Å*.< ILL/ THE. HAZE TRUST ACCT For the Period 5/I/I2 to 5/31/12 Portfolio Activity Detail INFLOWS & OUTFLOWS Settle Date Type Description Quantity Per Unit Amount Amount Selection Method Income 5/1 Tax-Exempt Income JPM TAX FREE RESV SWEEP FD 93957 (ID: 6282136-92-6) 17.53 5/1 Corporate Interest PEABODY ENERGY CORP SR NOTES 73/8% NOV 1 2016 DTD 10/12/2006 (ID: 704649-AE-4) 1,200,000.000 0.037 44,250.00 5/1 Dly Dourest JPM HIGH YIELD FD - SEL @ 0.038 PER SHARE (ID: 4812C0-80-3) 847,966.160 0.038 24,622.71 5/4 Accrued Int Paid ENTRY REVERSED ON 05/10/2012 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SER 2004-AR3 CL 82 2.585797% JUN 25 2034 DTD 04/01/2004 « 60.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 05/01/12 FACE VALUE 2,592,800.00 (ID: 92822E-NM6) 1,875,694.888 0.00 (404.18) 5/10 Accrued Int Paid TO REVERSE ENTRY OF 05/04/2012 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SER 2004-AR3 CL B2 2.585797% JUN 25 2034 DTD 04/01/2004 AS OF 05104112 (ID: 92922F-NM-8) 1,875,694.888 404.18 5/10 Accrued Int Paid ENTRY REVERSED ON 05/30/2012 WAMU MORTGAGE PASS-THROUGH CERTIFICATES SER 2004-AR3 CL 82 2.585797% JUN 26 2034 DTD 04/01/2004 60.50 JP MORGAN SECURITIES LLC (BIDL) TRADE DATE 05/01/12 FACE VALUE 2,592,800.00 (ID: 92922F-NM-6) 1,890,778.480 0.00 (404.18) J.P. Morgan A000tir Page 9 of 13 Consolidated Statement Page 12 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026530 SDNY_GM_00295728 EFTA01502092