EFTA00621876.pdf

Global Investment Opportunities Group GI0 Global Navn.mein Oainortuaia Account Position and MTM Summary (Open Positions) Prepared for Haze Trust as of April 30, 2013 tunene FX 6 Commodity ratta USEIMXN 12.1378 XAUUSO 1476.89 GBPUSD 1.5533 USDIPY 97.440 USDARS 5.1875 USD2AR 8.9747 EURUSD 1.3167 USDBRL 2.0013 USDOIF 0.9295 USDC-AD 1.0072 USDTRY 1.792 USONO% 5.7694 Structured Notes • Manual Pricing via JPMorgan Investment Bank as of prior day friterast Trade Date Maturity Face Amount Long Description Cost Basis (5) Maltet vakre (5) Entry Price 15) Current Price 15) R«eived 7.Jun-12 26-Jun.13 3,000.003 Ubs Cont Bull Eg AAPt 06/26/13 80% Contin Urner- 18% Con 18% Cap (53.000,000) 52,349,900 $0 $100.00 578.33 ($650,100) Sapr-12 16-Apr-15 1,500,000 Mentor CLN 6.203% CPN 04/16/2015 Dtd 04/16/2012 (51,500,000) 51,573,800 569,687 $100.00 5104.92 5143,687 Structured Notes MTM (54.500.000) 53.923.700 569.887 (5506.413) U.S. tind Intomt • Intraday Pricing via Bkmmberg Total tnt. Trade Date Maturity Face Amount Rating Next Call Date Coupon Principal Coat Martet Varm Entry Price Current Price Accrucd 10-May-11 01-Nov-2016 1,200,000 Peabody Energy Corp gg. N/A. 7.375% (51.363,500) $1,379,340 $174,542 $113.63 5114.95 $190,382 2.0R-12 15.May.2018 500,000 Ipayrnent Inc CCC, 5115/2015 10.250% (5445.000) 5462,500 529,611 589.00 592.50 547,111 2.0R-12 01-Jun-2019 1,000,000 Kindred Healthcare Inc 6/1/2014 8250% (5996.250) 51,045,000 547,667 599.63 5104.50 596,417 10-May-11 Perpetual 3,000,000 Jpmorgan Oses* 8 Co 888 4/30/2018 7.900% (53.337,950) $3.492,600 5467,417 $111.27 5116.42 $622,067 10.May-11 Perpetual 3,000,003 Bank Of America Corp 88. 5115/2018 6125% (53389,610) $3.420.000 $480.729 $112.99 5114.00 $511,119 U.S. fined Income MTM (59.532.310) 59.799,440 51,199,965 51,447,095 Mortgage and Asset Backed • Manual Pricing via JPMorgan Investment Bank Total Pren< tint Entry Pore Current Price Trade Date Maturity Original Face !stue Rating Next Call Data 1~01 Principal Coat (5) Market value (5) (5) (Local) (Lotal) 10.May.12 25 ',lar-2037 1,000,000 Osase 2037-41 12A3 12125U024 15725,573.62) $635.272 $142.734 7&50 5? IS $52,432 (5725.574) 5615,007 5268.805 552.432 Mutual Funds and Money Merket Dividend, Entry NAV tunet* IIAAl Trade Date Symbol Units Company Initial Cost (5) Merket Vakre (5) Received (5) (Loten (Laup Avg WITSX 199,558.15 Mmorgan Flogting Rate.Sel USO 12.013,501 47) 52,021,524 50 10.0898 10.13 55.02t Avg OHYFX 317,095.54 lpmorgan High Vidd-Sel USO (2,620,029 10) 52,650,919 OivIfte 8.2765 8 16 526,490 Mutual Fund: and Monty Merket MINI (59.2 /5,861) 54,672.443 [Q/ LO $0 10 SO Fli SP 51,013,115 5625.806 S1438921 2012 EOY Open MTM 51,850,664 Ibepo $0 50 SO Current Open MTM 51,047,627 Mf IST 534.512 (S24.953) S9.559 Derivativt 50 50 SO YTES Change in Open MTM (5803.037) Alternative 50 50 SO 2013 Closed PIL 1600.853 Other / Mixellaneous 50 50 SO Totall 51.047,627 $600.853 $1.648.480 2013 Net Performance (5202.184) (020138,14ot~ OM! 8 CO EFTA00621876  Global Investment Opportunities Group M. Morgan Securities 1.1.C. ICI Account Position and MTM Summary (2013 Closed Positions) Global lipestmeist onoortualsin Prepared for Hate Trust as of April 30, 2013 Mortgage and Asset Backed Trade Date Maturity Original Face Issue Rating Next Call Date Coupon Total int. Entry Price Closing Price Principal Cost CE) Market Value IS/ Closing Date Accrued (5) (Local) (Local) 1.May.12 25.1un-2034 2,592,800 Wamu 200a.Ar3 82 CCC 12/25/2020 2.517% (51,140,904) $1,449,147 575.266 224.4413 60.50 78.31 5383,509 2-Aug.12 25-Oct-2035 6,200,000 Wfmbs 2005981 D 7/25/2016 5.41282% (51,698.508) $1,744,305 1196,499 4/30/2013 29.88 32.50 5242,297 Mutual Funds and Money Market Dividends Entry NAV Closing FAY Trade Date Symbol Units Company Currency Initial Cost (5) Market Value (5) Closing Date Received (5) (Local) (Local) Avg OHVFX 181,378.48 1pmorgan High Yteld-Sel USD (51424,953) $1,500,000 Diy/Re 22.1an.13 8.41 8.27 ($24.953) L 1 20131Pkaorean Cruse 4 Co. EFTA00621877  Global Investment Opportunities Group Morgan Securities LLC. I0 Account Position and MTM Summary (2012 Closed Positions) Olob•1investment OnoorrunItles Prepared for Haze Trust as of April 30, 2013 Structured Notes Trade Date Maturity Face Amount Long Description Interest Cost Basis (5) Market Value (S) Closing Date Entry Price (5) Closing Price (5) Pt Received 13-May-11 31-May-12 3,003,000 lull Eq Cvx OS/31/12 80% Contin Barrier- 10.6%Cpn 20% Cap Initial Level-OS/13/11 (53,030,000) 53,31%000 $0 31-May.12 5100.00 I $110.60 5318.000 U.S. Fixed Income Total Int. Trade Date Maturity Face Amount Issuer Rating Next Call Date Coupon Principal Cost Market Value Closing Date Entry Price Closing Price Pit Accrued 10-May-II 01-May-2017 1.203,000 Ct Group Inc NR N/A 7.000% (S1,219,500) 51,203,000 548,067 9-Mar-12 5101.63 $100.00 528,567 10May-11 15-Apr -2015 1.200,000 Ford Motor Credit Co Lk 884 N/A 7.000% (S1,327,800) 51,308,000 $76,067 3-Apc-12 5110.65 $109.00 $56,267 10May-11 15-Apr -2015 1.200,000 Ford Motor Credit Co Ut 884 N/A 7.000% (S1,223,760) 51,188,000 $87,600 26-Jul-12 5101.98 $99.00 $51,840 Mutual Funds and Money Market , Dividends Entry NAV Closing NAV Trade Date Symbol Units Company Currency Initial Cost (SI Market Value (Si Closing Date Pa Received (SI (Local) (Local) Avg OHM 185,185.19 Jpnorgan High Yield-Sel USD (51354,344) 51,503,000 Div/Re 2-Oct-12 8.39 8.10 (SS4.344) (Q 2013 WMor an Chase A Co. EFTA00621878  Global Investment Opportunities Group M. Morgan Secanties LLC. GIO .....finwiseseaseereimiele. Account Position and P/L Summary (Disclaimer) Prepared for Haze Trust as of April 30, 2013 IMPORTANT INFORMATION ■ ocance Accordingly. nyclikvision of U.S. tax matter contained herein (including any expressed herein may afkr from the opinions expressed by other areas of Morgan. including ettachmenb) is not int nded or written to be used. and cannot be used. in connection with research The investment strategies and views stated here may differ from thoseexpressed for the promotion. marketing or recommendation by anyone unaffiliated with Chase other purposes LL or in other contexts by other Morgan market strategists. & Co. of any of the matters addressed herein or for the purpose of molding U.S. tax-related Morgan Securities may act as a market maker relevant to structured products or option Penalties productsand may engage in hedging or other operationsin suds inartelt relevant to its structured Each recipient of this presentation, and oath agent thereof, may chides* to any person, products in options measures. 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