THE HAZE TRUST ACCT
For the Period 9/1/12 to 9/30112
Cash & Fixed Income Summary
Beginning Ending Change Gwent Asset Categories
Asset Categories Markel Value Market Value In Value Allocation
Cash 105,421.12 154.522 44 49,10132 1%
US Fixed Income 13,646,659.16 10.507.351 67 (3.139.307.49) 47%
Complementary Structured Strategies 1,435500 00 1.490,250 00 54.750 00 7%
Total Value $15,187,580.28 $12,152,124.11 ($3,035,456.17) 55% Cash
Comptementary Structured
Current Srratoges
Market Value/Cost Period Value
us Fixed income
Market Value 12,152,124.11
Tax Cost 12,087,183.38
Unrealized Gain/Loss 64,940.73
Estimated Annual Income 939,568.62
Accrued Interest 103,747.92
Yield 7.74%
Cash 8 Fixed Income as a percentage of your portfolio - 55 %
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' 5,530.635 22 46% Cash 154,522.44 1%
1-5 years' 2,846,250.00 23% Corporate Bonds 1,356,000.00 11%
10• years' 3.775,238 89 31% Mortgage and Asset Backed Bonds 3,775,238.80 31%
$12,152,124.11 Mutual Funds 5,376,112.78 45%
Total Value 100%
Complementary Structure 1,490,250.00 12%
' The years indicate the number of years until the bond is scheduled to mature Total Value $12,152,124.11 100%
based on the statement end date. Some bonds may be called, or paid in full,
before their stated maturity.
J.P.Morgan A000unt Page 6 of 12 Consolidated Statement Page 10
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026627
Chase
CONFIDENTIAL SDNY_GM_00295825
EFTA01502177