HAZE TRUST Statement of Assets, Liabilities and Net Assets Income Tax Basis as of June 30, 2015 ASSETS Current assets Due from brokers S 47,069,531 Marketable securities, at cost 16,242,298 Total current assets Other assets Investment partnerships, at cost Total other assets TOTAL ASSETS S 63,311,828 24,200,432 24,200,432 87,512,260 LIABILITIES AND NET ASSETS Net assets Net Contributions S 38,005,211 Accumulated income 49,507,049 Total net assets 87,512,260 TOTAL LIABILITIES AND NET ASSETS 87,512,260 CONFIDENTIAL - PURSUANT TO FED. R. GRIM. P. 6(e) DB-SDNY-0057501 CONFIDENTIAL SDNY_GM_00203685 EFTA01366004