Global Investment Opportunities Group Morgan Securities LLC. Cs I QO Account Position and MTM Summary (Open Positions) Tecoma) Prepared for Haze Trust as of April 30, 2013 Current FX & Commodity rates USDMXN 12.1378 XAUUSD 1476.89 GBPUSD 1.5533 usOUPY 97.440 USDARS 5.1875 USDZAR 8.9747 EURUSD 1.3167 USDBRL 2.0013 USDCHF 0.9295 USDCAD 1.0072 USDTRY 1.792 USONOK 5.7694 * Manual Pricing via JPMorgan Investment Bank as of prior da 2 ints it Trade Date Maturity Face Amount Long Description Cost Basis ($) Market Value ($) ae Received Entry Price ($) Current Price ($) Faun 26-Jun-13 Ubs Cont Buff Eq AAPL 06/26/13 80% Contin Barrier 18% Cpn 18% Cap ($3,000,000) $2,349,900 ($650,100) SApet2 16-Apr-15 1,500,000 Meritor CLN 6.200% CPN 04/16/2015 Dtd 04/16/2012 ($1,500,000) $1,573,800 $69,887 $100.00 $104.92 $143,687 Structured Notes MTM ($4,500,000) $3,923,700 $69,887 ($506,413) via Bloomberg Total int. Trade Date Maturity Face Amount Issuer Rating Next Call Date Principal Cost Market Value oan Entry Price Current Price 10-May-11 O1-Now2016 1,200,000 Peabody Energy Corp WA 7.375% ($1,363,500) $1,379,240 $174,542 $113.63 $114.95 $190,382 2-Oct-12 15-May-2018 500,000 ipayment Inc 5/15/2015 10.250% ($445,000) $462,500 $29,611 $9.00 $92.50 $47,111 2-Oct-12 Ot-dun-2019 1,000,000 Kindred Healthcare Inc a 61/2014 8.250% ($996,250) $1,045,000 $47,667 $99.63 $104.50 $96,417 10-May-11 Perpetual —-3,000,000 Jpmorgan Chase & Co BBB 4/30/2018 7.900% ($3,337,950) $3,492,600 $467,417 $111.27 $116.42 $622,067 10-May-11 Perpetual —-3,000,000 Bank Of America Corp BB+ 5/15/2018 8.125% ($3,389,610) $3,420,000 $480,729 $112.99 $114.00 $511,119 U.S. Fixed Income MTM ($9,532,310) $9,799,440 $1,199,965 $1,467,095 Mortgage and Asset Backed * Manual Pricing via JPMorgan Investment Bank ay rer op = eye a meee Market Value ($) Tota! Princeint Entry Price Current Price rade Date jaturity riginal Face ating Next Call Date foupon ‘incipal Cost ($) Market Value ($) {s) (Local) (Local) 10-May-12 25-Mar-2037 1,000,000 Chase 2007-A1 1243 12/25/2024 5.140% ($725,573.62) $635,272 $142,734 $52,432 Mortgage and Asset Backed MTM ($725,574) $615,007 $268,805 $52,432 Mutual Funds and Money Market . " Dividends Entry NAV Current NAV Trade Date Symbol Units Currency initial Cost ($) Market Value (S$) Received ($) (Local) (Local) Avg JPHSX 199,558.15 Jpmorgan Floating Rate-Sel uso (2,013,501.47) $2,021,524 $0 10.0898 10.13 $8,023 Avg OHYFX 317,095.54 Jpmorgan High Yield-Sel uso (2,624,429.14) $2,650,919 DiwRe 8.2765 8.36 $26,490 Mutual Funds and Money Market MTM ($9,275,861) $4,672,443 so $34,512 MTM Snapshot 2013 Closed P/L Open MTM + 2013 Closed PiL Performance Snapshot $0 $0 $625,806 $1,638,921 $1,850,664 * $1,047,627 ($24,953) ($803,037) $600,853 {© 2013 JPMorgan Chase & Co. EFTA00621876

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Morgan Securities LLC. Global Investment Opportunities Group Cs I O Account Position and MTM Summary (2013 Closed Positions) Global Investment Ovpvortunities gt Ra CRS eee BLP ed Trade Date Maturity Original Face Rating Next CallDate | Coupon _Principal Cost ($)_ Market Value ($) Ana Closing Date ae an Sea TMay-120 25-Jun-2034 2,592,800 Wamu 2004-Ar3 B2 12/25/2020 2.517% ($1,140,904) 22-Jan-13 2Augt2 25-Oct-2035 6,200,000 Wimbs 2005-9 81 7/25/2016 §.41282% ($1,698,508) 4/30/2013 Mortgage and Asset Backed P/L a Dividends Entry NAV Closing NAV Trade Date Symbol Currency Initial Cost ($) Market Value ($) paved (s) «losing Date (Local) (local) ($24,953) 181,378.48 Jpmorgan High Yield-Sel ($1,524,953) ($24,953) Mutual Funds and Money Market P/L $600,853 Total 2013 P/L 40) 2013 JPMorgan Chase & Co. EFTA00621877

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Morgan Securities LLC. Global Investment Opportunities Group Account Position and MTM Summary (2012 Closed Positions) Prepared for Haze Trust as of April 30, 2013 — Int it Trade Date Maturity Face Amount Long Description Cost Basis (S$) Market Value (S)peccivect Closing Date Entry Price ($)__ Closing Price ($) 13-May-11 31-May-12 3,000,000 — juff Eq Cvx 05/31/12 80% Contin Barrier- 10.6%Cpn 20% Cap Initial Level-O5/13/11 ($3,000,000) Structured Notes P/L U.S. Fixed Income Total int. Trade Date Maturity Face Amount Rating Next Call Date Coupon Principal Cost Market Value 7 Closing Date —Entry Price Closing Price PIL ($1,219,500) 10-May-11 01-May-2017 1,200,000 Cit Group Inc 10-May-11 15-Apr-2015 1,200,000 Ford Motor Credit Co Lic BB+ NIA 7.000% ($1,327,800) $1,308,000 $76,067 32-Apr-12 $110.65 $109.00 $56,267 10-May-11 15-Apr-2015 1,200,000 Ford Motor Credit Co Lie BB+ NA 7.000% ($1,223,760) $1,188,000 $87,600 26-Jul-12 $101.98 $99.00 $51,840 $136,673 U.S. Fixed Income P/L Dividends eee Entry NAV Closing NAV Initial Cost ($) Market Value ($) po Ve ig) (uocal) ‘uscat) Trade Date Symbol Currency ($1,554,344) OHYFX 185,185.19 Jpmorgan High Yield-Sel Mutual Funds and Money Market P/L Total 2012 P/L $400,329 {Q 2013 JPMorgan Chase EFTA00621878

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