EFTA01502156.pdf

A THE HAZE TRUST ACCT For the Period 8/1/12 to 8/31/12 Cash & Fixed Income Detail Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Galn/Loss Acaued Interest Yield Cash JPM TAX FREE RESV SWEEP FD 83957 1.00 105,421.12 105.421 12 105,421 12 10.54 0.01% 3.98 US Fixed Income JPM HIGH YIELD FD - SEL 8.02 661,730.05 5,307,075.03 5,525,528.53 (218,453.50) 355,349.03 6.70% FUND 3580 29,116.12 481200.80.3 PEABODY ENERGY CORP 112.49 1,200,000.00 1,349,844.00 1,363,500.00 (13,656.00) 88,500.00 4.08% SR NOTES 73/8% NOV 1 2016 29,499.60 DTD 10/12/2006 704549-AE-4 BB« /BA1 WAMU MORTGAGE PASS-THROUGH 62.33 1,870,731.09 1,166,101.52 1,131,792.30 34,309.22 48,373.30 18.33% CERTIFICATES SER 2004-AR3 CL 82 4,029.55 2.585797% JUN 252034 DTD 04/01/2034 92922F-NM-6 CCC /CA WELLS FARGO MORTGAGE BACKED SEC 32.10 5,685,360.77 1,825,007.23 1,698,507.51 126,499.72 307,886.11 10.44% 2005-9 CL B1 5.415413% 10/25/2035 25,652.43 DTD 09/01/2005 94982W-8H-6 CC /NR CHASE MORTGAGE FINANCE CORPORATION 82.81 884,886.89 732,801.38 694.638.20 38,165.18 49,194.87 5.46% SER 2007-A1 CL 12A3 5.5595% 4,098.79 MAR 25 2037 OTT) 02/01/2007 161630-B2-0 NR /CAA J.P Morgan Aocount Page 7 of 13 Consolidated Statement Page 10 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026602 Chase CONFIDENTIAL SDNY_GM_00295800 EFTA01502156