EFTA Document EFTA01502289

THE HAZE TRUST ACCT. For the Period 2/1/13 to 2/28/13 Price Quantity Value Adjusted Tax Cost Unrealized Gain/Loss Est. Annual Income Yield Original Cost Accrued Interest US Fixed Income WELLS FARGO MORTGAGE BACKED SEC 2191 5,681,828.52 1,699,662.18 1,697,446.28 1215.90 307,69174 10.45% 2005-9 CL B1 5.415413% 10/25/2035 23,926.17 DTD 09/012005 94982W-BH-6 CC /NR CHASE MORTGAGE FINANCE CORPORATION 84.67 906.949.92 767.878,22 647467.73 120.410.49 50,421.46 4.16% SER 2007-A1 CL 12A3 5.5595% 3,921.65 MAR 25 2037 DTD 02;01/2007 161630-BZ-0 NR /CAA Total US Fixed Income 29,886,260.94 $9,767,499.87 2117,761.07 2841,341.79 6.62% $113,167.14 Complementary Structured Strategies JPM 3YR NC CLN TO MTOR 04116/16 102.55 1,500,000.00 1,538,250.00 1,500,000.00 38.250.00 INITIAL RATE 6.20% CPN 3,874 50 DID 04/16/12 4662A0.4Q-1 J.P.Morgan Account Page 8 of 12 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026751 SDNY_GM_00295949 EFTA01502289