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efta-efta01146798DOJ Data Set 9OtherDS9 Document EFTA01146798
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DOJ Data Set 9
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efta-efta01146798
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G TO lanlol I..........0 on ........“..
Global Investment Opportunities Group
Lt.. MOVri
4C, LtC.
Account Position
Summary
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
Frode Pate
Bought
644!1.774!
Sold
NOGOnal
Fizjnt, Dato
Gemalte Spot con,...‹ ., ronnard Rate Current Spot
Current curreot Ailtn
Gaint.„ (uso)
Rate
Reu
Points
Fonuni
INOrfel2
21.Segel2
IVIXI4
12.900.000
USD
976.356
21-Ste332
111816
13.2124
13 1994
9.0108
31.4412
5.Nov.12
CHF
17990030
FUR
10.0µ0O0
5.144e12
1.201
1.1990
1.2008
13 1886
$
1.162
12003
5
(13,22»
Open Forward contotat Maeltice•Market
5
(11,443
it
Tude Pate
Expiry Pate
Diraetion
1311•11•471
781/4
Currency )
Nolens' trikre m*"
1
2
994
ø.ø:eø
0øg17777!
Ortgoal
Cu
S
Paletrum
Primrum (14)
Current geta.
, "
Galn'LolS 0.30)
114%.3.12
08.06%13
Baue
Pul
10,0µ(00
80.9
CAD
Call
.1347808.60
.3322%
8.4.312
08.061.13
Sold
If ,
Call
10,0µ0µ
76.9
CAD
Pul
At ENHI MM
$347,808.60
3.32214
$405026.18
$
17.318
.$334882.36
$
28.926
Open FX Option) MarAloAtorket
S
104244
'kack, Date
Tepiry Date
Dir«tion
EtPo
Notional tbbll
Strito
Underlying
18.», ;of
Ongenal
Ongenal
PrET.T.
EEEPflum ($)
Current
Ga Intou (U501
Pre."'""
)dun
-12
124toel 2
Sold
BRINT
Put
125.0µ
96.5
UNIT ISARR(l
7.1un.12
124104.12 tpughc
BREI«
Call
125.0;0
126.5
UNIT BARREL
113.11$
11.00.Ø.µ
9.016%
.S74000.µ
.0474%
.$20.031.93
$1µ426i99 ,110,295.78
$173322.54
424986.78
S23%544.99
462369.57
1126.18955
1.01).018
33,427
173,704
(10.277)
204013
5.545
264.430
III))
0.14412
12640012
Sold
BREI«
Pul
1µi000
BO
UNIT BARREL
04412
12414, 12
Soughc
BRINT
Call
100.030
119.5 uni', BARREL
113.85
51µ0µ.00
2.3µ%
.11µ0µµ
-1340%
04412
11.04012
Sold
BRINT
Pal
1µ.µ0
79.5
01111 BARREL
0.44-12
11444-12 feure
BRINT
Cell
100.000
119
01111 4.44444
113.37
92340µ.µ
2.931%
4233.O00.µ
-1.951%
014612
Oldeb-13
Sold
BRINT
1371
1µ.µ0
79
011,14.44444
0.41-12
Oldeb-13
Souglie
BRINT
Cell
1µ.µ0
118.5
01111 4.44444
11242
3327030.00
4.139%
-1327A00.µ
-2.759%
Open ConanodIty Optlorn 11,1444.14.444eke1
1 689,04)
FX Not«
Trade Date
Maturdy
Underlying lauhCo et all USD c. Amo,,,,, ,filial ,filialLevel
Coupon
Gurren, Spot
Entry Lava,
Curront Pur Re
Gaintoss 0150)
26.041-11
24140.12
25
17507.034
5t0µ.000 l000.0µ
11.50990
9.750%
13.1991
1C000
102.33
S
23.524
Open FX Notas Mark.lo.lblarket
5
23,524
111zod krame linde Oste
Nutunty
14P Pfund
Iltue
Initial uS0 ete
Face *mannt
Oralionn
Cunenay
Coupon
.,
Cierentialed YlW
1 ot a I int
Inuit level
ØøR(60
ØøR(60
Cost fornad
Cutrens Mid
Galaton (0/0)
T.R.1).12
011lan.2015
88.
Rural Bk Scotind 6øp PR
.59N,0µ
2.17
USD
5i0µ%
.
24-041-11
15-Feb204
Ca
Po inc
3l530.µ0 lØ.0µ
3.09
USD
6303%
No
3.115
593145.0
102000
29-Ape10
024.43-2016
88-
Ol Group inc
-54725.0µ
%O00.0µ
USD
7.0µ%
No
1824,444.44
94 50
134144-11
01444p2017
8
Arnerican Ade 8,1419 Ina
-52615.625
2.9)0.000
0.48
USD
7.875%
No
4.71
5291.40438
10463
224a-12
15.14n.2018
88-P.
Nrg Enepy177E
41.401.540
1.000.000
4.36
USD
7.625%
No
5.90
S40431.25
1001$
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
13.041-10
15444.2035
RepJallc Of !.gentin
.S3140µ
10p040µ
$0
ARS
No
113407
3.180
26-1a4.12
15.Gc1µ5
RepJald Of Argentina
-S1µ4)50
2Ø,µ
USD
No
soµ ass
10.1a4.11
Prpetual
BB.
Bank 01 044443 Corp
-u055,µ0
2000pµ
4.47
USD
8.125%
Y4s
643
12µ770.83
10235
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
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
70.14n-12 lepetuol
888-
5outhemd44 Ideen
42,992.170
3O00.0µ
7.13
USD
6.250%
%es
5.µ
$109.375.00
99339
27.1un-12 hagewO
General II« Cep Corp
43115.000
2.000pµ
7.02
USD
7.125%
%es
336
125,333.33
105750
101.01
10848
100.00
101.07
107.28
112.62
205
11.43
10795
1 11.44
111.44
14490
109.40
.
190.296
1.099.444
277.5µ
111326
107332
23.627
(181305)
370351
350409
350.219
384.205
90311
Opara flad Incamp 131.44.1411444•1
3,150.629
Cradlt Notes
'linde Oste
Matunty
Underly ,i
Initial USD
Inc. Amotm,
'nm, ,..,,u
Cut. rot tnt. 1 erned
Ingry level cuNent Ru!
Gorclou
Coupon
Indes level
Cost
0150)
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
GIO asloellmmorrevrt Opreera.66-.
CL•nut !Xi Conniodlf, DRS
Global Investment Opportunities Group
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
IP. ?Morgan S«ut ler L LLC
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
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
31.1445.42
Prima
254462035
Corsi 2005182
.513524113
3.364600
3.011.915
5.424%
$99.425.01
$18693.97
83.00
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
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
23Aug-12
Prime
25-Aug-20))
Cwhl 2003-2481
SO
5.3.25.000
1390.990
5336%
50.00
57,112.5)
7700
75.000
0.000
72.000
*000
55.460
57.010
254.123
28.566
(185,949)
132.485
6.416
7.115
Open Mortgages Markso-maikat
242 )51
-•ul Motes
Trade Date
Maturity
Buffer
Underlying
Imia
Total Int.
t
l US°
Currency
Amount
Initial Laval
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
10 000
$
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.
Trade Date matvnty
MP RP inn
Company
Par Value
Share,
Indurtry
Currency
Coupon
Current Mid VIVI
Total Di',
Qualified
Intry ravel
Oinclerid?
Earned
C
I
Ke
Countom IPSO)
30.546 10
300412040
ee
Otigroup Capital Xill
25
30,000 fironCol
USD
7.88%
No
4.63
5113.203.13
25
i8.f.k..10
OrDo.2013
General motors co
SO
8.000 iorturno. Cyclic:
USD
4.75%
No
533,93611
50
9.Doc-10
01.Cits.10i3
Genera Motors Co
50
63.000
:orournce, Cyclic:
USD
4.75%
No
5258,518.75
50.57
13.1an.11
Poetical
B88
Eta/dam Bank Pk
25
39.250
Finanaal
USD
8.13%
Yes
4.55
5130220.05
25.54
5-Fet.12
Perpetual
(CO(
Ally Financial Inc
25
46.600 bronco'
1)50
0.50%
Yes
7.20
557,21444
21.44
94e4.12
Perpetual
(CO(
Ally Finemial Inc
25
40.000 bronco'
1)50
8.50%
Yes
7.211
59536809
2224
224(4.12
15!x4.2040
(CO(
Gmec Capital Snot I
25
$0.003 bronco'
1)50
8.13%
No
Oil
58541150
2948
27.4....12
Perpetual
NS
1pmcmian Case & Co
25
45.003 bronco'
1)50
5.50%
Yes
51.29.61
25.00
27.56
35.72
35.72
2582
2.54
2.54
2.031
25.04
110,003
(40.305)
(677.0610
133,042
200.864
279.339
191.536
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
Trade Date
If f "Lis°
Maturity Date unclolying
tong.5bort
Shares
Rate
Spread Oriel ppinp,d
Original Value
Industry
Entry Prate
Current P00.
Gn int run i lin I) 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 M I 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
GIO
Guys g g,.......... o p, ......... .....
CUITInt Fll • COPArisodIty r444
Global Investment Opportunities Group
Account Position Summary
P. Morgan Sew( Ogg JAC
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
Contract Spoil
Coranct
Chasm Out
Dads oat.,
[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
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Orglis
TP0010.S0 “ ten) 0,06 $01 k• WOrtaiOnS
Croat ono
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102012 144/09914 Ogg* CO.
EFTA01146800
GI
tan/ gni-. nnin Oi...nne.T.
Global Investment Opportunities Group
Account Position Summary
1.P. Woman Secwities U.C.
Pic pas cd to. Financial !tug as of August 31. 2012
CMrmt FX • Corneisodlry ran
ICAGUSD
31.11.3
XAVI/S0
1691.92
GBRUSO
11105 gsggy
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 N50)
Trade DM.
axons Date triontran
Commodity
Type
NotionA (0.)
Stra•
Csinencv
Type
Dot
Prorniurn
Pr enium (5) ilninnurn
SSW'S
IRAugI2
SEW
BRE
NA
125.000
100
VW OMPE1
21.1.4, I2
5 1 xaso.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.
Warr..
....,,,ntn.
eo•rine.nes
'gnu sor
Mi..
nTicei
0.
P.a.
T•dt ,,,,,..1.,Telt
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EFTA01146802
I GIO
Global Investment Opportunities Group
Account POSitiO4. Summary
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EFTA01146803
Leile
Current IX 1140110110•1118 sins
Global Investment Opportunities Group
).P. MOWill SIX int, L L C.
Account Position Summary
Prepared for 3 manna' TILIVI as of Au9ult 31. 2012
101.4uS0
11.3158
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MOOED IN
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EFTA01146804
GIO
Global Investment Opportunities Group
Account Position
Summary
Mahal lin.. nun. 05.54.5.5.a..4
Prepared for Fin.Inual Trust at 41 Auuust It 2012
Current FM • Commodity ram
UMW
31.7119
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109117
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15311.45
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629.75
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Trade Date
Expiry DAte
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Typo
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54/54
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576500.00
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19Jun12
80404
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1.000.000
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151 lade-12
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54101157
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47.34.011
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EFTA01146805
GI
(1)
4:1441 &mop flo Oppoionien.
Global Investment Opportunities Group
Account Position Summary
10. Morgan Securities44C.
Pao pared for Financial trust a of August 31. 2012
OPTS. FX 0 COmmod10/ rain
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31.71143
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49543
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1.033
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4324000
325.005
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Technical Artifacts (82)
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Domain
xaso.coFlight #
SK52Flight #
TP0010GPS
1.1990
1.2008GPS
9.0108
31.4412IPv4
02.1.1.44IPv4
05.54.5.5IPv4
14.1.143.12Phone
(3133903Phone
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