EFTA Document EFTA01502310

THE HAZE TRUST ACCT. For the Period 3/1/13 to 3/31/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD 06/01/2011 494580-AB-9 NR /83 100.00 1,000,000.00 1,000,000.00 996250.00 3,750.00 82,500.00 27.500.00 8.25% WELLS FARGO MORTGAGE BACKED SEC 2C05-9 CL B7 5.415413% 10/25/2035 DTD 09/01/2005 94982W-8H-6 D /NR 30.00 5,530,462.81 1,659,138.84 1,697,446.28 (38,307.44) 299,496.68 24,953.44 10.43% CHASE MORTGAGE FINANCE CORPORATION SER 2007-A1 CL 12A35.5595% MAR 25 2037 DTD 02/01/2007 161630-8Z-0 NR /CAA 83.82 776,714.59 661,011.10 554,493.28 96,517.82 43,181.09 3,597.74 4.34% Total US Fixed Income Complementary Structured Strategies JPM 3YR NC CLN TO MTOR 04116/16 INITIAL RATE 6.20% CPN DD 04/16/12 105.04 1,500.000 00 $9,776,720.88 1.575.600.00 $9,894,820.14 1,500,000.00 $82,100.74 75.600 00 $826,722.88 3133,687.32 3.874.50 6.60% 4662A0-40-1 J.P Morgan Accoun 'age 8 of 12 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026775 SDNY_GM_00295973 EFTA01502310