DS9 Document EFTA01147141

G TO I a.l.el 11.........~ leprerineinie. Global Investment Opportunities Account Position Summary Prep4 re d for F inanc Lit Trust •45 of July 31. 2012 Group J.P. Morgan Sc tic: LLc. Current f XII CONMyåp•r4 XAGUSD 27 985 NAUUSO 101495 GOPUSO 1.5673 USOJPY '612 e XPTUSO 161425 XPOUSD 190 EURUSO I.23 USOCLP 482.4 USEKHF 0.9766 USOCAD 1.0034 AUDUSO 1049 USONOI( 6.0305 Fonward contracts Trade Date elPhY treue', NOtkeleal Sold Nolional [.riny Date Con(rect Spot Rate Conina Fon, ard Rate C""rn' Spot Rate Cu"" ' Cu".." Allen Galatoll (USD) Pointe. Fora Mel 19.1012 23.4u012 MXN 12.%0.000 USD 972.213 23442.12 132363 132687 133457 13.3457 5 15.609) Open Forward centracts martetoillaiket 5 ( 609) Trage Date Expipi Date Enionloa fangt Type Currency 2 Notionel p,,,,,,pm Senke Crin , neY 2 Type p ,ie, Onenal Onsmal forrem t Ga inoes (1150) prn,num (NA p, 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 %ade Date ExpkY Date DInkiler Type nouenai Ibbl) Strike Underlying Bi/Tier Original Prenmum Or en.9-1 Premium 111 tunglim G z U 01 Pr•euum ietirtI2 33.4u9-12 Sold (MINI Put 125.000 100 UNI1 ItARREL 513625000 1090% -584.028 15 52.222 teVlay-12 ISAU11-12 lotet (MINI CMI 250.000 140 UNIT RARREL 10442 4200.00000 .0371% 5437006 091130 27.9.0.11 12•Noi.12 Sold CREM Put 121003 96.5 UNIT BARREL ui 102 51,087,50100 9.016% 4491509.83 589,990 27Jt.I1 12494.12 Botnix BUNT 011 125.00) 126.5 UNIT BARREL .58 .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 101612 12.Nov.12 ti urt BUNT 011 100.000 119.5 UNIT BARREL 1023$ .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 10-1$912 114X<-12 !kiekt (MINI UI 100000 119 UNI1 BARREL 10111 -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 10-10-12 cerebe Bourt (MINI UI 100007 1183 UNIT BARREL 101.08 4327.00000 -2.759% 5204031.43 (42.943) Open Gornmochte Options man 4nm...et. 319531 FX Nette ZIVES 81•140119 laoter Uneraying Initial USD 'Fade Fama Mn" kehl lad CIMINDOI femt lest Entry tevel 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 U.W., Date Pu lurny S&P Rating Istue Mit in USD Con Face Amount Duratlon Curri ui. Coupon Ousitlen Penlendt Gurren fald ETW Total int garned Entry level Cutten( rAid Gain'Loes (1150) 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 Group Ix -$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 Group Ix -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) 104siol 1 Penietuel tkir llork 01 Amerka 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 Stade Date Matur.ty Underlymg Inhal USD Colt Ammin% Initial Uwe, Coupon Current tndex level Total Firneg Entry Level Curnent Price Ga in'Loas 0250) 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 GIO (21.1.4 Imenwend Opreeneighe Oneent IX iliCeiniuumey renn Global Investment Opportunities Group Account Position Summary Prepared Tor Financial Trust as of July 31. 2012 - er MGM 21965 X41)1A0 GIPUSO 1503 %PIM 141625 XPC0450 EURLISO 123 .Ir re_n Sc< LLC. Mim 1.150.IPT USOCLP 442 4 ,,, YYCad.FIow Oste: 03022012 Ir.vir °Ate Typ. Matuoty 511.P Rating issue laltial US° Original Face Current rue Coupon ri Pnepre Re« Total Int. ery ived t 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 36440132 hin. 25rob.2035 Dna 2033182 41399,455 3264.01» 2,017,536 5423% 56320435 12.4pr.12 Alt.4 20.44.2036 CCC Bali 25064 2.4.5 .51369,391 4000,000 2414448 0.527% 512425920 153».12 Prime 2538n-2037 CC( Ure 2006121 41.155.789 2.081.519 2.027.701 6000% 522500.01 $14.759,02 9935479 9441034 $10,219.35 6000 8300 6500 5700 64000 83000 63270 57.000 5 103,825 5 242» $ 4732 $ 19.894 Open Beelgages merlininmarket 5 148.856 Mohn Lade Date IltattallY Buffer Underlying la" lal USD Face Arnount Initial Level Currenqc Coupon Current Lnclen. Level Total Int 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 'Fels' Cri PIalfred Currrnt Met VW/ Ivory Level 13444 D. Mähe oty 5257 RR heg Compflny Pu. Value Sheres Industry et,„ency Coupon Dividend. Eamedm 0.5ep. CalgroupOginal X» 25 30.000 iil VSG 3.86% Pio $108,281.25 25 Ißliov.10 014344.2013 General Maos Co 50 8,000 Uintumor, Cythu USD 4.75% im $32.35278 50 9430040 014:04.2013 General Maas CO 50 61000 Tontumor, Cythu USO 4.75% im 5246,09100 50.57 Illan.11 Porenaal 088 BärclaA Bank Pk 25 39,250 AnwK» 093 8.13% Yes 5.83 5123,576.17 2534 3-Fte12 Pupet», CCC, /dly Anengel Inc 25 44600 reincW USD 1150% Yes 7.92 $46%236 2146 5-Fte12 Perpetuel CCC, Aily Anengel Inc 25 80.000 rearxel USD 1330% Yes 7.92 581.222 22 2224 22-Feb.12 15.1e433040 CCC, Gnmc Ceptel Inn I 25 30).000 leire& LAD 813% Nu 747 $71.77083 2348 16.4612 Pepebiel 044MM Runen Retaty Com 25 13.000 reine‚ 1.150 5.50% Nu 537 174479 2500 168412 Perbeug B De Gap 25 40,000 Feine» 450 6.50% Ne Cenfkine 634 52,34722 2500 Current Price 2325 3360 3360 25.74 2324 2324 2438 2472 2485 Ginnton (US0) 134381 Orttan 023217) 131204 131.799 160.822 142.996 12.560) (3453) Open Prete reds Märkleidukitt S 1182.8761 Tr.v.I. Date. Company 5hazes Cummty Dividend 'field industry (any Prim Current Prim Ga Ingols (050) 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 GIO Global Investment Opportunities Group Account Position Summary I.P. Morgan Securrl.e. llC Prepared foe Financial trust as of July 31 201) Canal[ F11 • CommodIty MAN 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 ern Co tt Track Date [way tiooyht Notional Sold Notional Faxing 0.'. Unwi bete c...r.L.... 1930) nd ntr. n Na Cline pate Out nd 120401 644.1.12 $40 1249150 US0 2.500.060 4.4.4412 1X3 605 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 Aga socn 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 GIO Globulbs..........• Th.i........n.. CUTT•01911 0 COMII996ry tan Global Investment Opportunities Group Account Position Summary P Morgan Securities ll.C. 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 Trade Date angry Date Dimn;ron I.MI, 12 13. 0.12 5010 Corrornodwly Type Notion.' (w3 5.0te Cuff ency Type C1995 Out 06069a Or iglrui Unwind Gain.Loss OUSO) 0910. Premium. Oreniurn (51 Premium 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. . 00 Ot0 0) le Windt. INt xt tlo oonsitnen as 44, m*untn „ g„,..4. cook:,,,,,,,,,,,,,,,.,,,.., 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 GIO Global Investment Opportunities Group Account Position Summary Orsparol to leuNial Into 4. If 100 T. All 1.044.1.4 434TUID WOOf _In 140)4 (114N 4/4‘10 011.40 1.404.10 IMM SOO ‘40.64 ‘4001 1.40101. MI) KL 0080) IA* 74404.104 Honineitonl Utn144101/‘1044 400.00rtet LktiNa. 440144./.0 4•061 tans I20 3./X0 AAA 41a1} o 2401•4444444411401111 1.09 2410.0 444440 404 40 NANA SAO 2410.0 3.4.04..0..«40404 (AO Alin It 0.0.40 44.4.4 Alin It 4•14.4.4.44, 1.404 I Nbal 4141ros CUP 444404.01, Soo, An I.I40 AN IAN TOW* C.0000 1000 00e0b04. ISO 1444.11 4/040 1102400 Oulu ANI I 4.4,03 1040002 xounO4 II.04 4400 Aeon. AM •444.11 40.4 it...... 440 )4064 40411 1444•23 102 1044 6.40.0 Ca'..”0,..,19 10•41, UAW 0440 60.0:010 . .000aChe 0440 14 Cash 444..1.0 IAN 114 0.11 4441w.r.w4 444.0.014 4.44) 114 0.11 144.4.1.4.444.4•4.004 1.10 33444 t) 140 14.014 Inseta (44 0/203 33444 t) 10.01Ca. la 4.4 4.04) 33.0102 40444.444,0.4444 LEA 0000 Coaar0000000 0.0 IAA 344444) 0404I4A-Anw ON If 4400 10r.A.P,A441.4 4.444 If 44012 4401.44.0 440.44 1.50 14A. I) /Wow/ 33.000.414104 MAN Noll Y4414 WO) Wen 4.3-0.0 Al IAN 2.4C-0 CAP04444... Paw/4 1.W4 444441) 104.101.0.0,4c UA 4444.0 114“, Al 4.4.401•04 I= 4-4.40.0 104 Co4/4.•444wsion4I 4 IfA 8.10) 44.44 au:tau 44 la! 444441) Rau.. 0.440.101404 IAN A0404 C4014/034of top 4•44•14A4.4 44.4,14 VIM LW 044.- I) 44‘ mYsksoll‘ On 4.00 t044,0 0$440toor041401:441344 4.00 114.14, •anAn4440.-0.• 4r onS440. 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ZIP?. ono 144141/2 3110420 11033 INN IINOV 000.0.00, AVM 1014 )14444.13 1.04•24 WM IS )14444.13 000 {ANA 11101 4111 ARAN rtootOtt 1444140 SUN IAA )44444.13 444......40‘. MAN 14134 II' )4444.13 .044. 1400c 1.410•0 11141 (III nrale S110013 IML. 10.140 j6m44.0 4.4.4% SADAO INN ULM )1•44.13 CorenAltocr. WNW 1041 1.631 31•0•.0 0.04. 1400c 1191:0 $4.11 IN WINN 4/0404I SOW» INA API 34404411 0 4004411310 SAWA 11113 011 4444. I) *An %AAA 141.403 14134 144 444.4 It 1044 SAWA OA law It /AroI ♦ It0:40 $640 ISO 10440 4•44044. ONG ANN SIM ON 04440 000 1011CO 1.01) (IA 4r 4•4444 MONO P211 0311 (now LANA Ií1 71 1144 0.44413 0/4144 MAC* 1A44 130 0.44413 44044 MAN SAN UN IV 4403 114440/2 $441101 11131 ON 111140.0. 0•004e.0054. Man 1340 /SI 104003 Conaloito SONIA still pop 0.44. 40444 414,0 SAN» 111 NI 101 I44A II 11.040411/ S_2101 Pall 101 3440.13 44044 MAN 1104 ION .1604411 40441.4 010020 1340. 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Account Position Summa Summary Prepared for {manual ',twit so of July 31. 2012 XAGLISD 1),065 YAVY50 161495 GIPLI5D 11571 USDItY )1112 %PIUS° 1416.25 HDu50 S90 EURV5D 123 USIXIP WA l.r5t0CM4 09'46 U5DCAD 10034 41.431.5D USE4101( 60305 Notts Tra Oe PartiurrtY Conspany Par Value Sharer. Cunene, Coupon Oore Out Close Out linty tenet temp, Gainless bate revel Ununrd dedl tU.50) 16-Mor•11 20Juol2 26% 10.Dr<•10 I I.Juol2 22% I 3.10, I I 26..10.12 I0CYQMO SPX .$V2C4.0.20 5,0“000 125666 USD 0000% 14-Par.12 53,349.00 103.50 1. I0S5S 1 27-7.500 WO .SAOSt962 ISOM 24.9) USD 16000% 13.Jun.12 3327 10100 5 13630 1 1,0‘1.16/ 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 'Jr movin Pek.ile Corr i 09 04•1411.9 Neat Ito II* toMlle tani 00 burners rroftr.tof try IP VW.," ChM 4 CO. WI 44 s..0075trlerverdcreade 1P trOrpar Ouse 944. NA and 1P Warr Tani CO. NA ire neater 0f II* CPC IP trerplo Savour, 1m 019.191*• mentor of the NvorYarlt hook Odiny and cr... vats, am 1 niperal seszlmnpri. 119.19 a Os breter.balordromtor MAID. SVC. In addiron.Phrorgan our 4 Co. mar memo adorn other teolorobern or nonalont 14010rytIAGet The %Main ir 0603 prfreded rOr PlOnnl60141 prz14.145 Cole andb r A restOo.e >, 'our enrol Mks,. r., 0* <Warier 1 I ia Mrs Ir Of 40e .t. 4 zar 4014d pro. r .1 40aentalatiro.4(1.4oltul •011orted0fliti0Pcb..Y44tr onsiROMItriastalr. - *mamma ealcuMbro at almest n teitaeal le to nloblek bal wo do not avert ritrontlotworro or umay Opera. sera **nos o,.....to oa t.dgeroni sof or. ruts* at charge or Omni rem* Psi porkerranco a not inf rum. of Paha ,MIN Trir enoltdal ir 'or oftedc4 a 4. OH Cr 14l<4.10tir IN the PUVilre Orsz* of ary fran0S instnefiloi. 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Out Data Clanton (1/S01 Notional . ..nu I rani urn {,a) P ranil .. 210, 12 24.Icer13 Sold SRL Pot 01000.107 421 PY GNI II 4c0.12 1125.73.” 100% 20-Aw I! 22449p12 Sought WY PP 5.001000 53 USD OP .1.M3000) 1044412 3201a'12 Sold So Call sA00.0:0 Si USD Put $2000.1 164.141, 12 19.km-12 Vaught MTN CPI 1100.000 M565 USD PA 1916402 -517.20100 •172016 I6440-12 19.km-12 Sold SUN Pist 1.000.000 129 USD CPI 199.402 511.20130 1.120% SOSO 5 12179137 WM% S 13000% $ • 1.100 S 07.210 -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$08.4. NA M4 I1. Motiwannt G. NA aft entnitesol the FCC W. hOwso Tooraanst ism% • • sprint al Pons Yea Steck Cubango cid Dom mama aril raglans, ashseget. MAL n the luetwuNitlx. menbarn/60, SVC. 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PLONSt 01.4.50) MHOS WORK.% larpti ir.• sod sateelp•Melvokh aro bard ..na, roman" names% ml 0eo can 11 to au. mum ea tab pia, of I. oklb can be nand. TM clatgincra sof Ili, townies Set elletiet or nainnandect.iroalng nu% Una an of domain and an nit wienitni 44. a crmsnial o vtaptatety.a., twig on% nutty PO inwat IN 9 1 00,10 PI0060-010/0 %WO Now anon Ow IP Voisin Mote 6.16 revannonet 144 RAW 41004044 frO ot$V0iy) in nen(144 mis irkimtko Wor Oleiole us et the prow ,o .hcrn ii .5 Wear:0.1nd My le while... 04 o)40eMal. Any tot OF:000AP Otilitacon by NVOIT anti Ow tin aniviscv is ovals. Iwo 'Pow OW in tow. plow aWly Vs %oda mnaluftlyind ileen II Waal 10 2012.416lawn Owe il to EFTA01147148 GI (1) 11.4.0 linvamaa On—a....... Global Investment Opportunities Group Account Position Summary 1.P. Morgan Securities ll.C. Pic pared far Financial Tr utt as of July 31. 2012 Cianall FR • Conmod1ry Ms 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* 4.6. D.i. Maturity >lir Rating Mir lui“.1 US° In. Amouni Duration Con Cuing, Cowen Close Out W Gals Total Want Entry levn Unwind level Galata** WSW 11441142 1.017010P CM - 5,..,h,oc.,,Ed .$325.000 321.00) 720 36D 2310.42 Ptipt1u0 001. Panes Schwab -5300.000 307.0/ 7.04 USD 1644612 014014642 614. Pr .043...1.al..43 .$97A740 1.034003 7.62 USD 25-199-10 0135102014 3- raw 1.0491.9 1 .52,442.153 23210(0 1.92 USD 1000% 30-149-12 Peept990 DM- %when. cal Ed -51994.)50 2,000.000 7.20 USD 843042 014.140.17 666 1.004003 711 USD 156010 1544.2015 bit. Ford Malt. Gm .51001000 1.004003 244 USD 000.10 1540.2013 113. 30.111910t0t3 1193.937 20700/ 244 USD 94.0.12 timprluid 1111 tra.kan firt.nM .5301.140 303,407 /WA WA USD 17414.10 0243.67012 63. QG Inc 620131 303474 /WA WA USD 174.14•10 02114y-2017 00 GI Gr0.4710C .51100717 1.234649 IOWA WA USD 21.1.442 111..1-2014 M. Ity‘ Munlestritv .590$170 1.030003 II' USD 00014 250% 250% 12191 MO% 40011 .17191 MO% 400% 750% I .12 $43139 100.00 2114.12 523332 100.00 164.0.12 97.47 2243612 3334299.17 10123 2943612 310.461111 19.739 04/4.0 5000 10254 246042 5140305.16 106500 240.12 $2924644 19476 10.402 $1,74096 100308 34114412 $46,23.150 9225 410,42 5192592.$3 9225 214.012 $000 91112 100 SO 10010 1027 112.13 101.75 1441 10900 10900 10036 10000 10000 19.45 2.076 533 7.960 344.468 50219 4000 133106 KAM 1749 61765 216425 I3.670) Closed Find Imam* Galailan 1 71,0 'n• Mr)r.la MOW 00..4 0,1a* l e n 1 rant %, thta r,m(Q Ingarnani, t1m0. 0.41,00e). 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