THE HAZE TRUST ACCT.
For the Period 9/1/13 to 9/30/13
Adjusted Tax Cost Unreakzed Est. Annual Income
Price Quantity Value Original Cost Gain/Loss Acaued Interest Yield
US Fixed Income
GSR MORTGAGE LOAN TRUST 82 05 1,232,131.77 1,010,914.83 1,200,558.41 (189,643.58) 70,968.32 8.68%
2005-5FCL 81 5.7598% 06/252035 5,913.00
DTD 05/01/2005
36242O-7X-5 B+ /
CHASE MORTGAGE FINANCE CORPORATION 77.92 689,480.11 537,249.80 541,241.89 (3,992.09) 38,331.32 5.28%
SER 2007-A1 CL 12A3 5.5595% 3,193.67
MAR 25 2037 DTD 02/01/2007
161630-82-0 NR /CAA
Total US Fixed Income 38,985,614.70 $8,308,636.82 ($322,922.12) $692.363.21 6.30%
$112,401.41
JP Morgan Account Page 8 of 11 Consolidated Statement Page 11
Confidential Treatment Requested by JPMorgan JPM-SDNY-00026983
Chase
CONFIDENTIAL SDNY_GM_00296181
EFTA01502500