EFTA01502424.pdf

THE HAZE TRUST ACCT. For the Period 6/1/13 to 6/30113 Adjusted Tax Cost Unrealized Est Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income KINDRED HEALTHCARE INC 101.50 1,000,000.00 1,015,000.00 996,250.00 18,750 00 82,500.00 7.93% 8 1/4% JUN 01 2019 6,675.00 DTD 06/012011 494580-AB-9 NR /83 GSR MORTGAGE LOAN TRUST 82.45 1,240,031.48 1,022,358.35 1,208,255.68 (185,899.33) 71,423.33 8.56% 2C05-5FCL 81 5.7598% 06/252035 5,950.91 DTD 05/01/2005 36242D-7X-5 B• / CHASE MORTGAGE FINANCE CORPORATION 78.32 728,558.22 570,614.08 571,918.20 (1,304.12) 40,503.85 5.30% SER 2007-A1 CL 12A35.5595% 3,374.68 MAR 25 2037 DTD 02/01/2007 161630-F3Z-0 NR /CAA Total US Fixed Income $8,964,189.16 $9,286,888.97 ($322,689.81) 5598,472.12 6.41% 557,040.10 Complementary Structured Strategies JPM 3YR NC CLN TO MTOR 04116/15 107.02 1,500,000.00 1,605,300.00 1,500,000.00 105.300 00 INITIAL RATE 6.20% CPN 3.874.50 DD 04/16/12 4662A0-40-1 J.P. Morgan Account Page 8 of 13 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026901 Chase CONFIDENTIAL SDNY_GM_00296099 EFTA01502424