THE HAZE TRUST ACCT.
For the Period 2/1/13 to 2/28/13
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 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 JPM-SDNY-00026751
Chase
CONFIDENTIAL SDNY_GM_00295949
EFTA01502289