THE HAZE TRUST ACCT.
For the Period 8/I/I3 to 8/31/13
Cash & Fixed Income Summary
Beginning Ending Change Current Asset Categories
Asset Categories Market Value Market Value In Value Allocation
Cash 4,976,532.36 5,001,724.33 25,191.97 23%
US Fixed Income 9,034,116.60 8,965,389.72 (68,726.88) 40%
Complementary Structured Strategies 1,593A50 00 1.603850 00 9.90000 7%
Total Value $15,604,098.96 $15,570,464.05 ($33,634.91) 70%
Complementary Stmcturecl
Strangle.
Current
Market Value/Cost Period Value
Market Value 15,570,464.05
Tax Cost 15,804,418.92
Caen
Unrealized GaIn/Loss (233,954.87)
Estimated Annual Income 594.909.67
Accrued Interest 99.093.81
Yield 3.66%
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' 9.651.229 41 64% Cash 5.001.724 33 35%
1-5 years' 3.322.250 00 21% Corporate Bonds 2.768.900 00 17%
5-10 years' 1.050.000 00 6% Mortgage and Asset Backed Bonds 1.546.984 64 9%
10• years' 1,546.984 64 9% Mutual Funds 4.649.505 08 29%
Complementary Structure 1.603.350.00 10%
Total Value $15,570,464.05 100%
Total Value $15,570,464.05 100%
' 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 Page 6 of 12 Consolidated Statement Page 9
CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0029217
CONFIDENTIAL SDNY_GM_00175401
EFTA01344091