EFTA01502366.pdf

THE HAZE TRUST ACCT. For the Period 511113 to 516/13 Cash & Fixed Income Summary Ending Current Asset Categories Asset Categories Market Value Allocation Cash 3,751,454.74 16% US Fixed Income 8,276,313.78 36% Complementary Structured Strategies 1,591,950.00 7% Total Value $13,619,718.52 59% Complementaty Souctured (IS FixedIncome Sir:segos 2., Current Market Value/Cost Period Value Market Value 13.619.718.52 Tax Cost 13.337.599.51 Cash Unrealized Gain/Loss 282,119.01 Estimated Annual Income 528,902.51 Accrued Interest 68,100.44 Yield 3.36% Cash & Fixed Income as a percentage of your portfolio - 59 % SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Market % of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income Value Portfolio 0.6 months' 8.490.914.69 64% Cash 3,751,454.74 27% 1-5 years' 2,968,950.00 21% Corporate Bonds 2905,120.00 21% 5-10 years' 1.529.120.00 11% Mortgage and Asset Badced Bonds 631,733.83 4% 10+ years' 631733 83 4% Mutual Funds 4,739,459.95 37% Complementary Structure 1.591,950.00 11% Total Value $13,619,718.52 100% Total Value $13,619,718.52 100% The years indicate the number of years until the bond is scheduled to mature based on the statement end date. Some bonds may be called, or paid in full, before their stated maturity. J.P.Morgan Page 6 of 18 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026839 Chase CONFIDENTIAL SDNY_GM_00296037 EFTA01502366