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EFTA01147141.pdf

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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 inoes t (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 ntr. nd 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. 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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 ,nrreArully and roma 46. Ira' 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 r'• ,.k.mni , t.".grenead kgriota.1.,,,, NM...WV rd....IPXIM le ran nrawd.rfrkemeco(Ceinnal an neap. sera any stoynorom clocuTetansart eakdrp bum ImIslturprannk eat, voitalnat Ael., ..... 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 ,.....9, 19....nr.e..i 5 r.at etrociu sn.04... ontextissente re poor* or isTe ettetT1n.muirarnt 11.• tanor.0.01on rd. Own Onion ons•ept,045 ru9 rotl•pesuerter anal aurae MAN I. IN. (Inane nantrom. sin sso. 99,001Incen 0. an as u.d....ifiv. 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Mast noOr the Met ,nn.iLgtol,rard rellua 4 th• rral 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 WOOf (114N 1.404.10 IMM 1.40101. 0080) IA* tans u g$$g$$gg$$gugg$$ggug$$gg$$§ééu$$ggug$$ggli8bb§8b§8n88na8b88bb88b8n§m§n§€€$b€§§€€§§€€§€€§§€€§§€gg€€§b8i$ 74404.104 Honineitonl 4•4401 $11144 IA to OA Utn144101/‘1044 I20 U.Lnll 144.14 {nlM ITS{ óN 400.00rtet LktiNa. 3./X0 U-•41) Cm* {0044 NISI ON 440144./.0 4•061 AAA }rat More* 4114140 14141 IN 41a 1} o 2401•4444444411401111 1.09 04414 00.4 MAO) SAM III 2410.0 444440 404 40 NANA SAO 44441) •••• 403103 MIS ON 2410.0 3.4.04..0..«40404 (AO )34.41) 144444. le040 NAN MID 041 Alin It 0.0.40 44.4.4 .144.,It eiln0M1 4403 11100 4.09 Alin It 4•14.4.4.44, 1.404 Alm It 14044 142493 IAA 014 4141ros CUP I.I40 31.501) 0crow.00M 1110•10 41114 314 444404.01, Soo, An AN 3114.03 Pon/ 00403 103.31 PO I Nbal IAN 0 40 1 3 14.00041/ 1104403 1103 100 TOW* C.0000 1000 00e0b04. 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