THE HAZE TRUST ACCT. For the Period 9/1/13 to 9/30/13 Price Quantity Value Adjusted Tax Cost Unreakzed Gain/Loss Est. Annual Income Original Cost Acaued Interest Yield US Fixed Income GSR MORTGAGE LOAN TRUST 2005-5FCL 81 5.7598% 06/252035 DTD 05/01/2005 36242O-7X-5 B+ / 82 05 1,232,131.77 1,010,914.83 1,200,558.41 (189,643.58) 70,968.32 5,913.00 8.68% CHASE MORTGAGE FINANCE CORPORATION SER 2007-A1 CL 12A3 5.5595% MAR 25 2037 DTD 02/01/2007 161630-82-0 NR /CAA 77.92 689,480.11 537,249.80 541,241.89 (3,992.09) 38,331.32 3,193.67 5.28% Total US Fixed Income 38,985,614.70 $8,308,636.82 ($322,922.12) $692.363.21 $112,401.41 6.30% JP Morgan Account Page 8 of 11 Consolidated Statement Page 11 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026983 SDNY_GM_00296181 EFTA01502500