EFTA01502246.pdf

THE HAZE TRUST ACCT For the Period 12/1/12 to 12/31/12 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 30.40 5.681.828.52 1.727.332.69 1,697,446.28 29,886.41 307,693.74 10.39% 2005-9 CL 81 5415413% 10/25/2035 25,636.41 OW 09/012005 94982W-BH-6 CC /NR CHASE MORTGAGE FINANCE CORPORATION 84.93 853,718.78 725.02067 670.169 25 54.851 42 47,462 10 4 33% SER 2007-A1 CL 12A3 5.5595% 3 954 42 MAR 25 2037 DTD 02/01/2007 161630-8Z-0 NR /CAA Total US Fixed Income $10,414,152.60 $10,389,668.91 $24,493.59 $881,682.25 8.30% S87,342.92 Complementary Structured Strategies JP MORGAN CHASE BANK NA 99.49 1,500,000.00 1,492.350.00 1,500,000.00 (7.650.00) 93,000.00 6.44% 6.200% 04/16/2015 OTD 04/16/2012 12/14/12 3,874.50 466240-40-1 J.P.Morgan Account W48054006 Page 8 of 12 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026701 Chase CONFIDENTIAL SDNY_GM_00295899 EFTA01502246