THE. HAZE TRUST ACCT
For the Period 5/1/12 to 5/31/12
Cash & Fixed Income Summary
Beginning Ending Change Current Asset Categories
Asset Categories Markel Value Market Value In Value Allocation
Cash 1,855,688.99 3,470,985.55 1,615,296.56 17%
US Fixed Income 10.658.491.99 12192711.83 1,534,219.84 60%
Complementary Structured Strategies 1.500000 00 1.427.400 00 (72.600 00) 7%
Total Value 814,014,180.98 817,091,097.38 $3,076,916.40 84%
Complementary Sttucwted
Strategies
Current US Fixed income
Market Value/Cost Period Value
Cash
Market Value 17,091,097.38
Tax Cost 18,256,078.15
Unrealized Ga1n/Los4 (1,164,980.77)
Estimated Annual Income 867,394.55
Accrued Interest %Joan
Yield 6.52%
Cash 8 Fixed Income as a percentage of your portfolio - 84 %
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' 8,523,328.23 51% Cash 3,470,985.55 20%
1-5 years' 3,854,400.00 22% Corporate Bonds 5,468,190.00 34%
10• years' 4,713,369.15 27% Mortgage and Asset Backed Bonds 1,672,179.15 9%
Mutual Funds 5,062,342.68 29%
Total Value $17,091,097.38 100%
Complementary Structure 1,427,400.00 8%
' The years indicate the number of years until the bond is scheduled to mature Total Value 07,091,097.38 100%
based on the statement end date. Some bonds may be called, or paid in full,
before their stated maturity.
J.P.Morgan Account Page 5 of 13 Consolidated Statement Page 8
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026526
Chase
CONFIDENTIAL SDNY_GM_00295724
EFTA01502088