EFTA01121682.pdf

Global Investment Opportunities Group u. Morgan %%saki*, LAC Account Position and MTM Summary (Open Positions) C I CO lawstmes• 0••••••1••=.10.., Incense 441 for Southern Trust as of September 30. 2013 Current Ft 11Coarreoekty rites USINC(14 130947 4/411110 132111 4191/111) 19165 USDIPY 9.20 USDMS SIOIS LDOZAR MOW (IRV10 1,3524 USDab. 3.211 USDNED 7205 1/11:014 05048 USDCAD I 0314 USIDltv 2 019 USDNDK 0011 Unreel • 0 Pc Blincriber tApirabon Trade Date Symbol Contracts hre Strike ITM'OTM Cost Kits IS) lAnket Value IS) Underlying Silt Prue srniel Premium Current Premium MIN Dole 2410.13 WADS 1116201.1 91 DM $10470 159uni Sr*8 SIOl7 59.50 5920 2)&03 VIX 10 CAI /011(42013 IS IDA 31% 4.750 116 SA% 1135 tasted Option. 1014 m 59.514 SSA ISO) $1.104 St.- Mow thio teMor nil el ior Tiede Clat• Motooll Tar. wmwnt inn" Description Cost tun IS) Market Value (SI interest Rinerved Entry Price (SI </wren' Peke IS) NUM ISAnee•13 37•11a.14 1.000,000 USK Pk Skit 1.10•*Sh Boner • $to Cpn • 213% Mettrn.linlior Dint 19619 5643503 50 SID) 00 50 85 I:1151.9:01 5410.0 3 21•Apell 1. 000 INK BM. Ski UP • DS% PM. • $% Cpn • 11514 Metre. inniai hat 20035 $870.9(0 $0 SNOOD 14109 01201001 11 41 al Witco MTM (52.00400) 54 71040 SO 5204440 00 IMOSIP60•111. Reed Meese • nue% f•16 via (Womb* Peke Current Once Liddy Clat• *Wray Paco Amp,. SW Rata.; Cytrierl•Y COUP.. Ineicipal Coot litultut value (S) Total Int. Am (S) Ykld to Wont 6.0" hone (Loran (Local) 24-Frib•13 0244.2017 9024030 Morons p Vonnuera 5 8 USD 8,500% )119040:Cr $917.5(0 50.583 11(6% 1(000 01.15 iS)29,2) 04•11013 02140010/7 1.030.030 PenoreOf De Venttu4aj B 1.1/0 8.500% 11•1511110:1 $9123(0 $57,094 11 (01 1449) 9115 ti$11/.042 (11.705.050) 191139.4•10 SWAN (514.102.32) Lined Pnifseede entry Price Cumera ihk• track. Ontet PAntuctO %Awn Canape.. y S&P Rarl•ng Par Amount Coupern Princicul Cost IS) /Arnie, value IS) Olvidench Received CSI Thin to Worst 111.0W0 (Lotell 114v 13 4t4Delyol $7.(00 Ally eenn001Int ((Corr $2503 850% .51 439•11i $1,52100 $12,113 5 KV 2114 15 /8 Sta $93 Irenvied Centrals • (WWI canoed irdie44/ horn Oineerniecl Current Spot Currant Alin Trade Dote Value Date Rough, notional Sold Nolionel by Dole Contract Spot Contract Fernand MIM Rate kinerant 27404.13 40003 AUD 1.0544530 uSI) 1.843.750 13 0.93230 0931875 297240 053214 5520 3004613 400013 PICO 2.020.0% USD 1.141.150 Oct•11 043240 0632075 8290 0.2141 304003 130003 Ilm 4444000 USD 1650.150 00(1.13 0.42“0 0925075 082975 011114/ 1.5,810 3004613 4 ODA) GOP 2%0000 USD 712:10 $-CKI•53 141960 1 6195214 %PASO IPISAl 152123i 31119613 ODA) GOP 2.000.0% USD 5•00146 141490 61%214 141850 IPISAl 52.227 FX Options • UNA Modell% vla Plcconlitio Cunene) Original Current Premium Torso Dade ritaratinn Direction (moon, " I *we Capon() TIP^ true: Premium (Si (10 2010913 Sold 1350 Put 10.000000 042 420 Call Kt ••45•40 0.193 3112.0)0 26%143 Nutan.I4 5410 1.50 Put 14000000 094 44/0 Call KI1396•40044 194350 (3125.124 5, 294.613 2920314 Sold PY Cal 5400000 9500 uS0 21944K05101 S71.250 ‘444310 120.23-i 6 AKA 3 064044 5410 1.50 Put 2.000000 040 NZD Call K00.77 SIAM (594,7011 ‘161471. 04.4.13 C4.FirtuM Sold USO Put 340004) IS? GAP Call KNOW(' NI • ASPS d KO • 153 1%939 (5124.19/1 0144.256. 13.4.4.13 )44.n.14 Sold USD Cal 450004) 0.6) ADD WNW% MO 5.106unul 99.13 543.655 10 $434% 90lIAC.13 114044 Sold CAD WI 4.500.010 103 USD R. S53.500 )$34302) 521.598 34,341 064etint Sold uSD Put 3. 04000 002 ADD Call KNOCK 41.933 teal 911343 511.040 kfTS.014) 0449745 104013 NANIA4 Sold 1.50 CMI 5,02.00 019 ADO Put 105.14 551.100 $85379) 14321 I Iltp13 042044 Sold 'V Put 5,01.030 10100 USD Call K151M $93.500 4374191 145461 134%43 064%44 Sold USD Put 5400.050 045 ADO Call KI • 116• KO 0901 551.742 4315235 521.44 234%,13 044414 5410 USD Put 3001.0/0 1.40 GOP Cell KI 0 1 6454 KO AI 1 525 154351 ($93.4%) 1354042) 2%0043 064%44 5410 USO WI 3400000 I.5. GIP NA 10•163 4(00155 1345111 413.535) 1.10.361 KILO $1.364 50015 52.489 Pi/SP (5184)30( (51.1031 (5201 11)) 101.1 !Or ()fru,. 14114 PO Repo SO SO SO %went Open •WM If451.114) WI ST SO SO 50 Derivative 1520491) 034%01 3384 2931 YID tarnuar in On•A MTM If451.114) Alternative SO SO SO 1013 (kited nt IS40.113) Otherl MISteNNWOU1 SO SO SO %Ws (u54.1581 040313) (5593,431) KU Nit Perftwiniester 0593.471) K/2013 Onbron Chest 4 Co EFTA01121682  Global Investment Opportunities Group LP. Morgan Securities LLC. Account Position and MTM Summary (2013 Closed Positions) C I 0 Global loverninent Clonorteralitee Prepared for Southern Trust az of September 30. 2013 Dividend Market Value (5) Entry Price Closing Prke Trade Date Symbol Shares Company Currency Industry Cost Basis (5) Closing Date Yield (Local) (Loco» 19.Mar.13 HIP 4,000 Hey Energy Partners Lp U50 Energy 527% ($163.200) 5160.101 19.Mar.13 40.80 40.03 (53.0991 20Mar.13 MOON 900 Model H Inc 1)50 Technology 0.00% ($13.9501 $18234 20.Mar.13 15.50 20.26 M)84 20Mar.13 HE 4,000 Hawaiian Electric Inds 1)50 Utilities 4.94% (6107.000) $107,398 20.Mar.13 26.75 2625 3398 21.10ar.13 ENTA 400 Enema Pharmaceuticals Inc U51) ansumer, tion.cydic 0.00% (55.600) $6,324 21.Mar-13 14.00 15.81 $724 22.Mar.13 GPK 3,000 GrapNc Packaging Holding Co 1)50 Industrial 0.00% (521.0001 $21)10 22.Mar.13 7.00 7.07 5210 26-Mar-13 O.MT 3,000 Calumet Specialty Products IND Energy 10.04% (6112.500) $111.178 26Mar.13 37.50 37.06 ($1.322) 28-14.9.13 NMI 2.000 Trani Holdings Inc USD smumer. HOn-cydk 000% (542.2001 541,899 28-Mar-13 21.10 20.95 (5301) 3.Apr.13 MCC 3.500 Ares Capital Corp USD Financial 8.79% (561.635) $61,214 3-Apr-13 17.61 17.49 (54211 Equity PA 5471 Equity Syndicate Pit 5471 Listed Options Expiration Trade Date Symbol Contracts Type coat Basis (S) Market Value. (5) Closing Date Initial Premium Closing Premium Date 24-Jul.13 GU- US (II Put 1118/2014 90 IIM 5991 (5926) $97.88 5991 59.26 24-10.13 GLL 1/5 (91 Put 1/1812014 91 IIM $9.423 158.874) 597.88 $1047 59.86 Listed Options Pit Listed Preferred. Closing Entry Price Closing Price Trade Date Maturity Shares Company 56P Rating Par Amount Coupon Principal Cost IS) Market Value (S) Dividends Received (5) Date Recall (Local) 15 Mar-13 Perpetual 45.000 Wells Fargo & Company 8884 $25.00 525% (51.125.000) 51.111.825 28.Mar.13 25.00 24.93 (53.175) 19 Mar-13 Perpetual 40.000 Citigroup Inc 88 525.00 520% (51.000.0:0) $996.1/8 3.Apr.13 25.00 24.92 (53.222) Listed Peeeeee Pit (56.398) listed Peeeeereds Syndicate Pal (56.398) Forward Contracts Trade Date Value Date Bought Notional Sold Notional Tie Date Contr., Spot Contract Forward Closing Date Closing Rate Rl äägä䧧§g%55§§§§§§%§§§§§ääää§ 23-M-13 25-NI-13 1,518,670 NOD 1.900.000 24-NI-I3 0.7993 0.7993 24404) 010015 ($1.615) 24-M-13 25-NI-13 1,521.900 NW 1.900.000 24-NI-I3 0.801 0.801 2ß-M.13 010015 51,615 2-Aug-13 26-Aug-13 395.850 NW 500.000 25-Aug-13 0.793 0.7917 22-Aug-13 0.7834500 54,125 21-Aug-13 26-Aug-13 1,573.186 NW 2.000.000 25-Aug-13 0.786593 0.786593 22-Aug-13 0.7834500 56.286 21-Aug-13 26-Aug-13 1,799.236 AIM 2.000,000 25-Aug-13 0.899618 0199618 22-Aug-13 09815008 (53.7641 28.Aug.13 30.40943 1,554,600 N20 2.000,000 28.409.13 0.7773 0.7773 28-Aug-13 0.7772000 3200 28.Aug.13 30aug.13 894,300 AUO 1,000,000 28.409.13 0.8943 0.8943 28-Aug-13 0.8942000 3100 28.Aug.13 3-Sep-13 Pion N20 1,000,000 31.409.13 0.7773 0.777095 28-Aug-13 0.77809 ($995) 22.Aug.13 3-Sep-13 1,802,000 AUO 2.000,000 31.409.13 0.901 0.901 29.Aug-13 0.8943700 513.260 Z2.Aug.13 34e9.13 1,559,213 GBP 1,000,000 31.409.13 1.5595 1359213 29-Aug-13 1.5492800 $9,933 21.Aug.13 235.9.13 1.000,003 11513 1,563,633 20Sep.13 1.564 1363633 29-Aug-13 1.5490000 ($15.2901 22-Aug-13 3-Sep -13 1,957.503 NW 2.500.000 31-Aug-13 0.783 0.783 29-Aug-13 07780900 $12,275 29-Aug-13 9-Sel>13 1,788.003 AIM 2.000000 6-Sep-13 0.89437 0194 4-Sep-13 09171400 ($46.280) 29-Aug-13 11-Sep-13 1,834.003 AUD 2.000.000 8-Sep -13 0.91714 0.917 10-Sep-13 09310250 ($28,050) 10-549-13 27-Sep-13 930.000 AUD 1.000.000 24-Selli-13 0.931025 0.93 9.5e0-13 0 9219000 58.100 29-Aug-13 23-Sep-13 2.719.503 NW 3.500.000 20-Sep-13 0.77809 0.777 18-5M-13 0 8308500 ($188.475) 10-5e9-13 27-Sep-13 930.000 AUD 1.000.000 24-Sep-13 0.931025 0.93 18-5M-13 09442900 C514.2901 18-5'9-13 25-Sep-13 500.000 USD 415.373 22-Sep-13 0.830746 0130746 I9-Sep-I3 0 8395000 54.326 18449.13 25 -Sep-13 500,000 U511 418,398 22.5ep.13 02136796 0.836796 IS -Sep-I3 08395030 31,336 1854943 2S.Sep.13 2.000,000 11511 3.210,280 22.5ep.13 1.60514 1.60514 IS -Sep-I3 1.6071000 $3,948 1854943 27-Sep-13 1,000,000 11511 944,290 24-Sep-13 0.94429 0.94429 IS -Sep-I3 0.9492000 $41323 1954943 23-Sep.13 839,0® N20 1,000,000 20.5(9.13 0.839 0.839 IS -Sep-I3 0.8376000 $1,400 19.549.13 23-Sep.13 839,0® N20 1,000,000 20.5(9.13 0209 0.839 19.5.9.13 0.8378000 $1,200 1954943 23-Sep.13 835,500 N20 1,004000 20.5(9.13 0.8355 0.8355 20.5.9.13 0.8366000 ($1.10m 19.5M-13 23-Sep-13 3.206.000 GBP 2.000.000 20-Sep-13 1.603 1.603 20-5®-I3 1.6006000 54.800 20.5e9-13 25-Sep -13 3.200.803 GBP 2.003,000 ZO-SeP-13 moor 1.6004 23-Sep-13 1.6059000 (W.«) 201/9-13 23-Sep -13 13300.003 USD 941.300 20-Sep-13 0.9413 0.9413 23-519-13 0.9430000 $1,700 20.5e9-13 25-Sep -13 941.000 AUD 1.003.000 ZO-Sep-13 0.9413 0.941 23.5e13-13 0.9431300 ($2.130) 20.5e9-13 25-Sep -13 836.300 NW 1.001000 20-Sep-13 0.8363 0.8363 25.5eP-I3 1.0000« 56,424 Forward Contracts Pa 519.717 EFTA01121683  .P. Morgen Securities LLC GIO Account Position and MTM Summary (2013 Closed Positions) GlobalRRRmasse Chanoriumilln Prepared for Southern Trust as of September 30. 2013 FX Ion Cuirrinry 2 Original Cloking Preimium Tra* Date Expiratnan Chimilion CurrenCy 1 Type Strikt. Curremy 2 TYP" Closinq Date Pit Not tonal Premium IS) IS) 2S-1u113 240a.13 Sold USO Call 2,000.000 0.10 Put K00.94 821/2013 5248130 (555.4401 ($26.560) 26.1u1.13 26, Amg.13 sought USD Put 2.000,010 0.78 USD Call 812/2013 1112.246) $1),160 *914 24.1u1.13 24.3an.14 Sold CAD Call 10,000,000 USD Put KI 01.005 KO 01.055 sarrou $91.000 ($49,C00) $42,000 26.8013 26, Amg.13 sought UW Put 3,000,000 038 USD Call 8/23/2013 IS10 149) $10,413 ($7.956) 6.Aug.13 06.Feb.14 Sold 1PY Call 3,000.000 95.00 USD Put K0099.35 9/2/2013 928200 $0 $24.200 2S-Ad.13 24.0a.13 Sold UW Call 3.000,010 0.93 Put K00.04 9/912013 843.320 (536,600) 1.6.720 10-5ep-13 23.1an-14 5014 UW Call 5.000.000 0.79 Put KI • .75 9/19/2013 578144 (545.0301 $33.114 3-503-13 cerreiii 5014 UW Pul 2.000.000 0.92 AUD Call WADOW KI 0.923 anti 903/13 9/23/2013 57.360 (567.4091 (560.1:119) 7-Aug.13 cerrb-14 5014 UW Pul 2.030,000 1.57 GBP Call KNOCKEDIA 0 „US & KO 0 1.53 9126/2013 519.939 (594.3851 (174.446) 23-5ep-13 0644b-14 80.2911t UW Pul 2.000,000 1.57 GBP Call 9126/2013 nta.766) $98.716 (549) FX OP00^ Pjt 2) Total 2013 Pik (S4 o.213) (Cl 2013 0/..torten Osme /I Ce. EFTA01121684  Global Investment Opportunities Group 1.P. Morgan SeeteritlaS GIO Oka*. tenevans Oneeneelvin Account Position and NI_ Summary (Disclaimer) Prepared for Southern Trust as of September 30, 2013 IMPORTANT INFORMATION nib 1.110.111f (SU L.4004100.1.1'.1.0191all14110 6 COO 10411111.11QS 00 not prance t 111•10/06111#100/0 not DO 1091 COO as IDSOlecn at a Jr Morgan fraliful 111.30.1J0111101-6. a0v10). 0/010:10,/y. any casoasion of U.S. tax matterscontainedheroin (includig any expressed heroin may differ from the opinion ospreitoO by other anal of 1.P. Mogan, inducing attachments) is not intended or written to bo wed, and cannot to used, in connection with 10.400100. The 10•051/11001 strategies and vans stated hero may differ from those expressed for the promotion, marketing or recommendation by anyone unaff&nod with Lei/wean01mo other purpose,* cc in other contexts by other lel/organmarket strategists. &Co. of any of thematters addressed boron or for the purpose of awaiding U.S. taxmlated LP Morgan Securities LLC may act as a market male. tolerant to structured products ot option Penalties. products and may engage in hedging or other operations in such marketsteleran to Ns stneturod Each recipient of Ns Declamation and each agent themot may disclose to any person, neaten or optionsexposures. Structured ',abducts and options are not insured by the Federal ,'shout limitation, no US intorno and franchise tax treatment and tax structure of the Deposit insurance Corporation (FDIO, the 1000falRosen* Board. Of any other govemmental transactions described heroin and may autos* ar• materials of any kind Onduding opinions agency. or other tax analyses) provided to meirecipient insofar as the materials relate to a U.S. In CHIMMI01101oaticos and other suate#46, results and Asks are based solely*, tnprOsetical Moon* or franchise tot strategy provided to such tradition' by I.P.Magan thaw & Co. and examples cite* actual results and risks will vary dopondng on specific circumstances. Investors its subsidiaries. am urged to consider °irefully whether option or opterwelated products ingeneral. a well es the Bern pockets and serviceswe offered byl.P.Mcespen Owe lank. NA. and its affiliates. products or Proteges dimmed heren we suitable to their needs. In actual trareectiore. the Securities products and seances ere offered by /). Norge' Sainte.) LLC member NYSE. client's cotenerpeny for OTCderivatives applications is ',Morgan Ouse Bank NA. London HAM and SIPC.I.P. Mogen Securities LUX es en effbete of I.P.Morgan Owe lank. NA. branch. Fore coq of the - Cheretteristm end Risks of Sterdwdeed Options' booklet Neese and other effeetesgsebary en Iowa legislationremits /DK insurance end domestic deposit contact your J.P. Mogen Advisor. preference we not appleable to deposits or other obligations of our barn branches or Rtel estate. hedge hods. end other private enostments mey not be suitable for ell indnidtel Wintry, affiliates outede the United States. imeston, mey present lignificent mks. end may be sold or redeemed et more oe less then the In the UnitedKingdom this materiel is apreowel by P.P. MorganInternationtl Beek Owned original amount invested. emote investmentsere offered only by offencg mtworercln which more UNA') web the registeredoffice located et 123 London Well Et2T SAP. reentered in hey desaite the pebble risks. There we no mawances nal the slated incestment otyectives of England No. 0303766 and is authorised and regulated by the Financed Services Authority. any investment product will be met Hedge Funds (or funds of hedge finds): oftenengage in eldrtert this materiel may be distnbeted by:1)Morgen Chase &era. HA. OPI/01) leveraging end other speculabve moans...It practices that may increase the risk of investment Axis brands. *fads c regulatedby the trench banking euthoribes AutOMe de Controls loss: an be high& Minuet are not moored to provide periodic pricing Of V011.100011 informationto enolentiel and Armin. des Marches Attendees;I.P. Morgan (SuissOSA. regulated by the inwastott may involvecomplex tax structures and MAWS in distributing important tax information; Swiss Financial Martel Supervisory Authority; *Ale Osbai branch, ecigulatml by the Dubai are not slajon to the same regulatory 10.1f0M011flas mutual funds; and often charge high fees. FinancialVintonAuthority; MACS Behan branch, ecerreed as a conventional wholesale Further, arty note of conflicts of interest may must in thecontext of the management maw bank by the Central Bank of Bahrain Hot professional clients only% 01.103 Hong Kong operation of any hedge find. Drina. 109016100 by the Hong Kong Monetary MAN:4w and IPMCB Singapore brands Inthe US.I.P.Morgan Mutual Funds are distributed by Lei/organ DistributionServices. Inc, regulated by the Monetary Authority of Singapore. which is an affix. of I.P.Margan Chase & Co. Afteatas Of LeAtorgan chase & CO. 'ada teen This maional 4 not intended asanohm or solicitation for the parches. or sale of any tot prancing various services to the funds. Call JP.Motgan Distribution Services at 1-8C0480 Anemia 111011.10/Ont I.P. Morgan Securities LLC or ris beceorogo affiliates may bald a 4111 or visit www.l.P.MorgaNunds.con for the prospeaus. In :*ton shored careful), consider the positionor act asmarket maker in the financial instrumentsof any issuer discussed herein or investment objective risks, charges and **pontos of the mutual funds bone. investing. The an as an undenoito, placement agent, advisor or lender to such issuer. The stem and prospectus contains1N and other information about the mutual had and should be road carefully suatinass described heroin may not bo suitable for all inenton. The &Anion of loam or before :moving other extensions of credit in thisMAO/4i is for Illustrate poposos only. No covenfirem to As apostate*, potions of ennui, fund peeamens. information may be provided by Upper, a lend shooed bo construed or implied. This materiel is distributed wah the undemanang that Rowan covoarry, subject to the following: 0 20I2 AMOK M rights!owned. Ay copying we are not rendering accounting legal or tax QOM*. Estate 111311N1V) f11.10.00ttocsal republication* redistribution of Lippw comenc. including by caching, hammy or similar moans, is assistance. You should consult with your independent advisors conserving such manors. esproisly proNlAted &Pout the prior Written consent 01L000/. Lipper shall not be liable for any We te4ese the information cornered in tins materiel to be reliable but de not warrant its errors p delays in the content of for wry acorn token n reliance thereon 0111001, 0, completeness. Cernions, estimates. and investment *elegies end views Pas performance is not • reliable indicator of compereble here reline end investorsmay get NOT Ni OFFICIAL CCOWMTION ea nformalonal opposes prey. This report does not iscresern monde' account of de Isororgs. Wan:vs.or trenssebare made in your =oral and is burg prowled el yaw reducel Please refer lo your rrenley amyl statement for de oils:sal reoe'd 0 Moamar mown, scenes For coeshon.Nease oilyaw1P. Mogan reotimo&Mte Tee follow, is berg percled lee nformalcaal pommy oWy ender nreepsee to your repeal Memnon coroated inns message end Off/ 0:01010310100000.01011101011. noteirg but me Smiledto any research. wake, velunons. ;Werner,. contents/tons. oalculakons otestimales. is below/ a be reliable tut we Osnol*If10111M 00001101011001 or accuracy. Opoicm andosimaxe coon/slit cur juOjerani era are satioct le changev/1,W naloo.Past peeformance is not 00001/10 Wean reoulai. The matelot is 1101 Mended as a+ Wier or solcitalion 101Me pathos,' or sale 01any scandal instnenem. Teo broke/deafen ware( ther afelales and cerialcryoes may hoot a merlon a act as maraca maker in no Anemia, katomorvs of any issue( discussed haps+ or ad as indomMer.IMICOTOM agent a20201or lender lo such issuer Veation, recnitk0 reflect pnce 'Mina*, onPe tisk<s)spovied Alleagh irformalcn in these doonents has terra °blandIron NORM beloved lo be Wage. JPIAxpoi Chase & Co and is eallotes do not guarantee es acorn or competenew erd accept no lobby for any erect or corompential 110106 wing fern as use. Trisinlomunon b lot thosob used the parson sa whom it b ad&rot and may be 004/000.11 and cortdonual. Any use, cesteibteon. otckplicalen by anyone oboe than no aCklrossto as pentad. II yea woke the n rum. please folly tiro Lender ierntodalely erd room by free (C) NM )Mogen Chine 6 Co EFTA01121685