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 I