EFTA01448837.pdf

O 0 O0 zz 11 -n 00 mm zz -t • r- i C 0) THE HAZE TRUST ACCT. For the Period 7/1/13 to.. Adjusted Tax Cost Unrealized EaL Annual income m m Price Quantity Vale Original Cost Gain/Loss Accrued Interest Yield ?:1 US Fixed Income C) 23 KINDRED HEALTHCARE INC 105.25 1,000,000.00 1,062,500.00 99625600 88,250.00 82,500.00 7.13% g 8 1/4% JUN 01 2019 13,750.00 DID 06/01/2011 :0 494580-ABG NR 83 at c5 GSR MORTGAGE LOAN TRUST 81.96 1,237,408.42 1,014,476.92 1,206,699.84 (191,222.92) 71,272.25 8.65% 2005-SFCL B1 5.7598%06/25/2035 5,938.32 DTD 05/012005 362420-7X-5 B. / CHASE MORTGAGE FINANCE CORPORATION 78.28 718,888.75 SW 230.17 564,326.10 (1,595.93) 39,966.17 5.28% SER 2007-A1 CL 12.A3 5.5595% 3,329.88 MAR 25 2037 DID 02/012007 161630-BZ-0 NR /CAA Total US Fixed income $9,034,116.60 $9.296. 292-84 ($2132,186.24) $596,672.20 8.33% $75,671.05 Complementary Structured Strategies JP1A 3YR NC CU( TO ',TOR 04/16/1$ 108.23 1,500,000.00 1.593.450.00 1,500,000.00 93,450.00 INITIAL RATE 8.20% CPN 3,874.50 DD 04/16/12 4662A0-40.1 to •Z 0 -< CP IO (0 C io Z I -< o • -• J.PMorgan Accolaage 8 ol 19 Consolidated Statement Page 11 ow o -• CO am3 EFTA01448837