EPSTEIN
page 1 / 271 . OCR, unverified
Dataset10 114
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METADATA_SOURCE: IMAGES0114
METADATA_FILENAME: EFTA01502287.pdf
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THE HAZE TRUST
ACCT.
Eor the Period 2/1/13 to 2/28/13
Cash & Fixed Income Summary
Asset Categories
Cash
1,697,892.98
1,739,344.46
41,451.48
8%
US Fixed Income
9,810,815.34
9,885,260.94
74,445.60
43%
Complementary Structured Strategies
1.521,900 00
1.538250 00
18350.00
7%
Total Value
513,030,608.32
$13,162,855.40
$132,247.08
58%
Beginning
Market Value
Ending
Market Value
Change
Gwent
In Value
Allocation
Market Value/Cost
Current
Period Value
Market Value
13.162.855.40
Tax Cost
13,006,844.33
Unrealized Gain/Loss
156,011.07
Estimated Annual Income
841,515.72
Accrued Interest
117,043.33
Yield
4.97%
SUMMARY BY MATURITY
SUMMARY BY TYPE
Market
% of Bond
Cash & Fixed Income
Value
Portfolio
Cash & Fixed Income
0-6 months'
6,326,988.00
49%
Cash
1,739,344.46
13%
years'
2,909,562.00
22%
Corporate Bonds
2,830,077.00
21%
5.10 years'
1,458,765.00
11%
Mortgage and Asset Backed Bonds
2,467,540.40
18%
10+ years'
2.467.540.40
18%
Mutual Funds
4,587,643.54
37%
Total Value
S13,162,855.40
100%
Complementary Structure
1.538.250.00
11%
Total Value
$13,162,855.40
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 Fixed 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 12
Consolidated Statement Page 9
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00026749
SDNY_GM_00295947
EFTA01502287
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METADATA_SOURCE: IMAGES0114
METADATA_FILENAME: EFTA01502288.pdf
----------------------------------------
THE HAZE TRUST
ACCT.
For the Period 2/I/13 to
Cash & Fixed Income Detail
Price
Quantity
Adjusted Tax Cost
Unrealized
Gain/Loss
Est. Annual Income
Yield
Value
Original Cost
Accrued Interest
Cash
JPM TAX FREE RESV SWEEP FD 83967
7-Day Annualized Yield: .01%
1.00
0.00
7.49
0.01%
JPM TAX FREE PREMIER SWEEP FD #92
7-Day Annualized Yield: .01%
1.00
1,739,344.46
1,739,344.46
1,739,344.46
173.93
4.20
0.01%
Total Cash
US Fixed Income
JPM HIGH YIELD FD - SEL
FUND 3580
4812C0-80-3
8.20
315,517.94
51,739,344.46
2,587,247.12
51,739,344.46
2,611,492.95
S0.00
(24,245.83)
$173.93
$11.69
165,331.40
12,936.24
0.01%
6.39%
JPMORGAN 7R I FLOAT RATE NC 4.24%
48121L-51-0
10.06
198,846.56
2,000,396.42
2,006,342.91
(5,946.49)
95,645.19
7,158.48
4.78%
PEABODY ENERGY CORP
SR NOTES 73/8% NOV 1 2016
DTD 10/12/2006
704549-AE-4 BB+ /BA1
114.28
1,200,000.00
1,371,312.00
1,363,500.00
7,812.00
88,500.00
29,499.60
3.21%
IPAYMENT INC
1/4% MAY 15 2018
DTD 11/15/2011
46262E-AE-5 CCC /B3
92.75
500,000.00
463,765.00
445,000.00
18,765.00
51,250.00
15,090.00
12.16%
KINDRED HEALTHCARE INC
81/4% JUN 01 2019
DTD 06/01/2011
49458GAB-9 NR /83
99.50
1,000,000.00
995,000.00
996,250.00
(1,250.00)
82,500.00
20,625.00
835%
J.P.Morgan
Aowu
cage 7 of 12
Consolidated Statement Page 10
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00026750
SDNY_GM_00295948
EFTA01502288
--- SOURCE: IMAGES__0114__EFTA01502289.txt ---
METADATA_SOURCE: IMAGES0114
METADATA_FILENAME: EFTA01502289.pdf
----------------------------------------
THE HAZE TRUST
ACCT.
For the Period 2/1/13 to 2/28/13
Price
Quantity
Value
Adjusted Tax Cost
Unrealized
Gain/Loss
Est. Annual Income
Yield
Original Cost
Accrued Interest
US Fixed Income
WELLS FARGO MORTGAGE BACKED SEC
2191
5,681,828.52
1,699,662.18
1,697,446.28
1215.90
307,69174
10.45%
2005-9 CL B1 5.415413% 10/25/2035
23,926.17
DTD 09/012005
94982W-BH-6 CC /NR
CHASE MORTGAGE FINANCE CORPORATION
84.67
906.949.92
767.878,22
647467.73
120.410.49
50,421.46
4.16%
SER 2007-A1 CL 12A3 5.5595%
3,921.65
MAR 25 2037 DTD 02;01/2007
161630-BZ-0 NR /CAA
Total US Fixed Income
29,886,260.94
$9,767,499.87
2117,761.07
2841,341.79
6.62%
$113,167.14
Complementary Structured Strategies
JPM 3YR NC CLN TO MTOR 04116/16
102.55
1,500,000.00
1,538,250.00
1,500,000.00
38.250.00
INITIAL RATE 6.20% CPN
3,874 50
DID 04/16/12
4662A0.4Q-1
J.P.Morgan
Account
Page 8 of 12
Consolidated Statement Page 11
Confidential Treatment Requested by JPMorgan
Chase
CONFIDENTIAL
JPM-SDNY-00026751
SDNY_GM_00295949
EFTA01502289
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METADATA_SOURCE: IMAGES0114
METADATA_FILENAME: EFTA01502290.pdf
----------------------------------------
THE HAZE TRUST
ACCT.
Portfolio Activity Summary
For the Period 2/1/13 to 2/28/13
Transactions
Current
Period Value
Year-To-Date
Value
Securities Transferred In/Out