G TO Global Investment Opportunities Group
Account Position Summary
J.P. Morgan Sc tic: LLc.
I a.l.el 11.........~ leprerineinie. Prep4 re d for F inanc Lit Trust •45 of July 31. 2012
Current f XII CONMyåp•r4 e XAGUSD 27 985 NAUUSO 101495 GOPUSO 1.5673 USOJPY '612
XPTUSO 161425 XPOUSD 190 EURUSO I.23 USOCLP 482.4
USEKHF 0.9766 USOCAD 1.0034 AUDUSO 1049 USONOI( 6.0305
Fonward contracts
Con(rect Spot Cu"" ' Allen
Trade Date elPhY treue', NOtkeleal Sold Nolional [.riny Date Spot Conina Fon, ard Rate C""rn' Cu".." Galatoll (USD)
Rate Rate Pointe. Fora Mel
19.1012 23.4u012 MXN 12.%0.000 USD 972.213 23442.12 13 2363 132687 133457 00000 13.3457 5 15.609)
Open Forward centracts martetoillaiket 5 ( 609)
Currency 2 p, ,ie, Onenal Onsmal forrem
Trage Date Expipi Date Enionloa fangt Type Senke CrinneY 2 Type p,,,,,,pm prn,num (NA p, Ga t
inoes (1150)
Notionel
1øq41 13.Atig.12 Nul: Put 10.000.000 83.25 (AD UI 4413.612 57 3950% 50.100.90 5 1405.512)
1 .11 13.4,912 Sag Call 10000.000 76 CAO Put Cent k1071 5413,61/57 3350% 5000 5 413,613
Open FX Options Itartetotrlarkol 5 8,101
Coinmodlt • • • . ne
Original Or en.9-1 tunglim
%ade Date ExpkY Date DInkiler Type nouenai Ibbl) Strike Underlying Bi/Tier G z U 01
Prenmum Premium 111 Pr•euum
ietirtI2 33.4u9-12 Sold (MINI Put 125.000 100 UNI1 ItARREL 513625000 1090% -584.028 15 52.222
10442
teVlay-12 ISAU11-12 lotet (MINI CMI 250.000 140 UNIT RARREL 4200.00000 .0371% 5437006 091130
27.9.0.11 12•Noi.12 Sold CREM Put 121003 96.5 UNIT BARREL 102 51,087,50100 9.016% 4491509.83 589,990
.58
27Jt.I1
ui 12494.12 Botnix BUNT 011 125.00) 126.5 UNIT BARREL .575,000.00 .0.474% 598,652.18 23,652
101411 12.Nov.12 Sold CREM Put 100,000 80 UNIT BARREL 5184,00/00 1300% -579,40138 104,595
1023$
101612 12.Nov.12 ti urt BUNT 011 100.000 119.5 UNIT BARREL .5184.00)00 -1.540% 5144610.61 (31.359)
10-10-12 114X<-12 seid (MINI Put 100000 793 UNIT BARREL 5233.0000 2.931% 4114321.73 118278
10111
10-1$912 114X<-12 !kiekt (MINI UI 100000 119 UNI1 BARREL -5233.000.00 -1358% 5198394.18 134.204)
101$912 00-149-13 seid (MINI Put 100000 79 UNIT BARREL 5327.00000 4139% 4186.52111 140.477
101.08
10-10-12 cerebe Bourt (MINI UI 100007 1183 UNIT BARREL 4327.00000 -2.759% 5204031.43 (42.943)
Open Gornmochte Options man 4nm...et. 319531
FX Nette
Uneraying Initial USD Entry tevel
'Fade ZIVES 81•140119 laoter Fama Mn" kehl lad CIMINDOI femt lest Cunone Pike Gaintoes (150)
C"'
26Ott i i 2 NCe•-12 25% USDWEN .510)0003 I.CC0.0» 13 5099) 9.15)% 13.3451 10000 10123 $ 12..304
Open FX Nota Maric•toaladiot 5 12.304
Mied klmttb
Mitin USD Ousitlen Total int
U.W., Date Pulurny S&P Rating Istue Face Amount Duratlon Curri ui. Coupon Gurren fald ETW Entry level Cutten( rAid Gain'Loes (1150)
Con Penlendt garned
124an-12 31-Dec-2013 9 Ammen Copilot Ltd -51,020.003 1.000.00 0.07 USD 3.960% No 454 54 .001.11 10200 100 25 26.50
7410011 31-Dec-2013 I MICeiCOM Copilot Ltd -51011.000 1000.000 0.07 tr50 7.960% No 41rv 55837333 101.10 10025 49373
74X0-12 03.14n-2015 08. Royal Itk ScotIrd Grp Bit 4961 000 1000.000 2.26 050 5.050% No 4 eo 524.403 33 96.600 10034 61.743
24.0c011 197$494)16 B. Ike Uni -51.530.000 1,500.000 3.09 050 6.500% No 310 575.02083 102000 10920 183,031
214K-10 02.14$9.2016 Ca GroupIx -$4725.003 5000000 USD 7.000% No 5795277.78 94.50 10000 1,070278
Baloral 014Aitt2037 8 Anetitan Ade • Mein< 41615,625 2300.00) 0.54 USD 7.875% No 5.14 5275,07013 10443 10173 252,716
174.19, 10 02.14ay.2017 86. Ca GroupIx -5138539A 959,777 USD 7.000% No 5159376.34 9225 100.0 233,759
22069.11 191a4-2018 88.1•. Nrg Emuprim 41,001500 1000000 4.45 USD 7.625% No 6.07 533,677.08 100.15 107.14 103,607
104Aay-12 16-Dec-2021 MUT Lloyds TO> lenk Ok 41.627.500 1.500.000 3.37 USD 9.875% No 6.32 533.32813 10850 111.56 79,200
13-Ott-10 15-Dec-2035 Reputilk Of Angernino -5311000 10.000.000 50 ARS No 5935,627 3.180 134 2.627
20./me-12 15-Dee-2035 Reputilk Of Angernino -S1.038.750 1500.000 tr50 Mo 50.00 1185 10.10 (281.250)
104siol1 Penietuel tkir llork 01Amerka Corp -52.055.000 2.000000 4.55 USD 1125% Vox 6.IA usszal, 10235 107.81 354.49
19Iun.11 Patpotoal 893 Ipmerpanaima 4 Co 42.648.750 2300,000 4.57 USD 7.900% WP 532 5221716.11 106.75 11043 317,111
19Iun.11 Paneel 893 lpmerpananot 4 Co 42.675.000 2300,000 4.57 USI) 7.900% Yos 5.72 5221716.11 10700 11153 310861
304,10-12 Paneel 888. SoutIern Cal Ecken 42.992370 3000,000 7.20 USI) 6.250% WE 5.21 593,79100 99.739 107.73 333345
17.1.012 Paneel 073. General Elio Cap Corp -52.115,003 1000,000 7.09 USI) 7.115% Vat 6.02 513,458.33 105.750 108.13 60,958
Open rilied Inconee Mark.tounaricet 9151.993
Crodtt Note
Inhal USD Current Total
Stade Date Matur.ty Underlymg Ammin% Initial Uwe, Coupon Firneg Entry Level Curnent Price Ga in'Loas 0250)
Colt tndex level
5.Apra2 16-Apr•IS T ‚toi • -51300.0% 1300.000 100.00 6.200% 97.50 51196647 10000 9 9150 (7433)
Open Credit Notes Mark.to•Plareet 17 531)
EFTA01147141
- er
Global Investment Opportunities Group .Ir re_n Sc< LLC.
GIO
(21.1.4 Imenwend Opreeneighe
Oneent IX iliCeiniuumey renn
Account Position Summary
Prepared Tor Financial Trust as of July 31. 2012
MGM 21965 X41)1A0 GIPUSO 1503
Mim
1.150.IPT
%PIM 141625 XPC0450 EURLISO 123 USOCLP 442 4
,,, YYCad.FIow Oste: 03022012
Total Int.
Ir.vir °Ate Typ. Matuoty 511.P Rating issue laltial US° Original Face Current rue Coupon ri
Pnepre Re«ived t ery Level Current Mid beinttopp 0150)
Cost Recalved
2400.12 Hirne 204101.2033 AA. Sont 20031 BI $1.047.283 PLOCOUP 4745,472 1.567% $84116.56 $14.759,02 6000 64000 5 103,825
36440132 hin. 25rob.2035 Dna 2033182 41399,455 3264.01» 2,017,536 5423% 56320435 9935479 8300 83000 5 242»
12.4pr.12 Alt.4 20.44.2036 CCC Bali 25064 2.4.5 .51369,391 4000,000 2414448 0.527% 512425920 9441034 6500 63270 $ 4732
153».12 Prime 2538n-2037 CC( Ure 2006121 41.155.789 2.081.519 2.027.701 6000% 522500.01 $10,219.35 5700 57.000 $ 19.894
Open Beelgages merlininmarket 5 148.856
Mohn
Total Int
Lade Date IltattallY Buffer Underlying la" lal USD Face Arnount Initial Level Currenqc Coupon Current Lnclen. Level Enter Level Current Prim Ga intost (0501
Cmt famed
15.2v1-11 2.Aug42 1111400880 MS -$1.030,000 1.030.0» 21.09 USD 13.030% 1146 $0.0) 100.00 $ 61.77 9 052300)
34.vg.l. 7./eDIJ 25% SPX -12.032000 2.000.0» 1260.34 LAD 6.250% 1379.32 582.87037 10000 $ 109.44 $ 184806
144».12 209un-13 2814 SPX -SScoom000 5.000.000 1)50.50 USD 0.000% 1379.32 100» $ 10213 $ 106.701
2093412 4.4213 20% SPX .52404000 3,000.00:1 1355.69 USD 10300% 1379.32 $35.87200 10000 $ 101.74 $ 52.291
Open Equity Notes edart.0.14erket 5 (4.502)
9nhnNe
PIalfred 'Fels' Cri
13444 D. Mähe oty 5257 RR heg Compflny Pu. Value Sheres Industry et,„ency Coupon Currrnt Met VW/ Ivory Level Current Price Ginnton (US0)
Dividend. Eamedm
0.5ep. CalgroupOginal X» 25 30.000 iil VSG 3.86% Pio $108,281.25 25 2325 134381
Ißliov.10 014344.2013 GeneralMaos Co 50 8,000 Uintumor, Cythu USD 4.75% im $32.35278 50 3360 Orttan
9430040 014:04.2013 GeneralMaas CO 50 61000 Tontumor, Cythu USO 4.75% im 5246,09100 50.57 3360 023217)
Illan.11 Porenaal 088 BärclaA Bank Pk 25 39,250 AnwK» 093 8.13% Yes 5.83 5123,576.17 2534 25.74 131204
3-Fte12 Pupet», CCC, /dly Anengel Inc 25 44600 reincW USD 1150% Yes 7.92 $46%236 2146 2324 131.799
5-Fte12 Perpetuel CCC, Aily Anengel Inc 25 80.000 rearxel USD 1330% Yes 7.92 581.222 22 2224 2324 160.822
22-Feb.12 15.1e433040 CCC, Gnmc Ceptel Inn I 25 30).000 leire& LAD 813% Nu 747 $71.77083 2348 2438 142.996
16.4612 Pepebiel 044MM Runen Retaty Com 25 13.000 reine‚ 1.150 5.50% Nu 537 174479 2500 2472 12.560)
168412 Perbeug B De Gap 25 40,000 Feine» 450 6.50% Ne Cenfkine 634 52,34722 2500 2485 (3453)
Open Prete reds Märkleidukitt S 1182.8761
Dividend
Tr.v.I. Date. Company 5hazes Cummty industry (any Prim Current Prim Ga Ingols (050)
'field
12.4610 Invnle Ob Agn Dolle Long »000 V`c0 Pune $705 11422 1 354470
1300141 Telelonka sa.spon Mt 4.539 250 11,51% Canmunkaterd $1926 11125 $ 13,100
Open E ity k.to.Maepet s 371,570
Tele R•gurn
Elf erlive Acctued
n.nn. un Meturny thrte Undeflyme Loneshni Sharet Reee $pread IMM) Original Value Industry Intry PIMe Current ‚nee Geintose 01501
Date inig„,.‘
1./.1n 1 1 Apo» Fang 4860 3int 1 OP% 54044,413 Of nee/ 56103 6 $ 1,332911
op.n Total Return Sveaps Mark-toldukin 5 1237.911
2011 reu End Open mim S 3.137.204
Cereeet Open Positrons MIM S 5.556.64
YTD 2012 Chung. in opon MTM S 2 399 280
2012 Oesecl pesnions CMMAIS s 3.924.578
2012 Net Performance 5 6,323,858
2011 Not Palonnance 5 1741.062)
2010 Net Perlermance S 0319.3901
Performance slnce Inception 5 0 063 006
EFTA01147142
Global Investment Opportunities Group I.P. Morgan Securrl.e. llC
GIO
..1,.....“..........,.. 0.................
Canal[ F11 • CommodIty MAN
Account Position Summary
Prepared foe Financial trust as of July 31 201)
YAGI130 27995 XAVI.60 161403 GSPLPSD 11673 USD/PY 7112
6.11.156 161425 001.750 S90 CARUSO 123 1.6123.4 MA
1.16004 29/66 1.116C4.0 1.0334 AL/01.60 1489 USONOK 60365
Forwanl °entrains
Cont.:ail 1pot Co tt c...r.L.... 1930)
Track Date [way tiooyht Notional Sold Notional Faxing 0.'. Unwi nd bete
. ern nd
ntr.n Na Cline
pateOut
120401 644.1.12 $40 1249150 US0 2.500.060 4.4.4412 1X3605 1.2997 01/157012 I 12195 59.472
21444.11 64tO12 500 1113.000 US0 2500.000 ift012 1.2734 1.2732 020191912 12464 53755
2444.12 6444.12 SSO 3.11SA00 US0 264000 4-/AA.12 1.2464 1246 01002012 1.2496 P.20a
21.14310 2544313 06.46 cornm 12500.000 4129709 USD W202012 $13437 1.95173710
1919102 2119112 MOM 12900.000 US0 939.904 231./12 116164 117244 07,112012 132367 34.659
Closed Forward conisetts 44lnitess 2 007421
17. Mapes Immo Boar ot Ow masa, Pero k. int perms erlunq darA/4.10.thtled bi• 61 Mean Chem. Ca. sae 4....e.essnes sessex. IP. Wigan Our Clark NA. sad IP. Monson Thai 44,16/.. see anntnol IM ICC i1. Morgan
fawn. Ine.148.04 • a wants. Sea law York Stock bon-q• .-44..... relo-.4 anamoo...4....hanitt .06111 • the tentoreedn. mnint KAM In In Seism. /Mown Oa ICA no epees/ ane.4 cow botdwr.dulon or onvninera =Mums
4.40ts
7191010.1694 tens v6,466,104 e 40.1‘19.3n9 A/0Mb OeFt9.41blett0641141004“AA4,1 1.14.,../A). «644061:4 Oa meimat OM 416/410ASAAVA6x.~46Ayt 4104A111 Pa AA wawa, 4.,./44,AA.A.141valorifem. sAuriens
unlinreson. odo.totron. G. menste. nbalea4 in be Sat*. but tom do not wove* at conpestren cm *aurae... Gimbl. sad warm. cormilos ov 6.40nont melee uboci le clmnennOn. nes.* tut pe4ornence at run ackana *I Iva* ma
11.6 ...wow .. tog ntcndos. in erto co e Agasocn it• {e twe,..se O.Mk 0 ov t%)•.{.4i.srm.fati 1S4 br0l C. Otitis enclbr Po. entawssnll englo,to no h014 404 WA or Et os owl cl tope ., Pe nnr cei es...nets6/ al, vile40, 44444X0
hefill.• *EA u•ItnIlltot. IIIU•n•fil gait &SOW C• *newts much haat Vslanors pre#4•6 n6n. snot mimeo. on the .1e...11•6.6..4.
FY.. ..44, S>r1s<41.14, ValtneW01.04/nYtnn Welsenoigs.venctOnioma4,9frione.01, 6, to a. SUM enteleta•cliqcoevs thst serval ,lialkeskOn OtholOolts to OK4046110. tlepopcst .4 nalnvoz.6.4 caku4Infs T.A0A Om
Ord MIXII4•1•CI y4111 ail baled yg:on twined. leinlaa and th••• un to nO •Yr.terailS10010 FRO.% 4. 'mirth (sr. b• toe an. 1/.• obi be4C,Cled IN swan's nos thins,. 4. NCOnnsle404. inclaIn9 renal, 6.-4.. an no: &wen sn6 me rot dalasmon
or. of tmcvs44 A 46nantow (7. an, Isink 0. Ong. n:t are 0.” Ahrt0 64 Oct ,OC Or sny inotn.c.caulagO`KY
Pkost <cow ea.. /P. Famun ensue 604 ft44elonsUn 10 kolhe Worne.ono. moron, .y, icanao.:a
8.4.ne ,.... tor:go:41<W gmentinwamvInn We (smog...ewe 0.” A ffet , 9 triCeinnalsol te..41Yols 40eascre .v4 'mesa INK Notrals44.0:4•1,0nOtholOolts to Ottent410. llepopow .4 nahn).....6.4 caku‘stne9 240n1or)
4.4 woonne4.1•11. an bawd wen mouth mien.). aid thee un to no sw.ter.e. en. sew note o. 244. an be nata44. The 4446629.n sn4 the %seams tett eflInkl, at rsconcraedq insane n....1..i IrA.. av no: down sof mem. cei Amon
of. otof arn4 A lunimA4 OA 40! 0444 00 VIAL RN e01lf, Mired Intl, . ,OC Or sny gootn.nonsl 4)0%1
P6O1.440•4444.. pl. Moron. Prtoft Sok reOrtiemyin lot Naha. o2o.44..44 6 /6064.4 44, 6~044
11.2 06:44A6cA is to 04. AA We44 Ow 16.10410•44.4. it b 4:144r644. 4.4 not 44 44413941.4400400941 any Wt. 411, 4,40/0 44 4.016/Inn tIf tfirtat Olhe thsn the **me 4f0601144 0 0.• •4004 6,6in env. OWN nNey the Iterki
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102012 /01000.0006 CO.
EFTA01147143
Global Investment Opportunities Group P Morgan Securities ll.C.
GIO
Globulbs..........• Th.i........n..
CUTT•01911 0 COMII996ry tan
Account Position Summary
PEI:Razed fee financial nun as of July 31. 2012
)(MUSD 17%' XA1.11/30 161015 GBNUS0 15073 uscoy 7611
XPTI./50 141025 VOU5D 590 .55330 1.13 V5D0.9 4524
MCI. 0.9766 US0C.6.0 la ALCIUSD 5019 1.15D/v00 6.0955
Calmed Ions
C1995 Out 06069a Or iglrui Unwind
Trade Date angry Date Dimn;ron Corrornodwly Type Notion.' (w3 5.0te Cuff ency Type Gain.Loss OUSO)
0910. Premium. Oreniurn (51 Premium
I.MI, 12 13. 0.12 5010 MEN7 NI 125.000 100 Unit0MPf5 27.10.11 51 250.00 I. 51.012.500.50 S 03 250)
Closed fer9rnedety Options Galniten S (6X150)
'OD /Ann ?maga...tibias...on nem ler the pinto bark." baleen coeStInitulr.Meepin Chas • Co • ard eh warder. non:Inch. i.P.Magan0900118,05 N.A. alen.P...10.5pn That Ca. NA an monist el th•recC. tr.Mortisa
Sew, 9.05. (A SO 0 4 Tetaiter0IIIS Wee Ytdi 50)0i 590•550. 9.0 VW Nt00,55, 950 •070.4 todu9its AUSI 40, e &So, 6.59•..905,55. 11650.51K 0.9101550. /09400.1n0591.911C0 .nly09tott tart' 01.0 WEN 00k010.00.5.110501
...nee .noint
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olt..4itnni et tsteN1O. . 00Ot0 0) le Windt. INt xt tlo oonsitnen as 44, m*u ntn „ g„,..4. coo k:,,,,,,,,,,,,,,,.,,,.., flo orwe .4. 9 94,9ci to (4.5591.0900 0059 ft% Pen004.9.50 '5, 55 J5000,0 011919, 9
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sso. 99,001Incen 0. an as u.d....ifiv. Vanist01.95011..97.51.0 0, WI*, 00 WA iganf Val.4:0•6 0.404$ 150(41 Cele atingts On the 04W sf anel.
a$,,,, ve t. lo 0 , of (“ribAirra.4teneetrnmk:a Vs wool 'unmet 0,51.61frVit 005 v.0.0 vol teiwiralt•ttlstal at. 91S.$ 900551,0•CIS*Ma00.5110..
01h.. ,0051.W 0450. 90 TOO* 05,6059 5 50944 .50.,1055910, 0505,. Ta•Get
0 t,;..etl millsopilled‘WIP an bawd .pas twidatOillf.dabil rd pen..Iona ininCe. IOW ISO CM. Of Toth., be 00150.9. IMeblOnerp. and ohs IMOIN4 WA CAWS.; at nearrermedal. MW Inaba turd, we net depalith en an
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r, s .10'.1001,110, IM X* tile Of the WWI 10.10$ Ail delensitil 100 met be Ontitged 04 OraderoW Ant We. dkultailket Of 0•0101141. tm int(959051,14 INA the .501.5sHe 4 0, 09951t0 01 50 rtiOn 0414, 090r. Mast noOr the Met
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10 IOU 'Margin Olaf Ca.
EFTA01147144
Global Investment Opportunities Group
GIO Account Position Summary
Orsparol to leuNial Into 4. If 100 T. All
1.044.1.4 _In 4/4‘10 ‘40.64 MI)
434TUID 140)4 011.40 SOO ‘4001 KL
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33.0102 40444.444,0.4444 LEA A4Lx ore/ 30003 SAP MN
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4-4.40.0 104 Co4/4.•444wsion4I 4 IfA 414. It Corroeiolter $011110 MN 144
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EFTA01147145
!
Global Investment Opportunities Group
GIO
Snuntapi tr.C.
Account Position Summary
n. tee la...N.1 hat a+ of AO, ll Mal
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EFTA01147146
Global Investment Opportunities Group J. P. %Iowan Set i t, ac.
Account Position Summary
Me Prepared for {manual ',twit so of July 31. 2012
Outset IX • Carwistedity rates XAGLISD 1),065 YAVY50 161495 GIPLI5D 11571 USDItY )1112
%PIUS° 1416.25 HDu50 S90 EURV5D 123 USIXIP WA
l.r5t0CM4 09'46 U5DCAD 10034 41.431.5D USE4101( 60305
Notts
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Tradedl
Oe PartiurrtY Conspany Par Value Sharer. Cunene, Coupon linty tenet temp,
bate revel tU.50)
16-Mor•11 20Juol2 26% SPX .$V2C4.0.20 5,0“000 125666 USD 0000% 14-Par.12 53,349.00 103.50 1. I0S5S 1 27-7.500
10.Dr<•10 I I.Juol2 22% WO .SAOSt962 ISOM 24.9) USD 16000% 13.Jun.12 3327 10100 5 13630 1 1,0‘1.16/
I 3.10, I I 26..10.12 I0CYQMO IN TIE Sai .51000.000 2400.000 1749 U5D 26500% 2300612 9.02 100.(0 5 5099 5 (344215)
Closed Notot Colette.' S 3 252
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14010rytIAGet
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EFTA01147147
Global Investment Opportunities Group J.% Morgan kcitrilbto TAG
GIO
caaTA on—inv.. torninnitin.
(Uinta\ Irl • Caarriodlly raga
Account Position Summary
'Trepan:NI lot F Mania! Trull as 0 July 31. 2012
%AGM 2/915 %WU* 161415 GONAD 11513 USOPY 71,12
XPTUSO 1416/5 MUSD 510 109610 1.23 050111, SRA
USOCIV 01266 USDCAD 0034 AUOUSD IAA) uSONOR 61/936
yOscicur:m
l Ociumd unnind
nada Data t tom Data Ouict.on Curran* 1 Typo C'" vntY 1 %trait " flir gY ., TYR* (lot. Out Data Clanton (1/S01
Notional ..nu I .raniurn {,a) Pranil ..
210, 12 24.Icer13 Sold SRL Pot 01000.107 421 PY GNI II 4c0.12 1125.73.” 100% SOSO 5 12179137
20-Aw I! 22449p12 Sought WY PP 5.001000 53 USD OP .1.M3000) WM% S
1044412 3201a'12 Sold So Call sA00.0:0 Si USD Put $2000.1 13000% $ •
164.141, 12 19.km-12 Vaught MTN CPI 1100.000 M565 USD PA 1916402 -517.20100 •172016 1.100 S 07.210
I6440-12 19.km-12 Sold SUN Pist 1.000.000 129 USD CPI 199.402 511.20130 1.120% -59139496 S 01.190
Goad PM Origami %Ante% 5 .67 MOM
'OP NWSP MM! WIC imat awlictiny NAV Ot IPS whole twain, Ottnto otatald Sy IA Moen Goth CA.PP Is vIntelints onMeack 1P WOW Ch$08.4. NA M4 I1. Motiwannt G. NA aft entnitesol the FCC W. hOwso
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10 2012.416lawn Owe il to
EFTA01147148
Global Investment Opportunities Group 1.P. Morgan Securities ll.C.
GI(1)
11.4.0 linvamaa On—a.......
Cianall FR • Conmod1ry Ms
Account Position Summary
Pic pared far Financial Tr utt as of July 31. 2012
ICAGUSD 27.945 MUUSD 161415 OBIUSO I 3073 USDIPY 412
XPTUID 141625 MUSD 510 (1101150 123 1.1$0.0.6 4124
LISOCIf 01766 USDC40 11434 AUDUSD 1.019 1.nDkOrt 6.0113
Reel Imam*
Close Out
4.6. D.i. Maturity >lir Rating Mir lui“.1 US° In. Amouni Duration Cuing, Cowen Total Want Entry levn Unwind level Galata** WSW
Con Gals
11441142 1.017010P CM - 5,..,h,oc.,,Ed .$325.000 321.00) 720 36D I .12 $43139 100.00 100 SO 2.076
2310.42 Ptipt1u0 001. Panes Schwab -5300.000 307.0/ 7.04 USD 00014 2114.12 523332 100.00 10010 533
1644612 014014642 614. Pr .043...1.al..43 .$97A740 1.034003 7.62 USD 250% 164.0.12 97.47 1027 7.960
25-199-10 0135102014 3- raw 1.0491.9 1 .52,442.153 23210(0 1.92 USD 1000% 2243612 3334299.17 10123 112.13 344.468
30-149-12 Peept990 DM- %when. cal Ed -51994.)50 2,000.000 7.20 USD 250% 2943612 310.461111 19.739 101.75 50219
843042 014.140.17 666 1.004003 711 USD 12191 04/4.0 5000 10254 1441 4000
156010 1544.2015 bit. Ford Malt. Gm .51001000 1.004003 244 USD MO% 246042 5140305.16 106500 10900 133106
000.10 1540.2013 113. 30.111910t0t3 1193.937 20700/ 244 USD 40011 240.12 $2924644 19476 10900 KAM
94.0.12 timprluid 1111 tra.kan firt.nM .5301.140 303,407 /WA WA USD .17191 10.402 $1,74096 100308 10036 1749
17414.10 0243.67012 63. QG Inc 620131 303474 /WA WA USD MO% 34114412 $46,23.150 9225 10000 61765
174.14•10 02114y-2017 00 GI Gr0.4710C .51100717 1.234649 IOWA WA USD 400% 410,42 5192592.$3 9225 10000 216425
21.1.442 111..1-2014 M. Ity‘ Munlestritv .590$170 1.030003 II' USD 750% 214.012 $000 91112 19.45 I3.670)
Closed Find Imam* Galailan 1 71,0
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10 2012 0110/9)0 ChM 4 CO.
EFTA01147149
Global Investment Opportunities Group SIP Morgan SealritiM SSC.
GIO
tau k0i t.„.....
ownetrx•commelty talon
O. . uumu. a .
Account Position Summary
Propri.4 lot Finsustial ***** as of July 31. 301E
M•GU50 t 7 9.5 IMMO 1614 95 CANSO 5160 VS01su
1"
MOO 1114.15 MOVSD 590 OJSJSD ill USOMP 4424
VSO(Mf 0 5046 USOCAO I liSta I019 USWD< 4 OM
Tai Itetsinii
Mar
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Closed Total Mlwn fwep.0aaism
1, 3Os Date Maturity In."1" Natiesial Cautery Detaelpillaa Flied SM. DUCH Cie" " Cssinitsas (UM))
DM* Dora
(lewd Intim.% Pat. Swaps Galata. J--i
3,
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Closed 30 yeas swap spread 4.‘inpLc,
EulaStallt OMOInd
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Closed Su:MM. Mathes atatataattest*t
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