From: US GIO <MMIll=a> To: Undisclosed recipients:; Subject: Highbridge Mezzanine Fund II - Prospective Investor Call & Webcast - February 9, 2012, 11:00am NY / 4:00pm London Date: Thu, 09 Feb 2012 15:33:50 +0000 Attachments: .pdf Private credit markets continue to offer investors a significant premium over public markets. As such, lenders are not only able to generate attractive coupons but also command investor protections in conservative capital structures. With rising US leveraged buyout volumes, demand for mezzanine capital is expected to remain strong —especially against a backdrop of a smaller lending community and relative absence of the CLO ("Collateralized Loan Obligation") market. Highbridge Principal Strategies ("HPS"), a subsidiary of Highbridge Capital Management, LLC ("HCM"), seeks to launch Highbridge Mezzanine Fund II ("Fund II") to take advantage of the current market environment for mezzanine debt capital. HPS has assembled an experienced credit team of 17 professionals, led by Scott Kapnick and Scot French. Fund II is expected to be a continuation of Highbridge's successful strategy in Highbridge Mezzanine Fund I, which has invested in 24 portfolio companies since 2008. Fund II will seek to lend approximately $3 billion to large companies with stable cash flows. Featuring Scot French, Portfolio Manager and Partner, HPS Date: Thursday, February 9, 2012 Time: 11:00am NY/ 4:00pm London Call-in Numbers: To view the slides associated with this presentation, copy and paste the following URL into your internet browser: https://jpmorganconferencecall.webex.com Event password: The Conference Call will be replayed through February 29, 2012 This email is confidential and subject to important disclaimers and conditions including on offers for the purchase or sale of securities, accuracy and completeness of information, viruses, confidentiality, legal privilege, and legal entity disclaimers, available at http://wwwjpmorgan.corn/pages/disclosures/email. EFTA00686972