EFTA01344091

THE HAZE TRUST ACCT. For the Period 8/I/I3 to 8/31/13 Cash & Fixed Income Summary Asset Categories Beginning Market Value Ending Market Value Change In Value Current Allocation Cash 4,976,532.36 5,001,724.33 25,191.97 23% US Fixed Income Complementary Structured Strategies 9,034,116.60 1,593A50 00 8,965,389.72 1.603850 00 (68,726.88) 9.90000 40% 7% Total Value $15,604,098.96 $15,570,464.05 ($33,634.91) 70% Market Value/Cost Current Period Value Market Value 15,570,464.05 Tax Cost 15,804,418.92 Unrealized GaIn/Loss (233,954.87) Estimated Annual Income Accrued Interest 594.909.67 99.093.81 Yield 3.66% Asset Categories Complementary Stmcturecl Strangle. Caen Cash 8 Fixed Income as a percentage of your portfolio - 70 % SUMMARY BY MATURITY SUMMARY BY TYPE Cash & Fixed Income Market Value % of Bond Portfolio Cash & Fixed Income Market Value % of Bond 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% Total Value $15,570,464.05 100% Complementary Structure 1.603.350.00 10% 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. M organ 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