EFTA01502394.pdf

THE HAZE TRUST ACCT. For the PerIod 5/I/13 to 5/31/13 Adjusted Tax Cost Unrealized Est Annual Income Price Overtly Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income KINDRED HEALTHCARE INC 105.25 1,000,000.00 1,052,500.00 996.250.00 56,250.00 82,500.00 7.16% 8 1/4% JUN 01 2019 41,479.00 DTD 06/012011 494580 AB-9 NR /83 GSR MORTGAGE LOAN TRUST 88.14 1,242,640.95 1,095,238.88 1,210,796.28 (115,559.40) 71,573.63 7.49% 2C05-5FCL 81 5.7598% 06/2512035 5.963.43 DTD 05/01/2005 36242D-7X-5 B• / CHASE MORTGAGE FINANCE CORPORATION 82.42 746,660.32 615,360.10 586,128.35 29,231.75 41.510.23 3.97% SER 2007-A1 CL 12A35.5595% 3.458.53 MAR 25 2037 DTD 02/01/2007 161630-F3Z-0 NR /CAA Total US Fixed Income 59,253.578.44 59,283,181.41 (:29,602.97) 5599.501.52 5.91% 581,012.77 Complementary Structured Strategies JPM 3YR NC CLN TO MTOR 04116/16 107.51 1,500,000.00 1 612 650 OD 1,500,000.00 112 650 00 INITIAL RATE 6.20% CPN 3 874 50 DD 04/16/12 4662A0-40-1 J.P Morgan Account Page 8 of 19 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026869 Chase CONFIDENTIAL SDNY_GM_00296067 EFTA01502394