THE. HAZE TRUST ACCT For the Period 5/1/12 to 5/31/12 Trade Date Type Description QuartIty Per Unit Amount Market Cost Settle Date Settled Securities Purchased 5/1 Purchase ENTRY REVERSED ON 05/10/2012 WAMU MORTGAGE 1,875,694.888 61.00 (1.143,920.98) 5/4 PASS-THROUGH CERTIFICATES SER 2004-AR3 CL B2 2.585797% JUN 25 2034 DID 04/01/2004 • 60.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 2,592,800.00 (ID: 92922F-NM-8) 511 Purchase TO REVERSE ENTRY OF 06/04/2012 WAMU MORTGAGE (1,875,694.888) 61O0 1,143,92O98 5/10 PASS-THROUGH CERTIFICATES SER 2004-AR3 CL B2 2.585797% JUN 25 2034 DTD 04/01/2004 © 60.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 2,592,800.00 AS OF 05/04/12 (ID: 92922F-NM-6) 5/1 Purchase ENTRY REVERSED ON 05/30/2012 WAMU MORTGAGE 1,890,778.480 80.50 (1,143,920.98) 5/10 PASS-THROUGH CERTIFICATES SER 2004-AR3 CL B2 2.585797% JUN 25 2034 WM 04/01/2004 0 60.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 2,592,800.00 (ID: 92922F-NM-8) 5/10 Purchase ENTRY REVERSED ON 06/31/2012 CHASE MORTGAGE 938,470.480 78.50 (736,699.33) 5/15 FINANCE CORPORATION SER 2007-A1 CL 12A3 5.5595% MAR 25 2037 DTD 02101/2007 @ 78.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 1,000,000.00 (ID: 181630-62-0) 511 Purchase TO REVERSE ENTRY OF OM 0/2012 WAMU MORTGAGE (1.890.778 480) 60.50 1.143.92098 5/30 PASS-THROUGH CERTIFICATES SER 2004-AR3 CL B2 2.585797% JUN 25 2034 OTO 04/01/2004 5160.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 2,592,800.00 AS OF 05/10/12 (ID: 92922F-NM-6) 511 Purchase WAMU MORTGAGE PASS-THROUGH CERTIFICATES SER 1,885,791.720 80.50 (1,140,903.99) 5/30 2004-AR3 CL 62 2.585797% JUN 25 2034 UM 04/01/2004 0 60.50 JP MORGAN SECURITIES LLC (BIDL) FACE VALUE 2,592,800.00 (ID: 92922F-NM-6) J.P.Morgan Account Page 12 of 13 Consolidated Statement Page 15 Confidential Treatment Requested by JPMorgan Chase CONFIDENTIAL JPM-SDNY-00026533 SDNY_GM_00295731 EFTA01502095