EFTA01502155.pdf

THE. HAZE TRUST ACCT For the Period 8/1/12 to 8/31/12 Cash & Fixed Income Summary Beginning Ending Change Cuirent Asset Categories Asset Categories Market Value Market Value In Value Allocation Cash 1.780.214.37 105,421.12 (1,674.793.25) 1% US Fixed Income 11,067,108.78 13.646.659.16 2,579,550.38 62% Complementary Structured Strategies 1.434.450 00 1.435500 00 1,050 00 7% Cash Total Value 514,281,773.15 515,187,580.28 5905,807.13 70% Complementary Structured Strategies Current Market Value/Cost Period Value Market Value 15.187.580.28 US Fixed Income Tax Cost 15,409,006.49 Unrealized Gain/Loss (221,426.21) Estimated Annual Income 1,186,063.85 Accrued Interest 168,043.95 Yield 7.98% Cash 8 Fixed Income as a percentage of your portfolio - 70 % 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' 5,412,496.15 35% Cash 105,421.12 1% 1-5 years' 2,785,344.00 18% Corporate Bonds 4,615,674.00 30% 10• years' 6.989,740 13 47% Mortgage and Asset Backed Bonds 3,723,910.13 24% 100% Mutual Funds 5,307,075.03 36% Total Value $15,187,580.28 Complementary Structure 1,435.500 00 9% ' The years indicate the number of years until the bond is scheduled to mature Total Value $15,187,580.28 100% based on the statement end date. Some bonds may be called, or paid in kill, before their stated maturity. J.P.Morgan Account Page 6 of 13 Consolidated Statement Page 9 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026601 Chase CONFIDENTIAL SDNY_GM_00295799 EFTA01502155