EFTA Document EFTA01502265

THE. HAZE TRUST ACCT For the Period 1/1/B to 1/31/13 Cash & Fixed Income Summary Asset Categories Cash 679.468.53 1,697,892.98 1618.424.45 8% US Fixed Income 10,414,152 50 9,810,815.34 (603.337.16) 43% Complementary Structured Strategies 1,492350 00 1,521,900 00 29,550.00 7% Total Value 512,585,971.03 513,030,608.32 5444,637.29 58% Beginning Market Value Ending Market Value Change Gwent In Value Allocation Market Value/Cost Current Period Value Market Value 13,030,608.32 Tax Cost 12,968,659.82 Unrealized Gain/Lou 61,948.50 Estimated Annual Income 935,946.49 Accrued Interest 99,773.40 Yield 5.68% SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income 0-6 months' 6.266.321 74 49% Cash 1,697,892.98 13% 1-5 years' 2,889,900.00 22% Corporate Bonds 2,805,500.00 21% 5.10 years' 1,437,500.00 11% Mortgage and Asset Backed Bonds 2,436,888.58 18% 10+ years' 2.436.886.58 18% Mutual Funds 4,568,428.76 37% Total Value $13,030,608.32 100% Complementary Structure 1,521,900.00 11% Total Value $13,030,608.32 100% ' 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. Asset Categories Compfernentary Structured Strategies US Face/ Income Cash Cash 8 Fixed Income as a percentage of your portfolio - 58 % Market Value % of Bond Portfolio J.P.Morgan Account Page 6 of 13 Consolidated Statement Page 9 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026723 SDNY_GM_00295921 EFTA01502265