EFTA01344093.pdf

THE HAZE TRUST ACCT. For the Period 8/11/13 to 8/31/13 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income GSR MORTGAGE LOAN TRUST 81.09 1,234,781.09 1,001,308.68 1,203,139.84 (201,831.16) 71,120.92 8.85% 2005-5FCL 81 5.7598% 06/252035 5,925.71 DTD 05101/2005 362420-7X-5 CHASE MORTGAGE FINANCE CORPORATION 77.38 705.208.15 545,675.96 553,588.40 (7,912.44) 39,205.72 5.53% SER 2007•A1 CL 12A35.5595% 3,266.52 MAR 25 2037 DTD 02/012007 161630-82-0 NR ;CAA Total US Fixed Income $8.065,38932 $9,382,694.59 (6337,304.87) $594A59.52 8.38% $86.177.00 Complementary Structured Strategies JPM 3YR NC CLN TO MTOR 04/16/16 106.89 1,500,030.00 1,603,350.00 1,503,030.00 103,350.00 INITIAL RATE 6.20% CPN 3,874.50 DD 04/16/12 4662A0-40-1 J. P. Morgan Account Page 8 of 12 Consolidated Statement Page 11 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0029219 CONFIDENTIAL SDNY_GM_00175403 EFTA01344093