EFTA01502428.pdf

THE. HAZE TRUST ACCT. For the Period 6/1/13 to 6/30/13 TRADE ACTIVITY Note: L indicates Long Term Realized Gain/Loss S indicates Short Term Realized Gain/Loss • Settled transaction was initiated in prior statement period and settled In current statement period Trade Date Type Per Unit Realized Settle Date Selection Method Description Quantity Amount Proceeds Tax Cost Gain/Loss Settled Sales/Maturities/Redemptions 4/29 Sale TO REVERSE ENTRY OF 05/02/2013 WELLS FARGO 5,367,093.705 32.50 (1,744,305.47) 1,697,446.28 (48,859.19) 5. 6120 FIFO MORTGAGE BACKED SEC 2005-9 CL 81 5.415413% 10/25/2035 DTD 09/01/2035 @ 32.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 6,200,000.00 AS OF 05/02/13 (ID: 94982W-BH-8) 4/29 Sale ENTRY REVERSED ON 06/25/2013 WELLS FARGO (5,247,850.110) 32.50 1,705,551.28 (1,859,733.21) 45,818.07 5* 6/20 FIFO MORTGAGE BACKED SEC 2005-9 CL B1 5.415413% 10/25/2035 DTD 09/01/2035 0 32.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 6,200,000.00 (ID: 94982W-BH-6) 6125 Principal Payment CHASE MORTGAGE FINANCE CORPORATION SER 2007-A1 (18,102.100) 81.718 14,792.59 (14,210.15) 582.44 L 8/25 Pro Rata CL 12A3 5.5595% MAR 25 2037 DTD 0201/2007 PAYMENT NC PRINCIPAL (ID: 161630-BZ-0) 6/25 Principal Payment GSR MORTGAGE LOAN TRUST 2005-SFCL B1 5.7598% (2,609.470) 100.00 2,609.47 (2,542.60) 66.87 S 6/25 Pro Rata 0525/2035 DID 05/012005 PAYMENT NC PRINCIPAL (ID: 36242D-7X-5) 4/29 Sale TO REVERSE ENTRY OF 0520/2013 WELLS FARGO 5,247,850.110 32.50 (1,705,551.28) 1,659,733.21 (45,818.07) 5* 6125 FIFO MORTGAGE BACKED SEC 2005-9 CL B1 5.415413% 10/25/2035 DTD 0901/2005 e 32.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 6,200,000.00 AS OF 06120/13 (ID: 94982W-BH-6) 4/29 Sale WELLS FARGO MORTGAGE BACKED SEC 2005-9 CL B1 (5,367,093.705) 31.778 1,705,551.28 (1,697,446.28) 8.10500 S' 6/25 FIFO 5.415413% 10/252035 DTD 09/01/2035 e 32.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 6,349,832.00 (ID: 94982W-BH-6) J.P Morgan Account Page 12 of 13 Consolidated Statement Page 15 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026905 Chase CONFIDENTIAL SDNY_GM_00296103 EFTA01502428