EFTA01350672.pdf

DB Account Number Account Name Description Cusip As-of Date Local CCY Base CCY Trade Date Quantity Settlement Date Quantity Local Price Base Price Pricing Date Local Trade Date Cost Base Trade Date Cost Local Settlement Date Cost Base Settlement Date Cost Local Trade Date Market Value Base Trade Date Market Value Local Settlement Date Market Value Base Settlement Date Market Value Local Accrued Income Base Accrued Income Loca 1 Est. Annual Income Base Est. Annual Income Local Unrealized G/L Base Unrealized G/L Mark et Spot Rate Maturity/Contract Expiry Date Coupon/Interest rate S&P Rating Moody Rating Accrued Interest Limit Available DM ECI ECI Region of Risk Implementation Vehic le JPMS ADP ISIN Trade Type Original Face Amount Price with Sinking Bond Fact THE HAZE TRUST JPM TAX FREE PREMIER SWEEP FD *92 0.01% 870994928 16/09/2013 USD USD 5001766.64 5001766.64 0.0 1.0 16/09/2013 5001766.64 5001 766.64 5001766.64 5001766.64 5001766.64 5001766.64 5001766.64 5001766.64 17.82 17.82 450.15 450.15 0.0 0.0 1.0 0.009 17.82 0.0 0.0 9710670708 0221477308 0.0 0.0 THE HAZE TRUST JPM HIGH YIELD FD - SEL FUND 3580 5.37% 4812C0803 16/09/2013 USD USD 326870.729 326870.729 0.0 8.09 16/09/2013 2704385.15 2704 385.15 2704385.15 2704385.15 2644384.2 2644384.2 2644384.2 2644384.2 0.0 0.0 168011.55 168011.55 -60000.78 -60000.78 1.0 0.0 0.0 0.0 0.0 9710670708 0221477308 0.0 0.0 THE HAZE TRUST PEABODY ENERGY CORP SR NOTES 7 3/8% NOV 1 2016 DTD 10/12/2006 M. 16/09/2013 USD USD 1200000.0 1200000.0 0.0 112.5 16/09/2013 ,I1, 000.0 00.0 1363500.0 1350000.0 1363500.0 1363500.0 33433.2 33433.2 88500.0 88500.0 -13500.0 1350000.0 -13500.0 1350000.0 1.0 1350 01/1 1/2016 7.375 BB BA2 33433.2 0.0 0.0 9710670708 0221477308 0.0 0.0 THE HAZE TRUST JPM TR I FLOAT RATE INC FD FUND 2808 3.96% 16/0 9/2013 USD USD 203938.513 203938.513 0.0 10.07 16/09/2013 2057601.37 2057601.37 2057601.37 2057601.37 2053660.83 2053660.83 2053660.83 2053 660.83 0.0 0.0 92792.02 92792.02 -3940.5 -3940.5 1.0 0.0 0.0 0.0 9710670708 0221477308 0.0 0.0 THE HAZE TRUST IPAYMENT INC 10 1/4% MAY 15 2018 DTD 11/15/2011 16/0 9/2013 USD USD 500000.0 500000.0 0.0 65.5 16/09/20 45000.0 445000.0 445000.0 445000.0 327500.0 327500.0 327500.0 3275 00.0 17368.0 17368.0 51250.0 51250.0 -117500.0 -117500.0 1.0 15/05/2018 10.2 CAA1 17368.0 0.0 0.0 9710670708 0221477308 0.0 0.0 THE HAZE TRUST JPMORGAN CHASE & CO 7.9% PFD STK APR 30 2049 DTD 04/23/2008 - 16/09/2013 USD USD 3000000.0 3000000.0 0.0 110.553 16/09/2013 3337958.33 3337958.33 3337958.33 3337958.33 3316590.0 3316590.0 3316 590.0 3316590.0 90189.0 90189.0 237000.0 237000.0 -21368.33 -21368.33 1.0 29/04/2049 7.9 BBB BA1 90189.0 0.0 0.0 9710670708 0221477308 Benchmark Aware 0.0 0.0 IIIIIIIIF THE HAZE TRUST IIIII I IIIIIIICA CORP 8 1/8% PFD STK DEC 29 2049 DTD 04/30/2008 91.3 8 /09/2013 USD USD 3000000.0 3000000.0 0.0 110.039 16/09/201. 20.1 3389620.83 3389620.83 3389620.83 3301170.0 3301170.0 3301 170.0 3301170.0 82602.0 82602.0 243750.0 243750.0 -88450.83 -88450.83 1.0 29/12/2049 8.125 BB+ B1 82602.0 0.0 0.0 9710670708 0221477308 Benchmark Aware 0.0 0.0 THE HAZE TRUST KINDRED HEALTHCARE INC 8 1/4% JUN 01 2019 DTD 06/01/2011 16/09/2013 USD USD 1000000.0 1000000.0 0.0 106.0 16/09/2013 996250.0 996250.0 996250.0 996250.0 1060000.0 1060000.0 1060 000.0 1060000.0 24291.0 24291.0 82500.0 82500.0 63750.0 63750.0 1.0 01/06/2019 8.25 NR B3 24291.0 0.0 0.0 9710670708 0221477308 M 0.0 0.0 000002950492518 THE HAZE TRUST US DOLLAR 16/09/2013 USD USD 2836 6.12 28366.12 0.0 1.0 16/09/2013 28366.12 28366.12 28366.12 28366.12 28366.12 28366.12 28366.12 28366.12 1.98 1.98 0.0 0.0 0.0 0.0 1.0 0.0 1.98 0.0 0.0 9710670708 0221477308 0.0 0.0 EFTA01350672 JPM Account Number Account Name Description Cusip As-of Date Local CCY Base CCY Trade Date Quantity Settlement Date Quantity Local Price Base Price Pricing Date Local Trade Date Cost Base Trade Date Cost Local Settlement Date Cost Base Settlement Date Cost Local Trade Date Market Value Base Trade Date Market Value Local Settlement Date Market Value Base Settlement Date Market Value Local Accrued Income Base Accrued Income Loca 1 Est. Annual Income Base Est. Annual Income Local Unrealized G/L Base Unrealized G/L Mark et Spot Rate Maturity/Contract Expiry Date Coupon/Interest rate S&P Rating Moody Rating Accrued Interest Limit Available DM ECI ECI Region of Risk Implementation Vehic le JPMS ADP ISIN Trade Type Original Face Amount Price with Sinking Bond Fact or included THE HAZE TRUST JPM 3YR NC CLN TO MTOR 04/16/15 INITIAL RATE 6.20% CPN DD 04/16/12 16/09/2013 USD USD 1500000.0 1500000.0 0.0 107.18 16/0 9/2013 1500000.0 1500000.0 1500000.0 1500000.0 1607700.0 1607700.0 1607700.0 1607700.0 0.0 0.0 0.0 0.0 107700.0 107700.0 1.0 16/04/2015 0.0 0.0 0.0 0.0 9710670708 0221477308 0.0 0.0 THE HAZE TRUST GSR MORTGAGE LOAN TRUST 2005-SPCC Bl 5.7598% 06/25/2035 DTD 05/01/20 05 16/09/2013 USD USD 1234781.09 1234781.09 0.0 80.6 07 16/09/2013 1203139.84 1203139.84 1203139.84 1203139.84 995319.99 995319.99 995319.99 995319.99 3159.8 3159.8 71120.92 71120.92 -207 819.84 -207819.84 1.0 25/06/2035 3159.8 0.0 0.0 9710 7670708 670 0221477308 1500000.0 0.0 THE HAZE TRUST CHASE MORTGAGE FINANCECORPORATION SER 2007-A1 CL 12A3 5.5595% MAR 2 5 2037 DTD 02/01/2007 16/09/2013 USD USD 705208.15 705208.15 0.0 77.095 16/09/2013 553588.4 553588.4 553588.4 553588.4 5436 80.22 543680.22 543680.22 543680.22 1741.86 1741.86 39205.72 39205.72 -9908.17 -9908.17 1.0 25/03/2037 5.559454 NR CAA2 1741.86 0.0 0.0 9710670708 0221477308 1000000.0 0.0 EFTA01350673