EFTA01502310.pdf

THE HAZE TRUST ACCT. For the Period 3/1/13 to 3/31/13 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield US Fixed Income KINDRED HEALTHCARE INC 100.00 1,000,000.00 1,000,000.00 996250.00 3,750.00 82,500.00 8.25% 8 1/4% JUN 01 2019 27.500.00 DTD 06/01/2011 494580-AB-9 NR /83 WELLS FARGO MORTGAGE BACKED SEC 30.00 5,530,462.81 1,659,138.84 1,697,446.28 (38,307.44) 299,496.68 10.43% 2C05-9 CL B7 5.415413% 10/25/2035 24,953.44 DTD 09/01/2005 94982W-8H-6 D /NR CHASE MORTGAGE FINANCE CORPORATION 83.82 776,714.59 661,011.10 554,493.28 96,517.82 43,181.09 4.34% SER 2007-A1 CL 12A35.5595% 3,597.74 MAR 25 2037 DTD 02/01/2007 161630-8Z-0 NR /CAA Total US Fixed Income $9,776,720.88 $9,894,820.14 $82,100.74 $826,722.88 6.60% 3133,687.32 Complementary Structured Strategies JPM 3YR NC CLN TO MTOR 04116/16 105.04 1,500.000 00 1.575.600.00 1,500,000.00 75.600 00 INITIAL RATE 6.20% CPN 3.874.50 DD 04/16/12 4662A0-40-1 J.P Morgan Accoun 'age 8 of 12 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026775 Chase CONFIDENTIAL SDNY_GM_00295973 EFTA01502310