF 0.9306 USDCAD 10536 USDTRY 2.040 USDNOK 6.1207 9-1W-13 NAIX 78,709.17 lemorgan Value Advantage-Ins USD (52,000,000.01) 51,972,452 SD 25.4100 25.06 (127.548) FerWard Contracts • Rates sourced intraday from Bloomberg Trade Date Value Date Sought Notional Sold Notional Fix Date Current Spot Current All-in Contract Spot Contract Forward MTM Rate Forward 23.409.13 100ct-13 WY 468,650,000 CAD 5,000,000 6.0ct.13 9388 93.73 93.17600 I 93.09012 532,589 Forward Contracts MTM 532.589 FX Options • MTM Modelled via Bloomberg Currency 2 original Current Premium Trade Date Expiration Direction Currency 1 Type Notional Strike Currency 2 Type Barrier Type Premium (5) (5) trithig-12 08-Oct -13 Bought JPY Put 10000,000 80.90 CAD Call (1347.809) 11,257,189 SSV9.381 8-Aug-12 08-Oct-13 Sold WY Call 10000,000 76.90 CAD Put Exp KI*69.65 $347,809 SO 5341.809 10-1un.13 10-Sep-13 Sold WY Call 5.000,0120 97.25 USD Put Exp KI*94.75 sosAoo (15.430) 579,570 10-1un.13 10-Sep-13 Bought WY Put 5.000,0120 100.00 USD Call (5121.500) $13,831 (5107,669) 1O1un-13 10-Sep-13 Sold WY Put 4.761,905 105.00 USD Call 136500 (SO) 536.500 2-Aug-13 14.Feb-14 Bought USD Call 250,000 110.00 UNIT BARREL Put (5562,500) 5691,424 $128,924 2-Aug-13 14.Feb-14 Sold USD Put 250,000 93.50 UNIT BARREL Call Exp Kb* 83.5 $562,500 (5500,600) 561,900 FX Options MTM 50 51.456.413 51.455.413 Total Return Swaps Effective Accrued Interest Entry Price Dividends Current Price Trade Date Maturity Date Underlying Shares Rate Speed (bps) Notional MTM Date Paid (Local) Earned (Local) 18-Mar -13 18-Mar.13 20-Mar-14 Kasai Transport Egutomt 888.972 3mL 0708 11,999,999.37 (58.795) 2504.92 SO 2.699.35 1152,971 EQILO 1354,879 1225,016 5579,895 FI/SP SS,537,241 11,708085 57,245,326 2012 EDT Open MTM 15,685,137 Repo SO SO SO Current Open MTM 17.334,268 MP/ ST (5199,825) SO ($199.825) Derivative 51,641,973 (51,959.450) (1317,4 77) 1fTD Change in Open MTM 11,609,131 Alternative $0 SO 10 2013 Closed M. (126,341) Other l Miseellanenn $0 SO 10 Totals 57.334,268 (126,348) 57.307,919 2013 Nat Perforation 11.622,702 (Q 2013 PMergan Chase 6 Co EFTA01121647  Global Investment Opportunities Group I.P. Morgan Securnitm tic Account Position and NITNI Summary (2013 Closed Positions) CI awe un.« Nmas cummmiimpir. Prepared for Southern Financial LLC as of August 30. 2013 Dividend EntryPrice Closing price Trade Dato Symbol Snit. Company Currency Industry Cott Bas, (SI Market value (S) Closing Wile Yield (Loca) (Lord) (Wan. 3 CIMT 4.400 Celvnel Specialty Product 150 Energy 196% <S139.9641 1137,412 8.1an- 3181 31.24 1 2.5 » (igtin.13 SLR( 4.400 Solar Cooed Ltd VS0 financial )29% (1107.3601 1146.689 8./an-13 2440 24.02 151.6727 8.1an-13 TU) 3.»3 Teton) Logistics Lp uN) Energy 181% <1133,4401 1134909 9.14n.13 41.70 42.16 11.469 IS-lan-13 USA' 6,0» Usa Compression Partnon Lp uN) Industrial 7.10% <$1040001 1101260 IS-Jan-13 18.00 17.71 01740) 16.1an.13 ALM! 240 Alnylam Phormaceutecals Inc VS0 unseen. lion-cyclic 000% 048.3121 154040 16./91.13 2013 2086 51.728 16.1an.13 (MN 6400 imermune Inc VS0 unsure. Non-cyclic 400% (4%30) 114125 16./91.13 990 10.02 5785 17-lan-13 AVEO 2ACO Auto PherrnateutiCalt Ina uN) 0nSuenteMOn Cytlif 0.00% (118.0001 117,899 17.1an.13 730 7.45 01011 17.1tin-13 CVRR 1,800 Cur Ittifinng Lp VS0 energy 1985% (14/0001 41871 $4 17.14n-13 25.00 25» 5871 lielenr13 MO 6.0:0 Mobeorp Inc VS0 Basic Materrals 000% (1114.0001 1111358 18.1441-13 1940 18.56 112.64» 18-1an-13 NC W IA» Norwegian WIN Um, molar uN) Consumer, Cyckal 0.00% ($34400 $396328 18-Jan.13 1900 24.58 54926 18-1an-13 NTI 5,200 Northern Tier Energy Lp uN) Energy 1106% (1127.192) 1134149 18-Jan.13 24.46 24.26 (S1013) hefe013 AMA 9.03) Ariad Pharnmeutecels Inc VS0 °mom. Ho -cyclic 400% (11303781 1)74.408 24.1en-13 15.21 1938 137.530 24.1an-13 BP( 4.0:0 Buck-gee Wows Lp VS0 Energy 107% (1214160) 5201523 14 /441.13 52.54 52,13 151.6371 25-1an.13 EliM1 500 Bright HoreonS Pernik; Solist uSI) onsumm Non cyclic 0.00% (1115001 113,758 25-Jan.13 ZLIMI 27.52 12,758 25-1an.13 MCP 2500 Mols<orp Inc uSI) Basic Materials 0.00% (1110001 111400 25-1n.13 6» 6.95 $2.4C0 29.1tin-13 VEIY 49:0 Piedmont Naturel Gm Co VS0 (*Mies 344% (1201000) 1207.410 30.M1.13 32.00 31.91 0592) Iblan.13 KEM 1,9» Koryx Brophatmaoauticals uSI) onsumr, Non cyclic 0.00% (1120331 114190 31.1n.13 8.49 9.46 11.455 Iblan.13 VMS 3.5C0 Vanguard NaCural Resources ;AO Energy 907% (197.4731 $96,983 31.1n.13 27.85 27.71 04921 /1.1an.13 25,000 lcieto Inc VS0 unsure. Non-cyclic 019% 66540001 $786.482 1.feb-13 2400 31» 1136.482 I.Feb.13 CHO 1.9» Chmagmake Lodging Inn VS0 financial 4.73% (131.122 131.559 1.feb-13 2475 21.04 5434 I-Feb.13 3,5C0 Nay.os Maritime Pantos Lp sno Industrial 1254% (149.5251 $44859 1.Feb.13 14.15 13.96 06661 S.Feb.13 BCC 4,0» Emmons* Product Partners VSo Energy 438% 0218,2401 1218,072 5-0b13 5456 5452 0160 546.13 BCC to:o Boise Cascade Co VS0 indupriel 400% (121.0001 121269 44e;13 21,00 2527 54.249 Feb.13 BCC 3.9:0 Bo« Cascade Co VS0 indystrml 0.00% 069.5101 569,263 ).feb-13 1946 19.79 (5247) 14Feb-13 MR 2P» Armour Residential Rea inc uS0 Financial B)50% <11943601 1191141 14.40-13 6.84 6.66 05.219/ 154eb-I3 Clf 10 3.000 Chffs Natural Resources Inc VS0 Mk Materiels 247% 087.0001 189.148 15.Feb-13 29,00 29.71 52.148 NUN I. :0 Nielsen Holdrngs Ply VS0 Commune/urn 232% (12444001 $240,654 15.Feb-13 3155 32.91 5234 I S.Feb-I3 px0 1030 Pioneer Natural R44OHNOT Co sno Energy 0.05% 01285001 1134328 15.40-13 12800 130.33 12318 21-Feb-I3 KORS 20/300 Michael Kors Holdings Ltd uS0 Consumer. Cyclal MO% 01,230.000 $1.201181 21440-13 6150 6006 028,819) 2110;43 KM0 3.0:0 Kinder Morgan energy Prtnrs VSO Energy 6.47% (1259.0501 1259,377 21.Feb-13 843$ 8646 5327 27-Feb-I3 AGNC IMCO Amnion Capital Agency Con ;AO Financial 18.45% 04744501 971839 27440-13 31.63 31.59 06111 27-Feb-I3 MPW 1,250 Medical Propanies Trist Inc USO Financial 653% (117.8131 117,887 27.40-13 1425 14.31 $75 28.ftb-13 OCP 3.9» Oyincep international Inc-A VS0 0niline. Non-cyclic 000% (1142.2051 1143.357 144«.13 0043 40.96 51,152 $.Mar-13 WIR 2.718 Williams Partners Lp VSO (new 699% (1131135) 1134.362 5-1.M.13 49.14 488 (5773) 6 Mar.13 MI O» Apollo Commercial Real Etta USO Financial 10.65% ($612001 $68,238 6.Mae-13 17.05 17.06 $38 6 Mar.13 msha 9» 1M Homes Mc ;AO Consumer, cyclical 0.00% (111,7501 112,210 6iMaeit3 2330 2442 $460 6.41er-13 0 2.0:0 Realty Income Cola VS0 financial 5,52% (191.8001 191.078 44.M.13 4190 45.54 (572» 7.MarrI3 Ono: CAR 1.9» Discovery CommunKatiore, C VS0 Communications 400% (197.1251 110).438 744.-13 647$ 66.96 53,313 7-Mat.13 KAP 1,5C0 Kar Auction Senticas Inc uS0 onsurrice, Nm.cyclic 2.85% (1218751 129.234 7.1.4ae-13 19.25 19.49 1359 7.MarrI3 9:0 lierkunited Inc VS0 financial 2.4% (112.02 112.755 8.1.40-13 252$ 25.51 514 /Mer-13 2.9» Phormacydm VSO omen. Ho -cyclic 400% (03%000) 1235.330 8-Mar-13 9400 94.13 $3» I2-Mar.13 2.0:0 Lexington Realty True( sno Financial 512% (123.4001 123339 12.Man13 11.70 11.67 <1611 13 Marla PINY I,250 Annws Inc USO onsumm Nm.cyclic 0.00% (1%0001 149349 13-Man13 •200 39.96 <551) 13.Mar.I3 HAVE 000 Heartware international Inc VS0 angry. Hon-cyclic 000% (151.870 152.055 13.1M-13 8145 86.76 1185 ia.Mar.13 VIPS 1.0:0 V0shop HOldrngs Ltd Ads VSO CommerKetiOnli 000% (124.000) 124.609 14-149-13 2400 24.61 5609 IS Mar-13 TRW 3,530 Trulia Mc sno CovernurSHIOnt MO% ($29.7501 131,009 15-Mar-13 29.75 31.01 $1.259 3-Apr-13 AMC 3,5» Ares Capital Corp USO Financial 4(65% ($61.6351 161344 3-Apr.13 17.61 17.53 (5199 9-Apr.13 CU2 4.0:0 Cousins PrOpertie MC VSO Financial 181% (141.800 $42.359 gApr.13 1445 10.59 5559 10-Apr-13 »ANC 1,5C0 Taylor Morrison Home Corp4 ;AO Canumer, Cyckail MO% (53343001 $34.754 10.49413 22.00 23.17 $1,764 thApr-13 RLGY 9.0» Maio* Holdings Corp ;AO Financial 0.00% 0394003) 1401,119 1141W-13 4400 44.57 11119 11.4pr.13 7.500 Infinity Phatmecetnicals Inc VS0 unsure. Ho -cyclic 000% 0~000) 19:4768 IrApr-I3 400 41.17 58293 12.4pr.13 (VT( ao:o (vatic PK VSO °mire. 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