EFTA00621876.pdf

GI 0 Global Navn. mein Oainortuaia Global Investment Opportunities Group Account Position and MTM Summary (Open Positions) Prepared for Haze Trust as of April 30, 2013 tunene FX 6 Commodity ratta USEIMXN USDARS USDOIF 12.1378 5.1875 0.9295 XAUUSO USD2AR USDC-AD 1476.89 8.9747 1.0072 GBPUSD 1.5533 EURUSD 1.3167 USDTRY 1.792 USDIPY USDBRL USONO% 97.440 2.0013 5.7694 Structured Notes • Manual Pricing via JPMorgan Investment Bank as of prior day Trade Date Maturity Face Amount Long Description Cost Basis (5) Maltet vakre (5) friterast R«eived Entry Price 15) Current Price 15) 7.Jun-12 26-Jun.13 3,000.003 Sapr-12 16-Apr-15 1,500,000 Ubs Cont Bull Eg AAPt 06/26/13 80% Contin Urner- 18% Con 18% Cap Mentor CLN 6.203% CPN 04/16/2015 Dtd 04/16/2012 (53.000,000) (51,500,000) 52,349,900 51,573,800 $0 569,687 $100.00 $100.00 578.33 5104.92 ($650,100) 5143,687 Structured Notes MTM (54.500.000) 53.923.700 569.887 (5506.413) U.S. tind Intomt • Intraday Pricing via Bkmmberg Trade Date Maturity Face Amount Rating Next Call Date Coupon Principal Coat Martet Varm Total tnt. Accrucd Entry Price Current Price 10-May-11 01-Nov-2016 1,200,000 2.0R-12 15.May.2018 500,000 2.0R-12 01-Jun-2019 1,000,000 10-May-11 Perpetual 3,000,000 10.May-11 Perpetual 3,000,003 Peabody Energy Corp Ipayrnent Inc Kindred Healthcare Inc Jpmorgan Oses* 8 Co Bank Of America Corp gg. CCC, 888 88. N/A. 5115/2015 6/1/2014 4/30/2018 5115/2018 7.375% 10.250% 8250% 7.900% 6125% (51.363,500) (5445.000) (5996.250) (53.337,950) (53389,610) $1,379,340 5462,500 51,045,000 $3.492,600 $3.420.000 $174,542 529,611 547,667 5467,417 $480.729 $113.63 589.00 599.63 $111.27 $112.99 5114.95 592.50 5104.50 5116.42 5114.00 $190,382 547,111 596,417 $622,067 $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 Trade Date Maturity Original Face !stue Rating Next Call Data 1~01 Principal Coat (5) Market value (5) Total Pren< tint (5) Entry Pore Current Price (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 Trade Date Symbol Units Company Initial Cost (5) Merket Vakre (5) Dividend, Received (5) Entry NAV (Loten tunet* IIAAl (Laup Avg WITSX 199,558.15 Avg OHYFX 317,095.54 Mmorgan Flogting Rate.Sel lpmorgan High Vidd-Sel USO USO 12.013,501 47) (2,620,029 10) 52,021,524 52,650,919 50 OivIfte 10.0898 8.2765 10.13 8 16 55.02t 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 I CI Global lipestmeist onoortualsin Mortgage and Asset Backed Trade Date Maturity Original Face 1.May.12 25.1un-2034 2,592,800 2-Aug.12 25-Oct-2035 6,200,000 Mutual Funds and Money Market Trade Date Symbol Units L Avg OHVFX 181,378.48 20131Pkaorean Cruse 4 Co. Global Investment Opportunities Group Account Position and MTM Summary (2013 Closed Positions) Prepared for Hate Trust as of April 30, 2013 M. Morgan Securities 1.1.C. Issue Rating Next Call Date Coupon Principal Cost CE) Market Value IS/ Total int. Accrued (5) Closing Date Entry Price (Local) Closing Price (Local) Wamu 200a.Ar3 82 Wfmbs 2005981 CCC D 12/25/2020 7/25/2016 2.517% 5.41282% (51,140,904) (51,698.508) $1,449,147 $1,744,305 575.266 1196,499 224.4413 4/30/2013 60.50 29.88 78.31 32.50 5383,509 5242,297 Company Currency Initial Cost (5) Market Value (5) Dividends Received (5) Closing Date Entry NAV (Local) Closing FAY (Local) 1pmorgan High Yteld-Sel USD (51424,953) $1,500,000 Diy/Re 22.1an.13 8.41 8.27 ($24.953) 1 EFTA00621877 I 0 Olob•1 investment OnoorrunItles Structured Notes Trade Date Maturity Face Amount Long Description Cost Basis (5) Market Value (S) Interest Received Closing Date Entry Price (5) Closing Price (5) Pt 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 Trade Date Maturity Face Amount Issuer Rating Next Call Date Coupon Principal Cost Market Value Total Int. Accrued Closing Date Entry Price Closing Price Pit 10-May-II 01-May-2017 10May-11 15-Apr-2015 10May-11 15-Apr-2015 1.203,000 1.200,000 1.200,000 Ct Group Inc NR N/A 7.000% Ford Motor Credit Co Lk 884 N/A 7.000% Ford Motor Credit Co Ut 884 N/A 7.000% (S1,219,500) (S1,327,800) (S1,223,760) 51,203,000 51,308,000 51,188,000 548,067 $76,067 $87,600 9-Mar-12 3-Apc-12 26-Jul-12 5101.63 5110.65 5101.98 $100.00 $109.00 $99.00 528,567 $56,267 $51,840 Global Investment Opportunities Group Account Position and MTM Summary (2012 Closed Positions) Prepared for Haze Trust as of April 30, 2013 Morgan Securities LLC. Mutual Funds and Money Market Trade Date Symbol Units Company Currency , Dividends Entry NAV Closing NAV Initial Cost (SI Market Value (Si Closing Date Received (SI (Local) (Local) Pa 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 GIO .....finwiseseaseereimiele. Global Investment Opportunities Group Account Position and P/L Summary (Disclaimer) Prepared for Haze Trust as of April 30, 2013 M. Morgan Secanties LLC. IMPORTANT INFORMATION ocance Accordingly. nyclikvision of U.S. tax matter contained herein (including any ettachmenb) is not int nded or written to be used. and cannot be used. in connection with the promotion. marketing or recommendation by anyone unaffiliated with Chase & Co. of any of the matters addressed herein or for the purpose of molding U.S. tax-related Penalties Each recipient of this presentation, and oath agent thereof, may chides* to any person, without limttation, t e U.S. income and franchise tax treatment and tax structure of the transactions described herein and may disclose all material, of any kind finduding opinions or other tax analyses) provided to each recipient insofar as the materials relate to a V.S. income or franchise tax strategy provided to such recipient by Chase a Co. and itssubsidiaries. Bank productsand services are offered by MEM Chase Banks and its affiliates. Starnes products and services are offered by Mager Securities U.C, member NYSE, FNMA and SSC.. Morgan Securities LLC is an affiliate of Chase Bank, and other affiliates global/ as local legislation permib. F01C insurance and domestic deposit preference are not applicable to deposits or other obligations of our bank branchesor banking affiliates outside the United States. In the United Kingdom, this material Is approved by. Morgan International Rank Limited OPM113) with the registered office located at 125 London Wall EC2Y SAL registered in England to. 03838766 and is authorited and regulated by the financial Services Authority. In addition, this material may be distributed by: ``Chase Bank, 0PMCEll Parisbranch, which ismaul:4S by the remh banking authorities Autoriti de (*Miele Prudent:el and Autoriti des Marches Financier,: Morgan (Suisse) 5k regulated by the Swiss Financial Market Supervisory Authority; PRICE Outoi branch, regulated by the Dubai financial Services Authority; IPMCB Bahrain branch, licensed a a conventional wholesale bank by the Central Bank of Bahrain (for professional clients only), MACS Hong Kong brands. regulated by the hong Kong Monetary Authority and MICR Singapore branch. regulated by the Monetary Authority of Singapore. This material is not intended at an offer or solicitation for the purchase or sae of any financial instrument Morgan Securities U.0 or its brokerage affiliates min had a position or at as market make in the financial instruments of any IMO( discussed herein or act as an underwriter, placement agent, advisor or lender to such IMO,. Tea views and strategies described herein may not be suitable for all investors The discussion of loans or other extensions of credit in this material it for illustrative purposes only. No commitment to lend should be construed or Implied. This material Is Ostsibuted with the understanding that we are not rendang accounting. legal or tax advice. Estate planning requires legal assistance You should corm* with your independent maritalconcerning such mitten. We believe the information contained In this material to be reliable but do not warrant its accuracy or completeness. Opinions, estimates. and investment strategies and views NOT ANOFFCIAL C.,CePRMAIION ■ expressed herein may afkr from the opinions expressed by other areas of Morgan. including research The investment strategies and views stated here may differ from thoseexpressed for other purposes or in other contexts by other Morgan market strategists. Morgan Securities LL may act as a market maker relevant to structured products or option productsand may engage in hedging or other operationsin suds inartelt relevant to its structured products in options measures. Structured products and options are not Insured by the Federal Deposit Insurance Corporation (FDIC/. the Federal Restive Board, or any other governmental In discussion of options and other strategies. result, and risks are based solely on hypothetical examples cited; actual results and risks will vary depending on specific circurrntalcos. Investors are urged to ecaisider carefully yMetlwr option or option related products in general. as well as the products or strategies discussed herein are suitable to thee needs, n actual transactices. the dialt% counterparty for OTC derivative,. application is Chase Bank. , London branch. For a (coy of the 'Characteristics and Risks of Standardized Options' booklet, please contact your • Morgan Advisor. Real estate, hedge funds and other private investment, may not be suitable for all individual investors, may present significant rots, and may be sold or redeemed at more a less than the original amount imam]. Private iivestments are offered only by offering memoranda, which more fully describe the possible risks. There are no inswances that the stated investment objectives of any investment product will be met. Hedge funds for funds of hedge funded: often engage in leveraging and other speculative nvestment practices that may increase the risk of investment low can be highly illiquid: are not required to provide periodic pricing or valuation information to investor% may invoke complex tat structures and delays in distributing important tax information; are not subfect to the same regulatory requirements as mutual funds and often charge high fees Further, any number of conflicts of merest may exist in the contort of the management and/or meiotic., of any hedge fund n the US. Mutual Binds re distributed by Distribution Services. Inc. which is an affiliate of Chase & Co. Affiliates of Chase & Co.factofees 0111 or visit for proveli various services to the funds Call for the prospectus. Investorss should carefully consider the Datribution Soirees at 1.800410- investment objectives, risks charges and expenses of the mutual funds before investing. The prospectus contains this and other information about the mutual fund and should be road carefully before investing As applicable, portions of mutual fund performance information may be provided by Lipper, a Reuters company, subject to the following: 02012 Reuters. All rights reserved. My copying. revitalisation or redistribution of Lipper content inducting by caching framing or similar means.' expressly prohibited without the prior written consent of Lipper. Lipper shall not be liable for any errors or delays in thecontent, or for any actions taken In reliance thereon. Past performance is not a reliable indicator of comparable future returns and investors may get For rionnanonai purposes only ro t do represent an ollmal account of to holdings. balances. or transactions maga in your accose ands being proud's., a your request. Please Wu to your monthlyaccost statement for No Weal record al alt your account activities. Ete ques's ll . Pease cal sea. Morgan represertarre. The Mowing it being provided for inlomwscrial purposeseV/arida in response to your request. Inloonatoti contained net messagean:tare accomparrirgdxunrentaten. Inducing but not levied to any research. Markel miasmas. statements osennmatoss. caoulatcra at estimates. Is honeyed to to ratable. but sodorot warrant as completeness or accuracy. Opnlons and estimates consinuto ourjudgment am are atom to change w11Mu1 noise. Past performance is not indtallea of future mulls. Ms maienala not mended as an Oar or solotabon for Boa purchase or se/octant nnancial nstrinom. The aceadealcirs ander PM attliMes ardartloycos may node posliCri or act as market maker n me I Islas instruments of any ewer discussedham or act as unSanwoct. 0=am:re agoi. odour or lender to each ewer. valuations Breaded reed once eternal,' on the norms) specified Athough Mammas n those documents has boon Warms torn sources bolienxi to be ratable. JR/organ Chase a Co. and its afelims do nagavaniee ns accuracy or coveteterms and accept na 'tatty lot any dame or cense:Rental losses ammo hem ex use. TM Mammon it for the sob use of the penal to whom n s addressed. and may be pndleged and cordclennat My use. castribution. or clOicabon byanyone mbar than me addressee a ofetthnoci. II )1X. tOONVO this in error. please nosey the sender immediate/Ay and return by mat (O 2018 "Morgan Chase & Co. EFTA00621879