EFTA01502178.pdf

THE HAZE TRUST ACC For the Period 9/1/12 to 9/30/12 Cash & Fixed Income Detail Adjusted Tax Cost Unrealized Est. Annual Income 'Thce Quantity Value Original Cost OaIn/Loss Aeaued Interest Yield Cash JP1,1 TAX FREE RESV SWEEP FD #3957 1.00 154,522.44 154522.44 154,522.44 15.45 0.01% 0.93 US Fixed Income JPM HIGH YIELD FD -SEL 8.08 665,360.49 5,376,112.78 6554,644.65 (178.531.87) 353306.42 6.57% FUND 3680 29,275.86 4812C0-80-3 PEABODY ENERGY CORP 113.00 1,200,000.00 1,356,000.00 1,363,500.00 (7,500.00) 88,500.00 3.90% SR NOTES 73/8% NOV 1 2016 36,874.80 DTD 10/12/2006 704549-AE-4 BB+ /BA1 WAMU MORTGAGE PASS-THROUGH 62.95 1,865,678.23 1,174,425.79 1.128'36.32 45,690.47 48,242.65 17.93% CERTIFICATES SER 2004-AR3 CL B2 4,018.67 2.585797% JUN 25 2034 DM 04/01/2004 92922F-NM-8 CCC /CA WELLS FARGO MORTGAGE BACKED SEC 32.65 5,683,700.53 1,857,803.84 1,698,005.54 159,598.30 307,795.11 10.34% 2005-9 CL B1 5.415413% 10/25/2035 25,644.85 DTD 09/01/2005 94982W-BH-6 CC /NR CHASE MORTGAGE FINANCE CORPORATION 84.83 876,147.05 743,209.26 687.775.43 55,433.83 48,708.99 4.75% SER 2007-A1 CL 12A35.5595% 4.058 31 MAR 25 2037 DTD 02/01/2007 161630-82-0 NR /CM Total US Fixed Income 810,507,351.67 510,432,660.94 574,690.73 5846.553.17 8.03% 599.872.49 J.P Morgan Account IMIPage 7 of 12 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026628 Chase CONFIDENTIAL SDNY_GM_00295826 EFTA01502178