EFTA01502266.pdf

THE. HAZE TRUST ACCT For the Period 1/1/B to 1/31/13 Cash & Fixed Income Detail Adjusted Tax Cost Unrealized Est. Annual Income Price Ouantgy Value Original Cost Galn/Loss Acaued Interest Yield Cash JPM TAX FREE RESV SWEEP FD #3957 1.00 1,697,892.98 1,697,892.98 1,697,892.98 169.78 0.01% 7-Day Annualized Yield 01% 6.02 US Fixed Income JPM HIGH YIELD FD - SEL 8.20 313,948.20 2,574,375.24 2,598,401.31 (24,026.07) 164,508.85 6.39% FUND 3580 12,871.88 4812C0-80-3 JPMORGAN 7R I FLOAT RATE INC 4.24% 10.06 198,216.06 1,994,053.52 2,000,000.00 (5,946.48) 96,134.78 4.82% 48121L-51-0 6,342.91 PEABODY ENERGY CORP 114.00 1,200,000.00 1,368,000.00 1,363,500.00 4,500.00 88.500.00 3.37% SR NOTES 7 3/8% NOV 1 2016 22.124.40 DTD 10/12/2006 704549-AE-4 BB+ /BA1 PAYMENT INC 90.50 500,000.00 452,500.00 445,000.00 7,500.00 51.250 00 12.76% 10 1/4% MAY 15 2018 10.81900 DTD 11/152011 46262E-AE-5 CCC /B3 KINDRED HEALTHCARE INC 98.50 1,000,000.00 965,000.00 996,250.00 (11,250.00) 82,500.00 8.58% 8 1/4% JUN 01 2019 13,750.00 DTD 06/01/2011 494580-AB-9 NR /B3 WELLS FARGO MORTGAGE BACKED SEC 28.90 5,681,828.52 1,641,934.81 1,697,446.28 (55.511.47) 307.693.74 10.57% 20359 CL B1 5.415413% 10/25/2035 25.636.41 DTD 09/01/2005 94982W-8H-6 CC /NR J.P Morgan Amount Page 7 of 13 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026724 Chase CONFIDENTIAL SDNY_GM_00295922 EFTA01502266