THE HAZE TRUST ACCT.
For the Period 11/1/12 to I I/30/12
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 31.28 5.681.828 52 1,777,219.14 1,697,446.28 79,772.86 307.693.74 10.27%
2005-9 CL B1 5.415413% 10/25/2035 25,636.41
DTD 09/01/2005
CHASE MORTGAGE FINANCE CORPORATOR 83.65 864,111 32 722.79455 678,327.39 44,467.16 48.039.87 4.73%
SER 2007-A1 CL 12A3 5.5595% 4.002.56
MAR 25 2037 DTD 02/01/2007
Total US Fixed Income $10,376,151.96 $10,353,987.92 $21,164.03 $882,310.87 8.46%
$105,453.63
Complementary Structured Strategies
JP MORGAN CHASE BANK NA 96.31 1,500.000 00 1.444 650 00 1.500.000.00 (55.350.00) 93.000.00 7.91 %
6 200% 04 16 2015 DTD 04,1612012 11/16/12 3.874.50
J.P. Morgan Account Page 8 of 12 Consolidated Statement Page 11
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026677
Chase
CONFIDENTIAL SDNY_GM_00295875
EFTA01502225