THE HAZE TRUST ACCT. For the Period 511113 to 516/13 Cash & Fixed Income Summary Asset Categories Cash 3,751,454.74 16% US Fixed Income 8,276,313.78 36% Complementary Structured Strategies 1,591,950.00 7% Total Value $13,619,718.52 59% Ending Market Value Current Asset Categories Allocation Market Value/Cost Current Period Value Market Value 13.619.718.52 Tax Cost 13.337.599.51 Unrealized Gain/Loss 282,119.01 Estimated Annual Income 528,902.51 Accrued Interest 68,100.44 Yield 3.36% SUMMARY BY MATURITY SUMMARY BY TYPE Market % of Bond Cash & Fixed Income Value Portfolio Cash & Fixed Income 0.6 months' 8.490.914.69 64% Cash 3,751,454.74 27% 1-5 years' 2,968,950.00 21% Corporate Bonds 2905,120.00 21% 5-10 years' 1.529.120.00 11% Mortgage and Asset Badced Bonds 631,733.83 4% 10+ years' 631733 83 4% Mutual Funds 4,739,459.95 37% Total Value $13,619,718.52 100% Complementary Structure 1.591,950.00 11% Total Value $13,619,718.52 100% Complementaty Souctured Sir:segos Cash 2., (IS Fixed Income Cash & Fixed Income as a percentage of your portfolio - 59 % Market % of Bond Value Portfolio 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.Morgan Page 6 of 18 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026839 SDNY_GM_00296037 EFTA01502366