EFTA00612216.pdf

Mil Global Investment Opportunities Group 1 P. Morgan Securities LIC. OTC Derivatives Position Summary Prepared for The Haze Trust as of December 31. 2012 Mired Income initial USD Total Int. Trade Date Maturity 58P ROCIEIO &Cue Face Amountnt DDuration MY a Cu 'rent YTW Coupon Entry level Current Mid Gain1.0id (USD) Cost purchase famed 10-May-11 01-Nov-2016 88. Peobod/ fang -51.363200 1.200.000 235 4.536% 2142% 7.375% 1195.287.50 113.625 11214 5 163.456 1044ay-11 Perpetual BBB »morgen Chas -53.329,400 3.000.000 4.35 5.960% 4.970% 7.900% 1389.075.00 110.980 113.54 5 965.980 10-May.11 Perpetual BB. Bank Of AMeri .53.269,100 3.000.000 4.34 6.510% 5.725% 6125% 1400,15625 108.970 110.94 $ 459.241 2.0ct-12 1544ay.20111 CCC. 'payment Inc .5445,000 500,000 3.77 13.060% 15267% 10.250% 11267114 89.000 82.03 5 122.195) 2-Ett-12 014un-2019 is. Kindred health -5996,250 2000.000 4.84 1320% 8.622% 1250% 520.395.83 99.625 9118 s 5.981 Weighted Avg: CO% 5.99% Open Fixed Income Meek-to-Market S 1.072.463 Nets Initial USD Current Index Total Int. Trade Date Maturity Buffer Underlying Face Amount Initial Level Coupon Entry Level Current Price Galrytoss (USD) Cost Level Earned 5-Apr.12 16.4sr.15 Mentor UN -51.50).000 1.500800 100.00 6200% 100.00 168.716.67 100.00 99.000 5 53.717 7.1urs-12 21-Jurs-13 20% AAPI. -53.000.000 3.000.000 571.72 DIGI Coupon 18.00% 532.17 52010000) 100.00 5 93.08 5 (207.516) Open Notes Mark.to-Maket , (153.799) Initial USD . . .... Principal Total tnt. Trade Date Typ.. Maturity SRP Rating I ssue Ong initi race Cument Face Coupon Entry Level Current Md Gakinass WSW Cost Received Received 1May12 Mane 25./un.2034 CCC V/arau 2004.4r3 .11,119.533 2.592.800 1,854167 2571% Vi0.311.07 $12.151.51 60.50 84.000 1 92.841 2.48,3.12 Muse 2i.Oct-2035 CC Vtgmbs 2005.90 41,697,946 1201000 5,442829 5418% 16.29636 176,91193 29-88 33.000 1 258,857 7.May-12 Prime 25-Mar-2037 pese 2007-Al I -5676.655 2000.000 861.981 5.293% 576.989 59 523,994.64 78.50 85,000 5 91469 Open Mortgages Mark-to-Market S 446.167 Mutual Funds Distribution Trade Date Company Share: Cost Currency Industry Entry Price Current Price Gainl.osd (USD) Yield wain -II jrareegan 1.0h YieI 0-5« 53.Ø.o0000 USD 6300% funds 58.19 5 983.839 Open Mutual Funds Mark-to-Market S 483,834 2011 Year End Open MTM 5 1793,825) Current Open Positions MTM S 1.850,664 YTD 2012 Change in open MTM 5 2.644489 2012 Closed positions Gairktoss S 428,977 2012 Net Performance $ 3.073.466 'on P", Tnfam, "" , ' S (793.625) Performance since Inception $ 2,279,641 - f a Pagan Tame &M' e are!manta-Kt nano for the meat, booking business einduld by LP. Morges OSF1e & Co. end its subsicharies workisside. 1.P. Morgan O&M Bonk. 114. end 1.P. Margin Trust Co. N.A. we nemben of the WIC. / P. Morgan Mositus inc.(MASI' is a Fester of the lam YorkSuck Cuban?. and «Me national and regional outiamps. iPMSI is de boskordoakr, numberNASD, UPC in addition, Whinge, Chaos 4 Co. may operate carious oter bre4s.cl•alon el ifilirrathifil achhory wane, the kloning isbets provided for infonmeenal steposes only me« in response to your mum. hkrmation remained in ran message end wry nconiporaing documentation. nrkiding ha not Invited tomymen" market «Latens sate-rents confirmations. «Weans or COMM. Of:till/1d to be cohabited weds net ~wit its ~mess « accuracy. Contentma estimates consume our judgment and ore Pri»Cli OS chirp, without notice. Pon perlormame nnot indium, of futu.e &Sul% This material Is not intended as an offer or fe5Citallen er the purchase or sau of are rnanoal infineram. TM brakeraeaten aØ thou odium and efrocraus may hold a posidon a an atm.1,km maker n the hundal Instruments of any 99.119 attend herein or an at undermine, placement aeons admor a lender ICI such Meer valuations POW:Rd netts peke estimates on en dung specified. Nona refer toyer.. omfial statoninivrantinvatm.Wo cannot guarantee tut different primsmuts not be mutable enhose and suggests that moral easuations from otha 9,414.4{ tut *Whoa for the purpose of making rOptiadCl104.11ifent. 'fagot prices and anticipated yews are based uponresearch minim and there an be no assurances that those Prices er Ski& can be roasmf. The obligations and theserum'« ai4 allured, or recommend& including mutual funds. Ye ON deposits and are not Ø9.0n0(, 0, ~mid or guaranteed by, any bank et thrift. nor are they insured by the FDIC Or &Sr reOriffilOWIlillietr&S, MOM (Wed« your ).P. Morgan Tome earn iepenntame for forMn information or regarding anytransaction. this infeannion is for the sole use of the person lowbornit e oddresxd. and may be prefleged and ionlideneol. My use. cfmnbutnn. or duplication by onyone other lian the addressee., prohibited. If you «cote te in error. grease or sender mmodimob and «turn it by mall. (Q 2012 iNdorgui Chase & Co. EFTA00612216  Global Investment Opportunities Group P.Marpon Secusities LEG GI4D I., .r..t I... - , .....“ I . .... ......... Currant FX • Commedity rates OTC Derivatives Position Summary Prepared foe The Hare Trost as of December 31.2012 /MOOD 30 In WNW 1673.3S CdPUSD 1 6213 U1009 DX 73 al uSD ISM XPOUSD 701.1 EuRuSD 13193 uSDPH 24016 U9304 0 9151 WOCAO 09921 (path a.077 MOM/ 54195 Fixed Mann Total up Trade Data Malseity S&P Rating hum initia " SD Ceti F.r ad,....4 O n Canary Coupon Clam 0ul Mat Tamed bury neat ::: Gainless CM/ 104.1y-11 Gamer:09 KR Ot Group ex 41219.30) $.200.100 !MANIA USD 7400% 9440.12 369.26062 101•2$ 10140 SOUP 101Mal1 ISem.202$ Mb Fad 1.1ace Ord 4•327.1100 1,10:000 Lit USD 2.000% 3•042 525.36662 110.450 103.00 $ SS.467 intirli 011)“.2016 Ina s Sam Mend Co 41.223,7W 1.200100 Me USD 6100K 26M42 367200.00 101.9•3 9900 $ 51401 Owed Reed Wane GMnloµ 5 157.273 9P. 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Mown Owe 4 Co. 40016 )0000.0es won$0400 IP. Magri OW WC N A. 04 O.P. 04C4.00 T041 CO. NA. Ye nent4nOf Pt CDC. It 0500.4 54400050c 040600. 4004w of thelotteroot StockEs000ge one over 40004 and 4040434•000544. WWI 400 tenet 400er. minis PuSO.S0t. In 40:0054. /Maw eon I, Co. ow».)40414 •I•ous Ow 04004 chiden.. evintsvent afonwel en*. Net Solon., h ben) IrOv4O4 for 4,1c.mxiof 41Port0f4t<nli WAN NNW,* tO yOuf KIVA% 44,0006:0 4444440 0, 44 moor 444 any 400)00N-40 0550.4040)10. K0,400 00i rot 00)0 to 4, 4 0540.0,.. -4141.40041)10). sarronte. ccefterneeene.calalante or entrain • behind lobe Mugs. Wt vest not swam leCOIVIII•Mta or Kamer. Opereove fed ...a.m....ems ov I.:km..4 gee .... wepa to cksn44 vetnot ntna. Pawl rnfonnsno n floe ntkleDve 01 AtI•te Nult. ThifieNte4les.01Attnit0 of 4. Orin C., sOli01.6000,11% Pur(Nse Cv We 04 a” riNVetiili'dineNtret The WOW ddikil Nedbf [Petit offilolei aid 4400)7cet nay had 4 055404 (4 4CI.S1 snesel N.Vece n Ow tsergui icenoterns of mg iwn• 46cusse4 WO. 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ICI 302.05,400 oast s Co. EFTA00612218