EFTA01502422.pdf

THE HAZE TRUST ACCT For the Period 6/11B till. Cash & Fixed Income Summary Beginning Ending Change Current Asset Categories Asset Categories Market Value Market Value In Value Allocation Cash 2.723.913.28 4.922.642.00 2.198.728.72 22% US Fixed Income 9.253.578.44 8.964.199.16 (289.379.28) 41% Complementary Structured Strategies 1.612.650 00 1.605300 00 (7.350.00) 7% Total Value $13,590,141.72 $15,492,141.16 $1,901,999.44 70% Complementary Structured US Rxt4 Income Strategies Current Market Value/Cost Period Value Market Value 15.492.141.16 Tax Cost 15.709.530.97 Cash Unrealized Gain/ Loss (217.389.81) Estimated Annual Income 598,915.15 Accrued Interest 60,939.14 Yield 3.71% Cash & 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' 9,520,920.73 63% Cash 4.922.642.00 34% 1-5 years' 3.363.250.00 21% Corporate Bonds 2.772.950.00 17% 5-10 years' 1.015.000.00 6% Mortgage and Asset Backed Bonds 1.592.970.43 10% 10+ years' 1.592.970.43 10% Mutual Funds 4.598.278.73 29% Complementary Structure 1.605.300.00 10% Total Value $15,492,141.16 100% Total Value $15,492,141.16 100% ' 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 Account age 6 of 13 Consolidated Statement Page 9 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026899 Chase CONFIDENTIAL SDNY_GM_00296097 EFTA01502422