THE HAZE TRUST ACCT
For the Period 10/1/12 to 10131/12
Adjusted Tax Cost Unrealized Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Accrued Interest Yield
US Fixed Income
WELLS FARGO MORTGAGE BACKED SEC 31.51 5,682,339.52 1,790,334.71 1,697,596.94 92,735.77 307.721.41 10.58%
2005-9 CL SI 5.415413% 10/25/2035 25.638.71
DTD 09/01/2005
94982W4H4 CC /NR
CHASE MORTGAGE FINANCE CORPORATOR 84.10 889,593.53 731,345.55 682,630.92 48,714.63 48.344.65 4.81 %
SE R 2007-Al CL 12A35.5595% 4,027.95
MAR 25 2037 DTD 02/01/2007
161630-BZ-0 NR /CAA
Total US Fixed Income $10,409,988.53 $10,339,412.71 $70,675.82 $881,873.37 SAS%
$167.462.86
Complementary Structured Strategies
JP MORGAN CHASE BANK NA 97.30 1.500.000.00 1,459,500.00 1,500,000.00 (40.500 00) 93.000 00 7.40%
6.200%04/1612015 DTD 04116,2012 10(19,12 3,874 50
4662A0-40.1
J.P Morgan Account Page 8 of 12 Consolidated Statement Page 11
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026653
Chase
CONFIDENTIAL SDNY_GM_00295851
EFTA01502203