EFTA01502477.pdf

THE HAZE TRUST ACCT. For the Period 8/1/13 to 8131/13 Adjusted Tax Cost Unrealized Est. Annual Income Price Quantity Value Original Cost Gainiloss Accrued Interest Yield US Fixed Income GSR MORTGAGE LOAN TRUST 81.09 1.234.781.09 1,001,308.68 1,203,139.84 (201,831.16) 71,120.92 8.85% 2005-5FCL B1 5.7598% 06/25/2035 5.925.71 OTD 05/01/2005 36242D-7X-5 B• I CHASE MORTGAGE FINANCE CORPORATION 77.38 705,208.15 545.675.96 553.588.40 (7,912.44) 39,205.72 5.53% SER 2007-A1 CL 12A3 5.5595% 3,266.52 MAR 25 2037 DTD 02(01/2007 161630.82.0 NR /CAA Total US Fixed Income $8,966,389.72 $9,302,694.59 (8337,304.87) $594,459.52 6.36% 695.177.00 Complementary Structured Strategies JPM SYR NC CLN TO MTOR 04116/16 106.89 1,500,000.00 1,603.350 00 1.500.000.00 103.350 00 INITIAL RATE 6.20% CPN 3 874 50 DD 04/16/12 4662A0.4Q-1 J.P.Morgan Account Page 8 of 12 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan JPM-SDNY-00026959 Chase CONFIDENTIAL SDNY_GM_00296157 EFTA01502477