THE HAZE TRUST ACCT. For the Period 8/11/13 to 8/31/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Original Cost Accrued Interest Yield US Fixed Income GSR MORTGAGE LOAN TRUST 2005-5FCL 81 5.7598% 06/252035 DTD 05101/2005 362420-7X-5 81.09 1,234,781.09 1,001,308.68 1,203,139.84 (201,831.16) 71,120.92 5,925.71 8.85% CHASE MORTGAGE FINANCE CORPORATION SER 2007•A1 CL 12A35.5595% MAR 25 2037 DTD 02/012007 161630-82-0 NR ;CAA 77.38 705.208.15 545,675.96 553,588.40 (7,912.44) 39,205.72 3,266.52 5.53% Total US Fixed Income Complementary Structured Strategies JPM 3YR NC CLN TO MTOR 04/16/16 INITIAL RATE 6.20% CPN DD 04/16/12 106.89 1,500,030.00 $8.065,38932 1,603,350.00 $9,382,694.59 1,503,030.00 (6337,304.87) 103,350.00 $594A59.52 $86.177.00 3,874.50 8.38% 4662A0-40-1 J. P. M organ Account Page 8 of 12 Consolidated Statement Page 11 CONFIDENTIAL - PURSUANT TO FED. R. CRIM. P. 6(e) DB-SDNY-0029219 CONFIDENTIAL SDNY_GM_00175403 EFTA01344093